WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      493,627
COMMITMENTS
 185,941  106,580  107,344  159,585  234,448  452,870  448,372   40,757   45,255

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:      1,342)
  -2,107    1,343      476    1,281     -131     -350    1,688    1,692     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     21.6     21.7     32.3     47.5     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     156      106      145      101      129      332      328                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,002
COMMITMENTS
   2,734      500    2,000   16,118   17,834   20,852   20,334      150      668

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:        290)
    -426   -1,100      400      276      990      250      290       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      2.4      9.5     76.7     84.9     99.3     96.8      0.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        4       14       14       23       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      286,830
COMMITMENTS
 105,312   35,981   42,680  114,395  183,493  262,387  262,154   24,443   24,676

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:      5,029)
   1,178     -523    1,468      766    3,733    3,412    4,678    1,617      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     12.5     14.9     39.9     64.0     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      89       45       71       75       96      197      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,713,501
COMMITMENTS
 513,761  379,817  273,259  765,270  868,803  1552290  1521879  161,211  191,622

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     -3,633)
     554  -10,684  -12,757    9,648   18,503   -2,555   -4,938   -1,078    1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     22.2     15.9     44.7     50.7     90.6     88.8      9.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      873)
     195      168      184      350      392      651      664                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,934
COMMITMENTS
   1,539      550       90    1,489    3,109    3,118    3,749    1,816    1,185

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:         62)
    -106     -110      -19      103      128      -22       -1       84       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     11.1      1.8     30.2     63.0     63.2     76.0     36.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        4        8        6       20       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      789,943
COMMITMENTS
 155,138  172,942  151,176  429,605  381,552  735,919  705,670   54,024   84,273

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:    -10,094)
     -39  -17,996   -5,488   -1,287   13,026   -6,814  -10,458   -3,280      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     21.9     19.1     54.4     48.3     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      642)
     156      166      173      197      229      459      493                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,173
COMMITMENTS
  10,304    3,568      171        8    6,266   10,483   10,005   11,690   12,168

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:       -329)
      52     -162       14       -2      -76       64     -224     -393     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     16.1      0.8      0.0     28.3     47.3     45.1     52.7     54.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        8        5        1       19        6       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      539,764
COMMITMENTS
 108,175  164,315  141,010  251,751  200,275  500,936  505,600   38,828   34,164

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     -1,359)
  -6,501   -4,611    5,598   -2,387   -2,235   -3,290   -1,248    1,931     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     30.4     26.1     46.6     37.1     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      88      111      122      100       69      267      256                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      889,576
COMMITMENTS
 149,385  157,886   19,208  564,678  541,145  733,271  718,239  156,305  171,337

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     41,207)
   6,963  -11,031    2,279   22,506   51,681   31,748   42,929    9,459   -1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     17.7      2.2     63.5     60.8     82.4     80.7     17.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      49       23       25       85       91      142      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,092,162
COMMITMENTS
 101,722  326,117   44,237  795,263  612,070  941,222  982,424  150,940  109,738

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     22,064)
   7,199   -8,889   17,249  -10,422    5,979   14,026   14,339    8,038    7,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     29.9      4.1     72.8     56.0     86.2     90.0     13.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      19       23       27       69       63      103       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,421
COMMITMENTS
     845      907      145    1,090      945    2,080    1,997      341      424

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     37.5      6.0     45.0     39.0     85.9     82.5     14.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        2        8        6       15       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      500,229
COMMITMENTS
 133,704   34,991  100,766  217,763  330,004  452,233  465,761   47,996   34,468

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:    -16,467)
  -4,532   -3,169  -12,896    3,052     -430  -14,376  -16,495   -2,091       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.0     20.1     43.5     66.0     90.4     93.1      9.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     107       52      117      114       98      283      236                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,015
COMMITMENTS
   1,660    1,953      142    4,559    4,576    6,361    6,671    1,654    1,344

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:        269)
     -91      436      -16      370     -233      263      187        6       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     24.4      1.8     56.9     57.1     79.4     83.2     20.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        9        4       11       14       29       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,119,709
COMMITMENTS
 486,956  584,289   86,119  1421899  1273628  1994974  1944036  124,735  175,673

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     82,057)
  11,036   21,523   17,337   41,175   45,760   69,548   84,620   12,509   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     27.6      4.1     67.1     60.1     94.1     91.7      5.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      68       76       38      152      150      238      246                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,123,752
COMMITMENTS
 503,734  1204248  256,255  2998666  2145767  3758655  3606270  365,097  517,482

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:    158,622)
  17,919   20,239   32,066  101,436   91,794  151,421  144,099    7,201   14,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     29.2      6.2     72.7     52.0     91.1     87.5      8.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
      73      113       75      200      207      318      351                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      617,194
COMMITMENTS
  72,275  100,647   20,897  422,097  329,817  515,269  451,361  101,925  165,833

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     20,878)
  -1,658   10,796   10,182   14,193   -1,006   22,717   19,972   -1,839      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     16.3      3.4     68.4     53.4     83.5     73.1     16.5     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       18       15       64       60       89       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,317,064
COMMITMENTS
 559,424  1314762  272,159  3191593  2321889  4023176  3908810  293,888  408,254

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     87,139)
  -2,786  -49,998   38,258   56,519   90,028   91,991   78,288   -4,852    8,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     30.5      6.3     73.9     53.8     93.2     90.5      6.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      54       74       51      152      166      238      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,924,435
COMMITMENTS
 234,735  213,449  488,137  1167113  1161786  1889985  1863372   34,450   61,063

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     19,938)
  -4,620   33,045  -34,869   55,987   20,983   16,498   19,159    3,440      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     11.1     25.4     60.6     60.4     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      33       34       42       66       70      116      132                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,229
COMMITMENTS
  23,006    8,919    1,778   17,712   32,924   42,496   43,621    8,734    7,608

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:      2,219)
   1,407      434      399    1,320      912    3,126    1,744     -907      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     17.4      3.5     34.6     64.3     83.0     85.1     17.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       16        6       28       31       67       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,458
COMMITMENTS
  46,011   17,838    3,556   35,424   65,848   84,991   87,242   17,467   15,216

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:      4,438)
   2,814      867      797    2,640    1,823    6,251    3,487   -1,813      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     17.4      3.5     34.6     64.3     83.0     85.1     17.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       16        6       28       31       67       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       30,128
COMMITMENTS
   3,406      461        0   24,876   29,368   28,282   29,829    1,846      299

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:        386)
     501     -206        0     -222      513      279      307      107       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.5      0.0     82.6     97.5     93.9     99.0      6.1      1.0

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 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       29,033
COMMITMENTS
  22,085   22,273    1,826    4,919    4,838   28,830   28,937      203       96

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:     -4,391)
  -5,880   -4,731    1,373      102   -1,124   -4,405   -4,482       14       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1     76.7      6.3     16.9     16.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      29       14        3        3        2       33       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,084
COMMITMENTS
  16,583   13,725      213   13,232   16,077   30,028   30,015       56       69

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:          3)
     215      232        5     -239     -255      -19      -18       22       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     45.6      0.7     44.0     53.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       12        1        6       17       12       29                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/21/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,594
COMMITMENTS
  14,793    8,688        9    3,775    9,792   18,577   18,489       17      105

CHANGES FROM 08/14/18 (CHANGE IN OPEN INTEREST:      1,296)
   1,301      -65        0        0    1,355    1,301    1,290       -5        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.6     46.7      0.0     20.3     52.7     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6       10        1        3       12       10       22                  



Updated August 24, 2018