WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, 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  :   471,315:   158,467    119,908    102,402    181,339    203,844    442,208    426,154:    29,107     45,161
Old  :   424,529:   152,090    117,593     85,829    162,107    184,509    400,026    387,931:    24,503     36,598
Other:    46,786:    15,716     11,654      7,234     19,232     19,335     42,182     38,223:     4,604      8,563
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     1,244:     5,296     -2,184     -3,409     -2,320      7,979       -433      2,386:     1,677     -1,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       25.4       21.7       38.5       43.3       93.8       90.4:       6.2        9.6
Old  :     100.0:      35.8       27.7       20.2       38.2       43.5       94.2       91.4:       5.8        8.6
Other:     100.0:      33.6       24.9       15.5       41.1       41.3       90.2       81.7:       9.8       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       123        111        111         88        118        276        289:
Old  :       385:       125        115        101         84        116        265        280:
Other:       141:        23         31         22         27         74         64        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       13.2       22.8       20.9       11.5        9.0       18.8       14.8
Old  :                 13.9       13.8       23.7       22.3       11.3        9.7       19.1       15.9
Other:                 41.2       23.1       55.9       36.0       39.9       19.8       49.6       28.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   274,418:    88,120     55,774     51,870    115,069    143,374    255,059    251,018:    19,359     23,400
Old  :   260,440:    88,933     57,260     45,045    108,085    137,779    242,063    240,084:    18,377     20,356
Other:    13,978:     5,270      4,597        742      6,984      5,595     12,996     10,934:       982      3,044
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     8,071:     1,915      3,819      3,572      2,695      2,491      8,182      9,882:      -111     -1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       20.3       18.9       41.9       52.2       92.9       91.5:       7.1        8.5
Old  :     100.0:      34.1       22.0       17.3       41.5       52.9       92.9       92.2:       7.1        7.8
Other:     100.0:      37.7       32.9        5.3       50.0       40.0       93.0       78.2:       7.0       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        83         53         66         78         88        192        186:
Old  :       257:        82         55         61         75         84        184        179:
Other:        99:        14         19          5         20         59         36         81:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       22.7       27.5        9.6       14.1       16.5       22.7
Old  :                 14.1       19.5       23.7       28.8       10.1       16.0       17.2       24.8
Other:                 50.6       25.3       70.5       40.5       50.6       25.3       69.5       38.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, 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  : 1,845,765:   584,925    494,120    273,971    812,194    885,161  1,671,090  1,653,252:   174,675    192,513
Old  :   647,467:   385,251    277,372     12,360    192,857    314,383    590,468    604,115:    56,999     43,352
Other: 1,198,298:   360,747    377,821    100,538    619,337    570,778  1,080,622  1,049,137:   117,676    149,161
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    27,710:       626     19,141     20,976      4,417     -3,891     26,019     36,226:     1,691     -8,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       26.8       14.8       44.0       48.0       90.5       89.6:       9.5       10.4
Old  :     100.0:      59.5       42.8        1.9       29.8       48.6       91.2       93.3:       8.8        6.7
Other:     100.0:      30.1       31.5        8.4       51.7       47.6       90.2       87.6:       9.8       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       878:       213        165        176        310        362        628        625:
Old  :       689:       147        119         18        206        272        359        403:
Other:       801:       202        136        115        239        339        504        541:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3        9.5       19.6       15.6        7.1        6.5       12.1       10.9
Old  :                 14.6       18.1       24.4       27.1       14.5       17.9       23.7       26.9
Other:                 20.4        9.9       27.2       17.3       16.1        8.7       22.1       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, 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  :     4,904:     1,339      1,015         17      1,516      2,197      2,872      3,229:     2,032      1,675
Old  :     4,904:     1,339      1,015         17      1,516      2,197      2,872      3,229:     2,032      1,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       156:        41       -255         16         57        233        114         -6:        42        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       20.7        0.3       30.9       44.8       58.6       65.8:      41.4       34.2
Old  :     100.0:      27.3       20.7        0.3       30.9       44.8       58.6       65.8:      41.4       34.2
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  :        27:         6          9          3          6          7         13         18:
Old  :        27:         6          9          3          6          7         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       36.2       51.0       52.7       35.9       33.0       50.3       49.5
Old  :                 35.9       36.2       51.0       52.7       35.9       33.0       50.3       49.5
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 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  :   857,941:   188,067    186,917    156,664    450,988    425,802    795,719    769,383:    62,222     88,558
Old  :    80,420:    28,127     20,193        532     42,293     50,791     70,952     71,516:     9,468      8,904
Other:   777,521:   175,253    182,037    140,819    408,695    375,011    724,767    697,867:    52,754     79,654
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    26,209:     1,272      5,269     10,611     13,224     10,615     25,107     26,495:     1,102       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       21.8       18.3       52.6       49.6       92.7       89.7:       7.3       10.3
Old  :     100.0:      35.0       25.1        0.7       52.6       63.2       88.2       88.9:      11.8       11.1
Other:     100.0:      22.5       23.4       18.1       52.6       48.2       93.2       89.8:       6.8       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       665:       183        156        176        208        239        483        506:
Old  :       364:        85         63          8        104        132        193        199:
Other:       653:       171        172        153        177        232        436        484:
     :----------------------------------------------------------------------------------------------------
     :             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       11.3       22.4       19.6       10.7        7.6       15.7       12.7
Old  :                 17.8       30.1       26.1       40.9       17.8       29.1       26.1       39.9
Other:                 15.6       11.3       23.4       20.2       11.5        7.3       17.1       12.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   517,119:   119,344    173,255    112,020    245,398    196,861    476,762    482,136:    40,357     34,983
Old  :   103,853:    29,031     28,965     10,040     56,129     55,889     95,200     94,894:     8,653      8,959
Other:   413,266:   108,265    162,242     84,028    189,269    140,972    381,562    387,242:    31,704     26,024
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    17,056:    -6,911      8,513      8,668     14,125      1,117     15,882     18,298:     1,174     -1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       33.5       21.7       47.5       38.1       92.2       93.2:       7.8        6.8
Old  :     100.0:      28.0       27.9        9.7       54.0       53.8       91.7       91.4:       8.3        8.6
Other:     100.0:      26.2       39.3       20.3       45.8       34.1       92.3       93.7:       7.7        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        85        124        121         96         75        261        271:
Old  :       199:        50         55         29         56         51        120        125:
Other:       320:        87        109        108         81         63        230        240:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       14.5       20.0       22.1       11.3       12.7       17.9       18.8
Old  :                 29.7       22.6       42.7       37.0       29.7       20.6       40.9       32.7
Other:                 12.4       14.6       20.2       22.0       11.7       11.7       19.4       18.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, 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  :   838,041:   158,309    141,331      9,737    516,078    504,280    684,124    655,348:   153,917    182,693
Old  :   838,041:   158,309    141,331      9,737    516,078    504,280    684,124    655,348:   153,917    182,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    14,244:    17,370      8,767     -5,930       -783      8,945     10,657     11,782:     3,587      2,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       16.9        1.2       61.6       60.2       81.6       78.2:      18.4       21.8
Old  :     100.0:      18.9       16.9        1.2       61.6       60.2       81.6       78.2:      18.4       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        53         24         20         78         82        136        121:
Old  :       190:        53         24         20         78         82        136        121:
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  :                 22.5       26.7       30.5       36.4       13.5       18.1       20.1       26.4
Old  :                 22.5       26.7       30.5       36.4       13.5       18.1       20.1       26.4
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 - Futures Only, 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  :   996,588:    82,919    292,828     13,205    755,833    598,116    851,957    904,149:   144,631     92,439
Old  :   996,588:    82,919    292,828     13,205    755,833    598,116    851,957    904,149:   144,631     92,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    18,673:    -1,747     17,368     -2,977     19,327     11,492     14,603     25,883:     4,070     -7,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       29.4        1.3       75.8       60.0       85.5       90.7:      14.5        9.3
Old  :     100.0:       8.3       29.4        1.3       75.8       60.0       85.5       90.7:      14.5        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:        19         18         17         68         68         94         96:
Old  :       131:        19         18         17         68         68         94         96:
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  :                 24.1       33.2       37.3       45.5       17.9       33.1       29.3       44.4
Old  :                 24.1       33.2       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 - Futures Only, 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  :   522,450:   135,026     34,726    120,022    218,052    331,016    473,100    485,764:    49,350     36,686
Old  :   122,108:    50,032     11,106      2,728     52,683     97,155    105,443    110,989:    16,665     11,119
Other:   400,342:   121,233     59,859     81,055    165,369    233,861    367,657    374,775:    32,685     25,567
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     6,733:     2,526       -115     -1,376      4,530      9,607      5,680      8,116:     1,053     -1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.6       23.0       41.7       63.4       90.6       93.0:       9.4        7.0
Old  :     100.0:      41.0        9.1        2.2       43.1       79.6       86.4       90.9:      13.6        9.1
Other:     100.0:      30.3       15.0       20.2       41.3       58.4       91.8       93.6:       8.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       107         40        119        104         95        274        233:
Old  :       231:        84         29         18         79         69        170        109:
Other:       298:        91         83        101         90         82        246        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       24.2       15.2       34.0        7.6       21.8       12.1       29.7
Old  :                 13.3       31.5       22.3       46.3       13.2       28.0       21.7       42.7
Other:                 10.0       23.0       16.3       30.5        8.7       20.8       13.9       26.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, 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  :     7,675:     1,550      1,426        168      4,273      5,098      5,991      6,692:     1,684        983
Old  :     7,675:     1,550      1,426        168      4,273      5,098      5,991      6,692:     1,684        983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       -30:       200       -143        134       -430        -30        -96        -39:        66          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       18.6        2.2       55.7       66.4       78.1       87.2:      21.9       12.8
Old  :     100.0:      20.2       18.6        2.2       55.7       66.4       78.1       87.2:      21.9       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        17         10          8         14         18         35         34:
Old  :        53:        17         10          8         14         18         35         34:
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  :                 45.8       44.8       59.3       64.9       45.3       40.2       55.0       56.2
Old  :                 45.8       44.8       59.3       64.9       45.3       40.2       55.0       56.2
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 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  : 1,920,270:   472,761    491,904    102,217  1,224,314  1,146,984  1,799,292  1,741,105:   120,978    179,165
Old  : 1,920,270:   472,761    491,904    102,217  1,224,314  1,146,984  1,799,292  1,741,105:   120,978    179,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    16,243:     7,781     26,865     14,306     -5,140    -30,890     16,947     10,281:      -704      5,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       25.6        5.3       63.8       59.7       93.7       90.7:       6.3        9.3
Old  :     100.0:      24.6       25.6        5.3       63.8       59.7       93.7       90.7:       6.3        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  :       332:        60         74         31        136        135        210        226:
Old  :       332:        60         74         31        136        135        210        226:
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  :                 19.5       21.8       31.2       33.1       15.3       18.2       25.5       27.6
Old  :                 19.5       21.8       31.2       33.1       15.3       18.2       25.5       27.6
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 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  : 3,688,390:   518,429    987,567    188,842  2,646,072  1,998,397  3,353,343  3,174,806:   335,047    513,584
Old  : 3,688,390:   518,429    987,567    188,842  2,646,072  1,998,397  3,353,343  3,174,806:   335,047    513,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :    55,338:    35,391     65,381    -13,949     34,106        972     55,548     52,404:      -210      2,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       26.8        5.1       71.7       54.2       90.9       86.1:       9.1       13.9
Old  :     100.0:      14.1       26.8        5.1       71.7       54.2       90.9       86.1:       9.1       13.9
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  :       451:        79         97         60        181        207        291        333:
Old  :       451:        79         97         60        181        207        291        333:
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  :                 27.4       14.7       36.0       24.5       22.2       12.1       30.1       18.4
Old  :                 27.4       14.7       36.0       24.5       22.2       12.1       30.1       18.4
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 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 - Futures Only, 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  : 3,837,162:   551,727  1,250,682    164,706  2,853,165  2,014,861  3,569,598  3,430,249:   267,564    406,913
Old  : 3,837,162:   551,727  1,250,682    164,706  2,853,165  2,014,861  3,569,598  3,430,249:   267,564    406,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :   -59,268:   -36,061     61,703       -998    -27,430   -118,305    -64,489    -57,600:     5,221     -1,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       32.6        4.3       74.4       52.5       93.0       89.4:       7.0       10.6
Old  :     100.0:      14.4       32.6        4.3       74.4       52.5       93.0       89.4:       7.0       10.6
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  :       352:        50         85         38        129        173        205        270:
Old  :       352:        50         85         38        129        173        205        270:
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  :                 35.5       19.4       48.0       30.8       27.8       18.0       39.7       25.9
Old  :                 35.5       19.4       48.0       30.8       27.8       18.0       39.7       25.9
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 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  : 1,886,290:   281,734    154,498    486,633  1,086,276  1,188,928  1,854,643  1,830,059:    31,647     56,231
Old  : 1,886,290:   281,734    154,498    486,633  1,086,276  1,188,928  1,854,643  1,830,059:    31,647     56,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :   -23,759:   -10,933     -9,631     29,112    -41,644    -40,093    -23,465    -20,612:      -294     -3,147
     :          :                                                                            :
     :          :    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 - Futures Only, 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  :    43,209:    16,602      6,438      1,503     16,500     28,710     34,605     36,651:     8,604      6,558
Old  :    43,209:    16,602      6,438      1,503     16,500     28,710     34,605     36,651:     8,604      6,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :       844:     1,229       -980       -258       -607      2,111        365        874:       480        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       14.9        3.5       38.2       66.4       80.1       84.8:      19.9       15.2
Old  :     100.0:      38.4       14.9        3.5       38.2       66.4       80.1       84.8:      19.9       15.2
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  :       102:        32         22          6         24         30         58         56:
Old  :       102:        32         22          6         24         30         58         56:
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  :                 26.9       31.3       39.8       47.1       26.5       31.3       36.5       47.1
Old  :                 26.9       31.3       39.8       47.1       26.5       31.3       36.5       47.1
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 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  :    86,417:    33,203     12,876      3,006     33,000     57,419     69,209     73,301:    17,208     13,116
Old  :    86,417:    33,203     12,876      3,006     33,000     57,419     69,209     73,301:    17,208     13,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2018                        :
     :     1,688:     2,458     -1,959       -515     -1,214      4,222        729      1,748:       959        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       14.9        3.5       38.2       66.4       80.1       84.8:      19.9       15.2
Old  :     100.0:      38.4       14.9        3.5       38.2       66.4       80.1       84.8:      19.9       15.2
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  :       102:        32         22          6         24         30         58         56:
Old  :       102:        32         22          6         24         30         58         56:
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  :                 26.9       31.3       39.8       47.1       26.5       31.3       36.5       47.1
Old  :                 26.9       31.3       39.8       47.1       26.5       31.3       36.5       47.1
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 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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