WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   610,468:   128,720    117,118    210,305    239,026    234,900    578,050    562,322:    32,418     48,146
Old  :   558,799:   121,002    114,936    191,904    218,098    212,468    531,004    519,308:    27,795     39,491
Other:    51,669:    15,639     10,103     10,480     20,927     22,432     47,046     43,014:     4,623      8,655
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    11,923:     1,153     -2,884      7,480      1,369      8,378     10,002     12,974:     1,921     -1,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       19.2       34.4       39.2       38.5       94.7       92.1:       5.3        7.9
Old  :     100.0:      21.7       20.6       34.3       39.0       38.0       95.0       92.9:       5.0        7.1
Other:     100.0:      30.3       19.6       20.3       40.5       43.4       91.1       83.3:       8.9       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:       130        137        155        112        128        337        338:
Old  :       422:       134        138        147        109        127        327        332:
Other:       142:        26         29         31         29         74         73        120:
     :----------------------------------------------------------------------------------------------------
     :             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       11.7       21.2       19.2        9.2        6.4       14.9       10.8
Old  :                 13.7       12.0       21.5       20.1        8.9        6.7       14.9       11.4
Other:                 37.5       22.0       51.5       36.7       36.2       16.5       43.6       24.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    22,220:     8,670        100        600     12,810     21,040     22,080     21,740:       140        480
Old  :    22,220:     8,670        100        600     12,810     21,040     22,080     21,740:       140        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       150:      -800          0        100        950        -90        250         10:      -100        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        0.5        2.7       57.7       94.7       99.4       97.8:       0.6        2.2
Old  :     100.0:      39.0        0.5        2.7       57.7       94.7       99.4       97.8:       0.6        2.2
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:         4          1          3         11         16         17         19:
Old  :        23:         4          1          3         11         16         17         19:
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  :                 67.6       66.7       89.6       83.8       63.5       53.9       69.4       61.7
Old  :                 67.6       66.7       89.6       83.8       63.5       53.9       69.4       61.7
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, July 17, 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  :   293,472:    84,245     56,183     67,031    121,176    145,524    272,452    268,738:    21,020     24,734
Old  :   278,853:    85,241     57,854     59,723    113,883    139,720    258,847    257,298:    20,006     21,556
Other:    14,619:     5,186      4,510      1,127      7,292      5,804     13,605     11,440:     1,013      3,178
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     9,663:     1,733      3,988      4,420      3,383      3,148      9,535     11,555:       128     -1,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       19.1       22.8       41.3       49.6       92.8       91.6:       7.2        8.4
Old  :     100.0:      30.6       20.7       21.4       40.8       50.1       92.8       92.3:       7.2        7.7
Other:     100.0:      35.5       30.9        7.7       49.9       39.7       93.1       78.3:       6.9       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        79         57         70         88         93        204        193:
Old  :       257:        75         62         65         85         89        196        186:
Other:       101:        17         18         12         22         59         43         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       17.4       21.7       25.9        9.4       13.2       15.9       21.4
Old  :                 13.6       18.3       22.6       27.0        9.9       15.0       16.5       23.3
Other:                 48.5       25.2       68.0       39.8       48.5       25.1       66.7       37.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 2,409,890:   424,101    465,562    712,627  1,044,097    991,573  2,180,825  2,169,762:   229,065    240,128
Old  :   920,073:   281,161    259,158    244,449    320,568    366,033    846,179    869,640:    73,895     50,434
Other: 1,489,817:   301,773    365,238    309,344    723,529    625,540  1,334,646  1,300,122:   155,171    189,695
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    57,171:   -19,081     14,732     51,107     23,687      1,507     55,712     67,346:     1,459    -10,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       19.3       29.6       43.3       41.1       90.5       90.0:       9.5       10.0
Old  :     100.0:      30.6       28.2       26.6       34.8       39.8       92.0       94.5:       8.0        5.5
Other:     100.0:      20.3       24.5       20.8       48.6       42.0       89.6       87.3:      10.4       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       950:       259        177        270        410        410        791        753:
Old  :       763:       184        132        125        311        319        542        530:
Other:       870:       226        159        191        329        381        643        651:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7        9.4       19.2       14.9        6.0        4.9        9.4        8.4
Old  :                 10.7       14.3       19.6       23.2       10.4       11.9       16.1       17.5
Other:                 17.1        8.3       23.5       14.8       12.8        7.0       17.8       11.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :     5,156:     1,209      1,011        198      1,632      2,228      3,039      3,437:     2,117      1,719
Old  :     5,156:     1,209      1,011        198      1,632      2,228      3,039      3,437:     2,117      1,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       180:        34       -265         66         79        233        179         33:         1        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       19.6        3.8       31.7       43.2       58.9       66.7:      41.1       33.3
Old  :     100.0:      23.5       19.6        3.8       31.7       43.2       58.9       66.7:      41.1       33.3
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  :        27:         6          9          3          7          9         14         20:
Old  :        27:         6          9          3          7          9         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       34.4       50.6       50.3       35.5       31.4       49.4       47.0
Old  :                 35.6       34.4       50.6       50.3       35.5       31.4       49.4       47.0
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, July 17, 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  : 1,091,032:   153,836    187,774    337,186    520,076    464,437  1,011,098    989,397:    79,934    101,634
Old  :   134,151:    20,245     14,009     51,442     49,830     58,267    121,517    123,718:    12,634     10,433
Other:   956,881:   149,294    189,469    270,040    470,246    406,170    889,581    865,679:    67,299     91,201
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    51,065:     2,948      5,489     27,091     19,491     18,434     49,529     51,013:     1,535         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.2       30.9       47.7       42.6       92.7       90.7:       7.3        9.3
Old  :     100.0:      15.1       10.4       38.3       37.1       43.4       90.6       92.2:       9.4        7.8
Other:     100.0:      15.6       19.8       28.2       49.1       42.4       93.0       90.5:       7.0        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       733:       240        174        264        246        254        608        584:
Old  :       423:       123         70         92        132        152        290        282:
Other:       712:       208        196        233        216        246        549        558:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2        9.5       20.3       16.3        8.8        5.6       13.0        9.4
Old  :                 15.8       18.5       25.4       29.9       10.9       16.8       16.0       22.1
Other:                 14.0        9.7       21.6       17.1       10.0        5.8       14.7        9.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    26,398:    10,548      3,650        486        571      7,586     11,605     11,722:    14,793     14,676
Old  :     1,540:       702        265          1        526        269      1,229        535:       311      1,005
Other:    24,858:    10,204      3,743        127         45      7,317     10,376     11,187:    14,482     13,671
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :        88:        42         46         92        -63         25         71        163:        17        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       13.8        1.8        2.2       28.7       44.0       44.4:      56.0       55.6
Old  :     100.0:      45.6       17.2        0.1       34.2       17.5       79.8       34.7:      20.2       65.3
Other:     100.0:      41.0       15.1        0.5        0.2       29.4       41.7       45.0:      58.3       55.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          9          5          5         20         10         31:
Old  :        27:         4          6          1          4         14          8         21:
Other:        31:         2          9          4          2         20          6         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       17.5       44.0       25.6       41.2       16.6       41.2       24.6
Old  :                 79.3       25.6       79.8       30.8       79.3       25.6       79.7       30.8
Other:                 41.7       17.7       41.7       26.1       41.0       17.5       41.0       25.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   550,453:   111,256    172,877    135,358    260,520    206,202    507,134    514,437:    43,319     36,017
Old  :   121,707:    26,947     29,045     21,671     62,242     61,495    110,860    112,211:    10,847      9,496
Other:   428,747:   103,165    162,688     94,831    198,278    144,706    396,274    402,226:    32,473     26,521
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    23,583:    -8,393      8,072     13,257     17,165      3,658     22,028     24,987:     1,555     -1,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       31.4       24.6       47.3       37.5       92.1       93.5:       7.9        6.5
Old  :     100.0:      22.1       23.9       17.8       51.1       50.5       91.1       92.2:       8.9        7.8
Other:     100.0:      24.1       37.9       22.1       46.2       33.8       92.4       93.8:       7.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:        80        130        126         98         84        266        284:
Old  :       206:        49         59         40         59         61        130        142:
Other:       325:        81        116        111         84         70        235        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       13.8       19.3       20.9       10.7       11.9       16.9       17.7
Old  :                 26.3       19.9       38.6       32.2       24.8       18.0       35.5       28.3
Other:                 12.5       14.1       20.1       21.2       11.7       11.2       19.2       17.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 1,011,084:   140,408    137,382    118,870    585,327    556,455    844,606    812,707:   166,478    198,376
Old  : 1,011,084:   140,408    137,382    118,870    585,327    556,455    844,606    812,707:   166,478    198,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     7,449:    13,776      8,653     -7,617     -3,853      4,743      2,306      5,779:     5,144      1,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       13.6       11.8       57.9       55.0       83.5       80.4:      16.5       19.6
Old  :     100.0:      13.9       13.6       11.8       57.9       55.0       83.5       80.4:      16.5       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        49         35         56         91         93        164        160:
Old  :       198:        49         35         56         91         93        164        160:
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  :                 20.0       23.9       26.6       32.6       11.2       14.8       16.7       21.4
Old  :                 20.0       23.9       26.6       32.6       11.2       14.8       16.7       21.4
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, July 17, 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  :   997,301:    82,619    292,812     13,716    755,846    598,116    852,181    904,645:   145,120     92,656
Old  :   997,301:    82,619    292,812     13,716    755,846    598,116    852,181    904,645:   145,120     92,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    18,619:    -1,695     17,373     -3,032     19,327     11,492     14,599     25,832:     4,019     -7,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       29.4        1.4       75.8       60.0       85.4       90.7:      14.6        9.3
Old  :     100.0:       8.3       29.4        1.4       75.8       60.0       85.4       90.7:      14.6        9.3
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  :       131:        18         19         19         68         68         95         97:
Old  :       131:        18         19         19         68         68         95         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       33.1       37.3       45.5       17.9       33.1       29.3       44.4
Old  :                 24.0       33.1       37.3       45.5       17.9       33.1       29.3       44.4
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, July 17, 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  :   585,171:   124,552     34,297    170,830    236,998    341,841    532,380    546,968:    52,791     38,203
Old  :   147,570:    46,967      9,477     24,854     57,755    101,383    129,576    135,715:    17,994     11,855
Other:   437,601:   111,757     58,992    111,804    179,243    240,458    402,804    411,253:    34,797     26,348
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    12,138:     1,965       -393      4,260      4,926      9,601     11,152     13,468:       986     -1,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.9       29.2       40.5       58.4       91.0       93.5:       9.0        6.5
Old  :     100.0:      31.8        6.4       16.8       39.1       68.7       87.8       92.0:      12.2        8.0
Other:     100.0:      25.5       13.5       25.5       41.0       54.9       92.0       94.0:       8.0        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       111         47        125        116        106        289        250:
Old  :       236:        86         28         36         92         82        189        135:
Other:       309:        86         93        110        100         94        261        227:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.5       21.9       15.5       31.5        6.8       19.0       10.8       25.9
Old  :                 12.6       26.6       20.7       39.3       10.8       22.8       17.5       34.9
Other:                 10.1       21.3       16.1       29.0        7.9       18.4       12.7       23.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,367:     1,677      1,322        521      4,426      5,496      6,624      7,339:     1,742      1,028
Old  :     8,367:     1,677      1,322        521      4,426      5,496      6,624      7,339:     1,742      1,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :        41:       252       -175        157       -449         42        -40         23:        81         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       15.8        6.2       52.9       65.7       79.2       87.7:      20.8       12.3
Old  :     100.0:      20.0       15.8        6.2       52.9       65.7       79.2       87.7:      20.8       12.3
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  :        53:        19          8         12         15         19         38         37:
Old  :        53:        19          8         12         15         19         38         37:
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  :                 42.2       42.2       55.3       60.9       41.6       36.9       50.4       52.4
Old  :                 42.2       42.2       55.3       60.9       41.6       36.9       50.4       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 1,969,311:   475,216    492,885    136,139  1,236,049  1,160,137  1,847,404  1,789,161:   121,907    180,149
Old  : 1,969,311:   475,216    492,885    136,139  1,236,049  1,160,137  1,847,404  1,789,161:   121,907    180,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    12,683:     6,149     29,082     12,353     -5,169    -34,516     13,333      6,920:      -650      5,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.0        6.9       62.8       58.9       93.8       90.9:       6.2        9.1
Old  :     100.0:      24.1       25.0        6.9       62.8       58.9       93.8       90.9:       6.2        9.1
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  :       338:        66         71         49        142        139        227        240:
Old  :       338:        66         71         49        142        139        227        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       21.2       30.4       32.3       14.9       17.7       24.8       26.9
Old  :                 19.0       21.2       30.4       32.3       14.9       17.7       24.8       26.9
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, July 17, 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  : 4,452,296:   596,460    970,204    603,905  2,890,850  2,341,715  4,091,214  3,915,824:   361,082    536,472
Old  : 4,452,296:   596,460    970,204    603,905  2,890,850  2,341,715  4,091,214  3,915,824:   361,082    536,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    64,831:    33,085     60,539    -15,559     45,360     22,819     62,886     67,799:     1,945     -2,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.8       13.6       64.9       52.6       91.9       88.0:       8.1       12.0
Old  :     100.0:      13.4       21.8       13.6       64.9       52.6       91.9       88.0:       8.1       12.0
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  :       467:        79        105        114        214        237        351        398:
Old  :       467:        79        105        114        214        237        351        398:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       13.7       32.8       21.8       19.4       10.4       26.7       16.0
Old  :                 24.4       13.7       32.8       21.8       19.4       10.4       26.7       16.0
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, July 17, 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  :   578,112:    76,381     66,605     19,395    379,904    323,229    475,680    409,229:   102,432    168,883
Old  :   578,112:    76,381     66,605     19,395    379,904    323,229    475,680    409,229:   102,432    168,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     8,078:     5,136      3,475        923       -770     12,466      5,289     16,864:     2,789     -8,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       11.5        3.4       65.7       55.9       82.3       70.8:      17.7       29.2
Old  :     100.0:      13.2       11.5        3.4       65.7       55.9       82.3       70.8:      17.7       29.2
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  :       108:        15         16         11         55         57         80         74:
Old  :       108:        15         16         11         55         57         80         74:
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  :                 28.5       13.9       40.2       23.7       28.1       13.5       38.3       21.3
Old  :                 28.5       13.9       40.2       23.7       28.1       13.5       38.3       21.3
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, July 17, 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  : 4,073,718:   537,041  1,228,010    319,797  2,941,599  2,111,531  3,798,437  3,659,338:   275,280    414,380
Old  : 4,073,718:   537,041  1,228,010    319,797  2,941,599  2,111,531  3,798,437  3,659,338:   275,280    414,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :   -89,509:   -38,444     63,994    -29,566    -26,254   -121,463    -94,264    -87,035:     4,755     -2,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       30.1        7.9       72.2       51.8       93.2       89.8:       6.8       10.2
Old  :     100.0:      13.2       30.1        7.9       72.2       51.8       93.2       89.8:       6.8       10.2
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  :       357:        56         81         67        146        178        241        287:
Old  :       357:        56         81         67        146        178        241        287:
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  :                 33.6       18.8       45.4       29.6       26.2       16.5       37.4       24.0
Old  :                 33.6       18.8       45.4       29.6       26.2       16.5       37.4       24.0
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, July 17, 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  : 1,886,639:   281,734    154,587    486,730  1,086,430  1,188,928  1,854,893  1,830,245:    31,745     56,394
Old  : 1,886,639:   281,734    154,587    486,730  1,086,430  1,188,928  1,854,893  1,830,245:    31,745     56,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :   -23,696:   -10,933     -9,633     29,143    -41,638    -40,093    -23,428    -20,583:      -268     -3,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.2       25.8       57.6       63.0       98.3       97.0:       1.7        3.0
Old  :     100.0:      14.9        8.2       25.8       57.6       63.0       98.3       97.0:       1.7        3.0
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  :       147:        35         33         52         61         70        117        139:
Old  :       147:        35         33         52         61         70        117        139:
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  :                 31.9       31.1       45.1       41.0       23.6       19.0       28.5       24.3
Old  :                 31.9       31.1       45.1       41.0       23.6       19.0       28.5       24.3
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, July 17, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    44,460:    16,416      6,489      2,118     17,208     29,185     35,742     37,793:     8,717      6,667
Old  :    44,460:    16,416      6,489      2,118     17,208     29,185     35,742     37,793:     8,717      6,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       955:     1,227       -928       -198       -551      2,116        478        991:       477        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       14.6        4.8       38.7       65.6       80.4       85.0:      19.6       15.0
Old  :     100.0:      36.9       14.6        4.8       38.7       65.6       80.4       85.0:      19.6       15.0
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  :       103:        32         23         11         25         31         61         61:
Old  :       103:        32         23         11         25         31         61         61:
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  :                 26.2       30.5       38.7       45.8       25.7       30.5       35.5       45.8
Old  :                 26.2       30.5       38.7       45.8       25.7       30.5       35.5       45.8
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, July 17, 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  :    88,919:    32,832     12,978      4,237     34,416     58,370     71,484     75,586:    17,435     13,333
Old  :    88,919:    32,832     12,978      4,237     34,416     58,370     71,484     75,586:    17,435     13,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     1,910:     2,453     -1,855       -395     -1,102      4,232        956      1,982:       954        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       14.6        4.8       38.7       65.6       80.4       85.0:      19.6       15.0
Old  :     100.0:      36.9       14.6        4.8       38.7       65.6       80.4       85.0:      19.6       15.0
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  :       103:        32         23         11         25         31         61         61:
Old  :       103:        32         23         11         25         31         61         61:
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  :                 26.2       30.5       38.7       45.8       25.7       30.5       35.5       45.8
Old  :                 26.2       30.5       38.7       45.8       25.7       30.5       35.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    28,445:     2,715        461          0     23,531     27,561     26,246     28,022:     2,199        423
Old  :    28,445:     2,715        461          0     23,531     27,561     26,246     28,022:     2,199        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    -1,132:      -244       -140          0     -1,136       -703     -1,380       -843:       248       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        1.6        0.0       82.7       96.9       92.3       98.5:       7.7        1.5
Old  :     100.0:       9.5        1.6        0.0       82.7       96.9       92.3       98.5:       7.7        1.5
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  :        24:         3          1          0         12         12         15         13:
Old  :        24:         3          1          0         12         12         15         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  :                 63.5       75.3       85.4       95.4       63.5       75.3       84.8       95.4
Old  :                 63.5       75.3       85.4       95.4       63.5       75.3       84.8       95.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    35,827:    29,296     35,359        452      5,924          0     35,672     35,811:       155         16
Old  :    35,827:    29,296     35,359        452      5,924          0     35,672     35,811:       155         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    -7,247:    -1,623     -7,236          0     -5,621          0     -7,244     -7,236:        -3        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       98.7        1.3       16.5        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      81.8       98.7        1.3       16.5        0.0       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        28         15          2          2          0         31         16:
Old  :        45:        28         15          2          2          0         31         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       84.6       83.4       98.1       60.9       84.6       82.8       97.2
Old  :                 61.5       84.6       83.4       98.1       60.9       84.6       82.8       97.2
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, July 17, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    31,613:    16,175     13,852        215     15,158     17,478     31,548     31,545:        65         68
Old  :    31,613:    16,175     13,852        215     15,158     17,478     31,548     31,545:        65         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       788:       509      1,031          1        257       -183        767        849:        21        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       43.8        0.7       47.9       55.3       99.8       99.8:       0.2        0.2
Old  :     100.0:      51.2       43.8        0.7       47.9       55.3       99.8       99.8:       0.2        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  :        44:         3         16          1          9         17         13         33:
Old  :        44:         3         16          1          9         17         13         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       43.7       97.8       66.8       82.9       43.7       97.8       66.8
Old  :                 82.9       43.7       97.8       66.8       82.9       43.7       97.8       66.8
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, July 17, 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  :    14,319:    10,491      6,487          9      3,775      7,762     14,275     14,258:        44         61
Old  :    14,319:    10,491      6,487          9      3,775      7,762     14,275     14,258:        44         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :      -560:      -303       -317          0       -286       -253       -589       -570:        29         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3       45.3        0.1       26.4       54.2       99.7       99.6:       0.3        0.4
Old  :     100.0:      73.3       45.3        0.1       26.4       54.2       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5         12          1          3         12          9         24:
Old  :        31:         5         12          1          3         12          9         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.2       53.9       99.6       79.6       93.1       53.8       99.5       79.5
Old  :                 93.2       53.9       99.6       79.6       93.1       53.8       99.5       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 20, 2018