WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 10, 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  :   470,071:   153,171    122,092    105,811    183,659    195,865    442,641    423,768:    27,430     46,303
Old  :   424,398:   146,680    121,160     89,340    165,137    175,971    401,157    386,471:    23,241     37,927
Other:    45,673:    16,070     10,511      6,892     18,522     19,894     41,484     37,297:     4,189      8,376
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    -3,534:      -722     -1,013     -7,435      4,290      4,238     -3,867     -4,210:       333        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       26.0       22.5       39.1       41.7       94.2       90.1:       5.8        9.9
Old  :     100.0:      34.6       28.5       21.1       38.9       41.5       94.5       91.1:       5.5        8.9
Other:     100.0:      35.2       23.0       15.1       40.6       43.6       90.8       81.7:       9.2       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       117        120        115         83        113        270        293:
Old  :       386:       119        124        106         82        113        263        287:
Other:       141:        24         32         21         25         71         64        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       11.5       22.6       19.0       12.1        8.7       19.9       14.6
Old  :                 14.2       11.8       23.1       19.8       11.9        9.3       20.2       15.7
Other:                 42.7       22.0       58.0       35.0       41.8       17.2       51.4       26.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 10, 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  :    22,070:     9,470        100        500     11,860     21,130     21,830     21,730:       240        340
Old  :    22,070:     9,470        100        500     11,860     21,130     21,830     21,730:       240        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :      -290:      -300          0        100       -320       -570       -520       -470:       230        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        0.5        2.3       53.7       95.7       98.9       98.5:       1.1        1.5
Old  :     100.0:      42.9        0.5        2.3       53.7       95.7       98.9       98.5:       1.1        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  :        22:         3          1          2         10         16         15         18:
Old  :        22:         3          1          2         10         16         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       66.9       91.3       84.6       67.6       55.3       73.4       66.6
Old  :                 70.8       66.9       91.3       84.6       67.6       55.3       73.4       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 10, 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  :   266,347:    86,205     51,955     48,298    112,374    140,883    246,877    241,136:    19,470     25,211
Old  :   252,717:    86,564     52,806     42,522    105,234    135,621    234,320    230,949:    18,397     21,768
Other:    13,630:     4,812      4,320        605      7,140      5,262     12,557     10,187:     1,073      3,443
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    11,691:     1,969       -157      4,068      7,423      8,035     13,460     11,946:    -1,769       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       19.5       18.1       42.2       52.9       92.7       90.5:       7.3        9.5
Old  :     100.0:      34.3       20.9       16.8       41.6       53.7       92.7       91.4:       7.3        8.6
Other:     100.0:      35.3       31.7        4.4       52.4       38.6       92.1       74.7:       7.9       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        81         54         62         75         85        184        182:
Old  :       252:        78         57         57         71         82        176        175:
Other:        90:         9         20          5         18         54         30         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       20.2       23.9       29.3       11.1       15.3       18.1       24.1
Old  :                 16.1       21.2       25.0       30.6       11.7       17.4       18.9       26.5
Other:                 52.8       24.4       72.9       38.8       52.8       24.4       72.1       36.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 10, 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  : 1,818,055:   584,299    474,979    252,995    807,777    889,052  1,645,071  1,617,026:   172,984    201,029
Old  :   649,690:   371,777    257,058     16,569    203,809    327,116    592,155    600,743:    57,535     48,947
Other: 1,168,365:   345,849    351,248    103,099    603,968    561,936  1,052,916  1,016,283:   115,449    152,082
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :   -12,275:   -12,752     26,280    -16,388     12,839    -22,066    -16,301    -12,174:     4,026       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       26.1       13.9       44.4       48.9       90.5       88.9:       9.5       11.1
Old  :     100.0:      57.2       39.6        2.6       31.4       50.3       91.1       92.5:       8.9        7.5
Other:     100.0:      29.6       30.1        8.8       51.7       48.1       90.1       87.0:       9.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       884:       213        168        182        303        360        618        635:
Old  :       706:       149        125         21        207        282        366        420:
Other:       798:       198        143        116        226        335        485        545:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5        9.2       19.5       15.7        7.8        6.5       12.9       11.1
Old  :                 13.6       17.0       22.9       26.0       13.4       16.9       22.2       25.0
Other:                 20.4        9.9       27.8       17.1       16.0        8.2       22.3       13.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 10, 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  :     4,748:     1,298      1,270          1      1,459      1,964      2,758      3,235:     1,990      1,513
Old  :     4,748:     1,298      1,270          1      1,459      1,964      2,758      3,235:     1,990      1,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       -20:       108          4          0        -52         87         56         91:       -76       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       26.7        0.0       30.7       41.4       58.1       68.1:      41.9       31.9
Old  :     100.0:      27.3       26.7        0.0       30.7       41.4       58.1       68.1:      41.9       31.9
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         10          1          6          6         12         17:
Old  :        27:         6         10          1          6          6         12         17:
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  :                 36.6       34.6       51.3       51.7       36.6       32.1       51.1       49.2
Old  :                 36.6       34.6       51.3       51.7       36.6       32.1       51.1       49.2
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 - Futures Only, July 10, 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  :   831,732:   186,795    181,648    146,053    437,764    415,187    770,612    742,888:    61,120     88,844
Old  :    90,616:    28,681     25,547        569     51,089     53,174     80,339     79,290:    10,277     11,326
Other:   741,116:   172,126    170,113    131,472    386,675    362,013    690,273    663,598:    50,843     77,518
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    28,221:    12,765      2,889     11,210      3,168     15,254     27,143     29,353:     1,078     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       21.8       17.6       52.6       49.9       92.7       89.3:       7.3       10.7
Old  :     100.0:      31.7       28.2        0.6       56.4       58.7       88.7       87.5:      11.3       12.5
Other:     100.0:      23.2       23.0       17.7       52.2       48.8       93.1       89.5:       6.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       675:       195        150        183        199        239        485        513:
Old  :       374:        88         66         12        100        143        193        216:
Other:       664:       180        170        154        169        231        431        492:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       10.8       22.7       19.1       10.4        7.6       15.8       13.0
Old  :                 22.2       30.8       32.5       40.0       22.2       29.6       31.8       38.8
Other:                 15.6       11.1       23.2       19.8       11.4        7.6       17.3       12.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 10, 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  :    26,310:    10,506      3,604        394        634      7,561     11,534     11,559:    14,776     14,751
Old  :     1,469:       588        207          1        589        234      1,178        442:       291      1,027
Other:    24,841:    10,186      3,665        125         45      7,327     10,356     11,117:    14,485     13,724
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :        31:       -53         85         17        -10         39        -46        141:        77       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       13.7        1.5        2.4       28.7       43.8       43.9:      56.2       56.1
Old  :     100.0:      40.0       14.1        0.1       40.1       15.9       80.2       30.1:      19.8       69.9
Other:     100.0:      41.0       14.8        0.5        0.2       29.5       41.7       44.8:      58.3       55.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          9          5          6         20         12         31:
Old  :        26:         5          6          1          5         11         10         18:
Other:        32:         3          9          4          2         20          7         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  :                 43.0       17.3       43.8       25.3       41.4       16.5       41.4       24.6
Old  :                 79.3       22.7       80.0       27.0       79.3       22.7       80.0       27.0
Other:                 41.5       17.5       41.7       25.9       41.0       17.3       41.0       25.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 10, 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  :   500,063:   126,255    164,742    103,352    231,273    195,744    460,880    463,838:    39,183     36,225
Old  :   112,432:    32,856     32,599     10,649     59,162     59,551    102,667    102,799:     9,765      9,633
Other:   387,631:   110,409    149,153     75,693    172,111    136,193    358,213    361,039:    29,418     26,592
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :     5,222:     1,804     -5,578      5,430     -1,625      5,047      5,609      4,899:      -387        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       32.9       20.7       46.2       39.1       92.2       92.8:       7.8        7.2
Old  :     100.0:      29.2       29.0        9.5       52.6       53.0       91.3       91.4:       8.7        8.6
Other:     100.0:      28.5       38.5       19.5       44.4       35.1       92.4       93.1:       7.6        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        86        127        119         92         72        255        265:
Old  :       204:        58         54         34         61         52        132        130:
Other:       313:        84        110        107         75         58        223        232:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       20.2       23.2       11.8       14.8       18.6       21.2
Old  :                 28.7       23.9       41.2       37.8       28.0       23.1       38.9       34.9
Other:                 12.7       15.6       21.1       23.7       12.6       14.0       20.3       21.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 10, 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  :   823,797:   140,939    132,564     15,667    516,861    495,335    673,467    643,566:   150,330    180,231
Old  :   823,797:   140,939    132,564     15,667    516,861    495,335    673,467    643,566:   150,330    180,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    24,948:    18,686     -5,465      3,999     -2,512     24,506     20,173     23,040:     4,775      1,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       16.1        1.9       62.7       60.1       81.8       78.1:      18.2       21.9
Old  :     100.0:      17.1       16.1        1.9       62.7       60.1       81.8       78.1:      18.2       21.9
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  :       190:        52         22         20         77         89        132        128:
Old  :       190:        52         22         20         77         89        132        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       26.7       31.5       36.2       13.9       18.1       19.8       25.7
Old  :                 23.4       26.7       31.5       36.2       13.9       18.1       19.8       25.7
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 - Futures Only, July 10, 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  :   977,915:    84,666    275,460     16,182    736,506    586,624    837,354    878,266:   140,561     99,649
Old  :   977,915:    84,666    275,460     16,182    736,506    586,624    837,354    878,266:   140,561     99,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :     8,321:     5,242      1,837     -3,275      1,013      9,758      2,980      8,320:     5,341          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       28.2        1.7       75.3       60.0       85.6       89.8:      14.4       10.2
Old  :     100.0:       8.7       28.2        1.7       75.3       60.0       85.6       89.8:      14.4       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  :       125:        19         17         20         66         66         93         95:
Old  :       125:        19         17         20         66         66         93         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       33.2       36.5       45.6       16.8       33.2       28.6       44.9
Old  :                 22.8       33.2       36.5       45.6       16.8       33.2       28.6       44.9
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 - Futures Only, July 10, 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  :   515,717:   132,500     34,841    121,398    213,522    321,409    467,420    477,648:    48,297     38,069
Old  :   138,170:    55,890     13,574      9,422     56,029    102,573    121,341    125,569:    16,829     12,601
Other:   377,547:   114,911     59,568     73,675    157,493    218,836    346,079    352,079:    31,468     25,468
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :     4,923:    -1,187      2,969      1,514      2,817        326      3,144      4,809:     1,779        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        6.8       23.5       41.4       62.3       90.6       92.6:       9.4        7.4
Old  :     100.0:      40.5        9.8        6.8       40.6       74.2       87.8       90.9:      12.2        9.1
Other:     100.0:      30.4       15.8       19.5       41.7       58.0       91.7       93.3:       8.3        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       104         44        125         99         99        271        242:
Old  :       235:        90         25         24         70         70        167        113:
Other:       293:        92         81        105         85         83        242        210:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       23.9       16.6       33.8        7.7       22.1       12.4       30.1
Old  :                 18.9       30.2       28.2       44.4       18.9       27.6       28.0       41.6
Other:                 10.4       22.9       16.8       31.2        9.2       21.0       14.9       27.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 10, 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  :     7,705:     1,350      1,569         34      4,703      5,128      6,087      6,731:     1,618        974
Old  :     7,705:     1,350      1,569         34      4,703      5,128      6,087      6,731:     1,618        974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       435:       -48     -1,026         12        297      1,406        261        392:       174         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.4        0.4       61.0       66.6       79.0       87.4:      21.0       12.6
Old  :     100.0:      17.5       20.4        0.4       61.0       66.6       79.0       87.4:      21.0       12.6
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  :        52:        17         11          4         15         17         33         31:
Old  :        52:        17         11          4         15         17         33         31:
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  :                 43.5       47.4       57.9       67.6       42.4       42.9       51.6       55.1
Old  :                 43.5       47.4       57.9       67.6       42.4       42.9       51.6       55.1
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 - Futures Only, July 10, 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  : 1,904,027:   464,980    465,039     87,911  1,229,454  1,177,874  1,782,345  1,730,824:   121,682    173,203
Old  : 1,904,027:   464,980    465,039     87,911  1,229,454  1,177,874  1,782,345  1,730,824:   121,682    173,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    10,951:       481    -10,503     10,059      3,926      9,483     14,466      9,039:    -3,515      1,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       24.4        4.6       64.6       61.9       93.6       90.9:       6.4        9.1
Old  :     100.0:      24.4       24.4        4.6       64.6       61.9       93.6       90.9:       6.4        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  :       335:        62         72         29        135        139        208        229:
Old  :       335:        62         72         29        135        139        208        229:
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  :                 19.4       21.1       31.2       32.9       15.3       18.9       26.3       28.2
Old  :                 19.4       21.1       31.2       32.9       15.3       18.9       26.3       28.2
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 - Futures Only, July 10, 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  : 3,633,052:   483,038    922,186    202,791  2,611,966  1,997,425  3,297,795  3,122,402:   335,257    510,650
Old  : 3,633,052:   483,038    922,186    202,791  2,611,966  1,997,425  3,297,795  3,122,402:   335,257    510,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    61,046:    26,061    -34,867     43,020     -6,834     47,093     62,247     55,246:    -1,201      5,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       25.4        5.6       71.9       55.0       90.8       85.9:       9.2       14.1
Old  :     100.0:      13.3       25.4        5.6       71.9       55.0       90.8       85.9:       9.2       14.1
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  :       449:        75         98         60        176        213        283        339:
Old  :       449:        75         98         60        176        213        283        339:
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  :                 27.2       14.9       35.2       24.8       21.9       11.6       29.0       18.0
Old  :                 27.2       14.9       35.2       24.8       21.9       11.6       29.0       18.0
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 - Futures Only, July 10, 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  :   570,034:    71,245     63,130     18,472    380,674    310,763    470,391    392,365:    99,643    177,669
Old  :   570,034:    71,245     63,130     18,472    380,674    310,763    470,391    392,365:    99,643    177,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    20,326:     2,024     10,438      7,687     12,489      6,819     22,200     24,944:    -1,874     -4,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.1        3.2       66.8       54.5       82.5       68.8:      17.5       31.2
Old  :     100.0:      12.5       11.1        3.2       66.8       54.5       82.5       68.8:      17.5       31.2
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  :       104:        15         13         10         56         54         78         70:
Old  :       104:        15         13         10         56         54         78         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       14.9       40.7       23.7       28.2       14.4       38.9       22.3
Old  :                 29.2       14.9       40.7       23.7       28.2       14.4       38.9       22.3
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 - Futures Only, July 10, 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  : 3,896,430:   587,788  1,188,979    165,704  2,880,595  2,133,166  3,634,087  3,487,849:   262,343    408,581
Old  : 3,896,430:   587,788  1,188,979    165,704  2,880,595  2,133,166  3,634,087  3,487,849:   262,343    408,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    58,211:   -13,242     39,830     18,686     47,493     -1,324     52,937     57,192:     5,274      1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       30.5        4.3       73.9       54.7       93.3       89.5:       6.7       10.5
Old  :     100.0:      15.1       30.5        4.3       73.9       54.7       93.3       89.5:       6.7       10.5
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  :       358:        52         85         41        135        172        214        271:
Old  :       358:        52         85         41        135        172        214        271:
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  :                 34.0       20.2       46.4       32.4       26.4       17.9       38.1       25.2
Old  :                 34.0       20.2       46.4       32.4       26.4       17.9       38.1       25.2
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 - Futures Only, July 10, 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  : 1,910,049:   292,667    164,129    457,521  1,127,920  1,229,021  1,878,108  1,850,671:    31,941     59,378
Old  : 1,910,049:   292,667    164,129    457,521  1,127,920  1,229,021  1,878,108  1,850,671:    31,941     59,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    -3,161:    16,796     21,628    -17,903     -2,421     -8,585     -3,528     -4,860:       367      1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        8.6       24.0       59.1       64.3       98.3       96.9:       1.7        3.1
Old  :     100.0:      15.3        8.6       24.0       59.1       64.3       98.3       96.9:       1.7        3.1
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  :       141:        23         37         49         61         69        112        135:
Old  :       141:        23         37         49         61         69        112        135:
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  :                 32.9       32.8       46.6       42.8       24.5       20.3       30.4       26.3
Old  :                 32.9       32.8       46.6       42.8       24.5       20.3       30.4       26.3
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 - Futures Only, July 10, 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  :    42,365:    15,373      7,418      1,761     17,107     26,599     34,240     35,777:     8,125      6,588
Old  :    42,365:    15,373      7,418      1,761     17,107     26,599     34,240     35,777:     8,125      6,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       454:       507     -1,599       -415        550      1,221        643       -793:      -189      1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       17.5        4.2       40.4       62.8       80.8       84.4:      19.2       15.6
Old  :     100.0:      36.3       17.5        4.2       40.4       62.8       80.8       84.4:      19.2       15.6
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  :       103:        33         20          8         28         29         64         54:
Old  :       103:        33         20          8         28         29         64         54:
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  :                 27.2       28.6       37.9       47.0       27.1       28.6       37.0       44.4
Old  :                 27.2       28.6       37.9       47.0       27.1       28.6       37.0       44.4
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 - Futures Only, July 10, 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  :    84,729:    30,745     14,835      3,521     34,214     53,197     68,480     71,553:    16,249     13,176
Old  :    84,729:    30,745     14,835      3,521     34,214     53,197     68,480     71,553:    16,249     13,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       908:     1,014     -3,198       -829      1,100      2,442      1,285     -1,585:      -377      2,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       17.5        4.2       40.4       62.8       80.8       84.4:      19.2       15.6
Old  :     100.0:      36.3       17.5        4.2       40.4       62.8       80.8       84.4:      19.2       15.6
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  :       103:        33         20          8         28         29         64         54:
Old  :       103:        33         20          8         28         29         64         54:
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  :                 27.2       28.6       37.9       47.0       27.1       28.6       37.0       44.4
Old  :                 27.2       28.6       37.9       47.0       27.1       28.6       37.0       44.4
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 - Futures Only, July 10, 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  :    29,577:     2,959        601          0     24,667     28,264     27,626     28,865:     1,951        712
Old  :    29,577:     2,959        601          0     24,667     28,264     27,626     28,865:     1,951        712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       -43:       263        -48          0       -551         54       -288          6:       245        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        2.0        0.0       83.4       95.6       93.4       97.6:       6.6        2.4
Old  :     100.0:      10.0        2.0        0.0       83.4       95.6       93.4       97.6:       6.6        2.4
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  :        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  :                 67.6       71.7       85.5       93.5       67.5       71.7       84.9       93.4
Old  :                 67.6       71.7       85.5       93.5       67.5       71.7       84.9       93.4
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 - Futures Only, July 10, 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  :    43,074:    30,919     42,595        452     11,545          0     42,916     43,047:       158         27
Old  :    43,074:    30,919     42,595        452     11,545          0     42,916     43,047:       158         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    -4,361:    -4,403     -4,366          0         41          0     -4,362     -4,366:         1          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.8       98.9        1.0       26.8        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      71.8       98.9        1.0       26.8        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        30         15          2          3          0         34         16:
Old  :        48:        30         15          2          3          0         34         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  :                 56.6       85.6       83.4       97.3       56.1       85.6       82.9       96.8
Old  :                 56.6       85.6       83.4       97.3       56.1       85.6       82.9       96.8
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 - Futures Only, July 10, 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  :    30,825:    15,666     12,821        214     14,901     17,661     30,781     30,696:        44        129
Old  :    30,825:    15,666     12,821        214     14,901     17,661     30,781     30,696:        44        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :       -97:      -877        174        -15        786       -291       -106       -132:         9         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       41.6        0.7       48.3       57.3       99.9       99.6:       0.1        0.4
Old  :     100.0:      50.8       41.6        0.7       48.3       57.3       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3         14          1          9         17         13         31:
Old  :        42:         3         14          1          9         17         13         31:
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       43.5       97.9       66.7       82.9       43.5       97.9       66.7
Old  :                 82.9       43.5       97.9       66.7       82.9       43.5       97.9       66.7
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 - Futures Only, July 10, 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  :    14,879:    10,794      6,804          9      4,061      8,015     14,864     14,828:        15         51
Old  :    14,879:    10,794      6,804          9      4,061      8,015     14,864     14,828:        15         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2018                         :
     :    -1,132:    -1,381       -385          0        244       -709     -1,137     -1,094:         5        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       45.7        0.1       27.3       53.9       99.9       99.7:       0.1        0.3
Old  :     100.0:      72.5       45.7        0.1       27.3       53.9       99.9       99.7:       0.1        0.3
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  :        32:         6         12          1          5         11         12         23:
Old  :        32:         6         12          1          5         11         12         23:
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  :                 91.8       54.5       98.6       80.6       91.7       54.4       98.4       80.6
Old  :                 91.8       54.5       98.6       80.6       91.7       54.4       98.4       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 13, 2018