WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      490,809
COMMITMENTS
 173,921   98,893  106,293  177,247  237,176  457,461  442,362   33,348   48,447

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     38,677)
  14,349  -11,202   17,423    2,090   28,146   33,862   34,367    4,815    4,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     20.1     21.7     36.1     48.3     93.2     90.1      6.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     142      110      124       83      117      291      297                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,440
COMMITMENTS
   5,670      100    1,100   16,300   21,700   23,070   22,900      370      540

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:       -750)
  -3,100        0     -100    2,260     -550     -940     -650      190     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.4      4.7     69.5     92.6     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        3       13       15       20       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      284,058
COMMITMENTS
  91,834   42,296   51,605  120,223  168,198  263,662  262,099   20,396   21,959

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      3,337)
   2,709  -11,107   -1,520    1,346   17,749    2,535    5,122      802   -1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     14.9     18.2     42.3     59.2     92.8     92.3      7.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      90       62       74       81       97      205      208                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,851,246
COMMITMENTS
 557,282  446,709  318,386  801,253  894,165  1676921  1659260  174,325  191,986

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:    -55,045)
 -19,136  -58,334   -3,204  -29,172    8,876  -51,512  -52,662   -3,533   -2,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     24.1     17.2     43.3     48.3     90.6     89.6      9.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      884)
     217      155      190      327      379      652      646                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,116
COMMITMENTS
   1,317    1,146       23    1,520    2,113    2,860    3,282    2,256    1,834

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:         49)
     -49       18        0      -48     -170      -97     -152      146      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     22.4      0.4     29.7     41.3     55.9     64.2     44.1     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        9        2        8        6       15       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      804,573
COMMITMENTS
 177,548  191,631  159,535  402,047  369,023  739,130  720,189   65,443   84,384

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:    -55,707)
  -8,657   -5,388   -2,278  -46,221  -44,740  -57,156  -52,406    1,449   -3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     23.8     19.8     50.0     45.9     91.9     89.5      8.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     173      162      182      183      233      462      507                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,225
COMMITMENTS
  10,104    3,996      147        8    6,948   10,259   11,091   13,966   13,134

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     -1,621)
    -528      550     -405      -50     -834     -983     -689     -638     -932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     16.5      0.6      0.0     28.7     42.3     45.8     57.7     54.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        9        5        2       21        7       32                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,688
COMMITMENTS
 110,467  163,770  116,912  252,371  205,287  479,750  485,969   37,938   31,719

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:    -12,195)
  -5,266   -1,760   -7,489    1,382     -571  -11,373   -9,820     -822   -2,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     31.6     22.6     48.7     39.7     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      91      128      117       95       78      260      275                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      825,301
COMMITMENTS
 124,484  145,107   12,098  546,490  484,891  683,072  642,096  142,229  183,205

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     -8,825)
 -21,556    1,472   -4,949   23,157   -3,860   -3,348   -7,337   -5,477   -1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     17.6      1.5     66.2     58.8     82.8     77.8     17.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      51       21       25       78       90      137      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,023,012
COMMITMENTS
  96,514  319,050   14,108  773,634  589,804  884,256  922,962  138,756  100,050

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     16,395)
   7,789   17,651    1,913   11,384    1,882   21,086   21,446   -4,691   -5,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     31.2      1.4     75.6     57.7     86.4     90.2     13.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      19       22       22       67       65       97       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,630
COMMITMENTS
     596      614      132      540      609    1,268    1,355      362      275

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     37.7      8.1     33.1     37.4     77.8     83.1     22.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        1        7        7       15       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      514,543
COMMITMENTS
 136,188   38,613  117,777  210,921  323,107  464,886  479,497   49,657   35,046

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     -7,199)
   1,532      674   -3,189   -6,294   -2,522   -7,951   -5,037      752   -2,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      7.5     22.9     41.0     62.8     90.3     93.2      9.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     114       41      109      108       97      274      227                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,416
COMMITMENTS
   2,264    1,389      136    4,240    5,735    6,640    7,260    1,776    1,156

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        349)
     278      104      -97      -17      257      164      264      185       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     16.5      1.6     50.4     68.1     78.9     86.3     21.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17       11        6       13       18       34       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,959,875
COMMITMENTS
 435,834  534,893   99,630  1304963  1142409  1840427  1776932  119,448  182,943

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     31,894)
 -38,480   11,522   -1,139   75,312   24,169   35,693   34,552   -3,799   -2,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.3      5.1     66.6     58.3     93.9     90.7      6.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      64       74       33      149      138      231      227                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,761,004
COMMITMENTS
 471,702  1061830  186,301  2768437  1985421  3426440  3233552  334,564  527,452

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:    -24,279)
 -54,480   26,150  -17,012   45,234  -39,278  -26,258  -30,140    1,979    5,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     28.2      5.0     73.6     52.8     91.1     86.0      8.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      437)
      74       97       60      183      202      293      323                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,389
COMMITMENTS
  70,602   63,176   16,584  395,728  324,719  482,914  404,479  100,475  178,910

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      4,227)
  -5,102    2,985   -1,678   10,352   -9,153    3,572   -7,846      655   12,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     10.8      2.8     67.8     55.7     82.8     69.3     17.2     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13       14       13       56       54       79       71                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,957,790
COMMITMENTS
 513,568  1354611  152,653  3010535  2011241  3676756  3518505  281,034  439,285

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     43,599)
 -30,348   94,730  -20,487  102,411  -31,027   51,576   43,216   -7,977      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     34.2      3.9     76.1     50.8     92.9     88.9      7.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      53       77       40      137      162      216      253                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,989,127
COMMITMENTS
 288,866  129,778  541,114  1128125  1256411  1958105  1927303   31,022   61,824

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:     52,901)
  -6,219  -10,160   38,721   21,869   22,666   54,371   51,227   -1,470    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      6.5     27.2     56.7     63.2     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      34       32       50       63       69      119      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,664
COMMITMENTS
  20,384    7,700    1,086   16,602   30,794   38,071   39,580    8,593    7,085

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      1,777)
   1,613     -382     -312      311    2,048    1,612    1,355      165      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     16.5      2.3     35.6     66.0     81.6     84.8     18.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       19        7       24       29       60       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,328
COMMITMENTS
  40,767   15,400    2,171   33,204   61,588   76,142   79,159   17,186   14,169

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      3,553)
   3,225     -764     -623      621    4,096    3,223    2,709      330      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     16.5      2.3     35.6     66.0     81.6     84.8     18.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       19        7       24       29       60       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,768
COMMITMENTS
   2,857      461        0   23,019   27,127   25,876   27,588    1,892      180

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:       -247)
     623     -203        0     -602      -14       21     -217     -268      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      1.7      0.0     82.9     97.7     93.2     99.4      6.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       13       12       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       32,728
COMMITMENTS
  27,317   29,992      452    4,773    2,254   32,542   32,698      186       30

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:       -451)
    -428     -256        0      -25     -220     -453     -476        2       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.5     91.6      1.4     14.6      6.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      28       13        2        2        1       31       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,051
COMMITMENTS
  18,399   14,242      215   13,338   17,534   31,952   31,991       99       60

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        485)
   1,644      416        0   -1,187       92      457      508       28      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     44.4      0.7     41.6     54.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       14        1        8       16       13       30                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/31/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,497
COMMITMENTS
  11,679    6,562        9    3,775    8,833   15,463   15,404       34       93

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        434)
     448      132        0        0      270      448      402      -14       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4     42.3      0.1     24.4     57.0     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       11        1        3       11        9       22                  



Updated August 3, 2018