WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      497,660
COMMITMENTS
 185,149   98,621  101,472  172,272  249,449  458,893  449,542   38,767   48,118

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      6,851)
  11,228     -272   -4,821   -4,975   12,273    1,432    7,180    5,419     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.8     20.4     34.6     50.1     92.2     90.3      7.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     148      113      131       99      133      317      320                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,670
COMMITMENTS
   3,110      970    1,430   15,000   16,630   19,540   19,030      130      640

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -3,770)
  -2,560      870      330   -1,300   -5,070   -3,530   -3,870     -240      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      4.9      7.3     76.3     84.5     99.3     96.7      0.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        2        5       15       13       25       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      285,855
COMMITMENTS
  96,884   37,111   48,120  117,342  177,436  262,346  262,667   23,509   23,188

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      1,797)
   5,050   -5,185   -3,485   -2,881    9,238   -1,316      568    3,113    1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     13.0     16.8     41.0     62.1     91.8     91.9      8.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      88       53       74       76      101      199      205                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,760,500
COMMITMENTS
 523,538  402,223  285,637  783,831  880,176  1593006  1568036  167,494  192,464

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -90,746)
 -33,744  -44,486  -32,749  -17,422  -13,989  -83,915  -91,224   -6,831      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     22.8     16.2     44.5     50.0     90.5     89.1      9.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      891)
     206      166      193      342      385      657      664                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,486
COMMITMENTS
   1,384      551       99    1,212    2,283    2,695    2,933    1,791    1,553

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -630)
      67     -595       76     -308      170     -165     -349     -465     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     12.3      2.2     27.0     50.9     60.1     65.4     39.9     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        4        7        6       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      789,827
COMMITMENTS
 166,922  185,600  149,164  414,675  370,659  730,761  705,423   59,066   84,404

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -14,746)
 -10,626   -6,031  -10,371   12,628    1,636   -8,369  -14,766   -6,377       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     23.5     18.9     52.5     46.9     92.5     89.3      7.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      650)
     165      171      167      192      231      457      495                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,969
COMMITMENTS
  10,171    3,920      172        9    6,939   10,352   11,031   13,617   12,938

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -256)
      67      -76       25        1       -9       93      -60     -349     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     16.4      0.7      0.0     28.9     43.2     46.0     56.8     54.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        9        6        1       21        7       32                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      524,735
COMMITMENTS
 110,498  164,373  129,241  246,961  198,583  486,700  492,197   38,035   32,538

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      7,047)
      31      603   12,329   -5,410   -6,704    6,950    6,228       97      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.3     24.6     47.1     37.8     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      90      120      124       94       77      262      275                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      844,657
COMMITMENTS
 138,647  170,590   14,241  549,871  480,558  702,759  665,389  141,898  179,268

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     19,356)
  14,163   25,483    2,143    3,381   -4,333   19,687   23,293     -331   -3,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     20.2      1.7     65.1     56.9     83.2     78.8     16.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      49       24       31       81       86      138      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,034,439
COMMITMENTS
 102,796  322,903   24,042  772,794  586,590  899,632  933,535  134,807  100,904

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     11,427)
   6,282    3,853    9,934     -840   -3,214   15,376   10,573   -3,949      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     31.2      2.3     74.7     56.7     87.0     90.2     13.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      20       21       23       70       67      102       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      507,395
COMMITMENTS
 129,164   38,973  117,650  211,851  315,765  458,665  472,388   48,730   35,007

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -7,148)
  -7,024      360     -127      930   -7,342   -6,221   -7,109     -927      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      7.7     23.2     41.8     62.2     90.4     93.1      9.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     103       46      112      109       96      270      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,541
COMMITMENTS
   2,435    1,318      406    4,104    5,678    6,945    7,402    1,596    1,139

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:        125)
     171      -71      270     -136      -57      305      142     -180      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     15.4      4.8     48.1     66.5     81.3     86.7     18.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        7        8       13       16       36       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,950,521
COMMITMENTS
 433,698  527,280   98,380  1300521  1147866  1832599  1773526  117,922  176,995

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -9,354)
  -2,136   -7,613   -1,250   -4,442    5,457   -7,828   -3,406   -1,526   -5,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.0      5.0     66.7     58.8     94.0     90.9      6.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      65       71       34      146      143      228      231                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,779,842
COMMITMENTS
 493,797  1080096  184,983  2760328  1986300  3439108  3251379  340,734  528,463

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     18,838)
  22,095   18,266   -1,318   -8,109      879   12,668   17,827    6,170    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     28.6      4.9     73.0     52.5     91.0     86.0      9.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
      71      100       68      182      204      291      334                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      572,410
COMMITMENTS
  64,003   71,130   13,326  390,495  316,773  467,824  401,229  104,586  171,181

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -10,979)
  -6,599    7,954   -3,258   -5,233   -7,946  -15,090   -3,250    4,111   -7,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     12.4      2.3     68.2     55.3     81.7     70.1     18.3     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       15       12       59       55       81       73                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,184,333
COMMITMENTS
 519,475  1387031  214,848  3163370  2159379  3897693  3761258  286,640  423,075

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    226,543)
   5,907   32,420   62,195  152,835  148,138  220,937  242,753    5,606  -16,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     33.1      5.1     75.6     51.6     93.1     89.9      6.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      54       72       46      142      162      228      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,778,908
COMMITMENTS
 222,047  140,784  480,415  1042657  1097512  1745119  1718711   33,789   60,197

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:   -210,219)
 -66,819   11,006  -60,699  -85,468 -158,899 -212,986 -208,592    2,767   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      7.9     27.0     58.6     61.7     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      32       32       46       61       68      114      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,128
COMMITMENTS
  22,964    8,076    1,316   17,105   33,767   41,384   43,159    8,744    6,969

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      3,464)
   2,580      376      231      503    2,973    3,313    3,579      151     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     16.1      2.6     34.1     67.4     82.6     86.1     17.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      41       17        7       26       29       69       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,255
COMMITMENTS
  45,927   16,151    2,632   34,209   67,534   82,768   86,317   17,487   13,938

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      6,927)
   5,160      751      461    1,005    5,946    6,626    7,158      301     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     16.1      2.6     34.1     67.4     82.6     86.1     17.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      41       17        7       26       29       69       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,130
COMMITMENTS
   2,657      713        0   24,761   28,145   27,418   28,858    1,712      272

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      1,362)
    -200      252        0    1,742    1,018    1,542    1,270     -180       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.4      0.0     85.0     96.6     94.1     99.1      5.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       13       12       16       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       32,343
COMMITMENTS
  26,875   28,468      452    4,817    3,394   32,144   32,314      199       29

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -385)
    -442   -1,524        0       44    1,140     -398     -384       13       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.1     88.0      1.4     14.9     10.5     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      26       13        2        2        1       29       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,675
COMMITMENTS
  17,482   13,826      208   11,922   15,542   29,612   29,576       63       99

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,376)
    -917     -416       -7   -1,416   -1,992   -2,340   -2,415      -36       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     46.6      0.7     40.2     52.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4       15        1        7       17       12       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,143
COMMITMENTS
  13,297    8,748        9    3,775    8,335   17,081   17,092       62       51

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      1,646)
   1,618    2,186        0        0     -498    1,618    1,688       28      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.6     51.0      0.1     22.0     48.6     99.6     99.7      0.4      0.3

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



Updated August 10, 2018