WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   595,898:   130,896    120,958    205,314    229,781    221,216    565,991    547,488:    29,907     48,410
Old  :   547,158:   122,471    122,563    187,162    211,473    197,632    521,107    507,357:    26,051     39,801
Other:    48,740:    16,681      6,652      9,895     18,308     23,584     44,884     40,132:     3,857      8,609
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :     6,357:      -641    -14,431     13,096     -6,741      6,292      5,714      4,957:       643      1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.3       34.5       38.6       37.1       95.0       91.9:       5.0        8.1
Old  :     100.0:      22.4       22.4       34.2       38.6       36.1       95.2       92.7:       4.8        7.3
Other:     100.0:      34.2       13.6       20.3       37.6       48.4       92.1       82.3:       7.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       138        130        154        101        122        330        332:
Old  :       427:       138        137        147        100        121        322        328:
Other:       142:        28         31         31         25         68         75        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       10.7       20.7       17.7       10.0        6.2       16.3       10.7
Old  :                 13.0       10.9       20.9       18.2        9.7        6.6       16.4       11.2
Other:                 39.4       21.2       54.3       34.9       38.6       13.0       46.7       21.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :    22,360:     9,770        100        400     12,180     21,700     22,350     22,200:        10        160
Old  :    22,360:     9,770        100        400     12,180     21,700     22,350     22,200:        10        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :       460:        60          0        100        550        300        710        400:      -250         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        0.4        1.8       54.5       97.0      100.0       99.3:       0.0        0.7
Old  :     100.0:      43.7        0.4        1.8       54.5       97.0      100.0       99.3:       0.0        0.7
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          2          9         16         14         18:
Old  :        23:         4          1          2          9         16         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       69.2       91.5       86.9       67.1       64.2       78.0       74.2
Old  :                 70.3       69.2       91.5       86.9       67.1       64.2       78.0       74.2
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :   270,436:    81,388     52,070     56,617    109,741    134,569    247,746    243,257:    22,690     27,179
Old  :   257,242:    80,767     53,091     51,373    103,619    129,304    235,760    233,768:    21,482     23,474
Other:    13,194:     4,993      3,351        872      6,122      5,266     11,987      9,489:     1,207      3,705
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :     6,013:    -4,270      9,847      5,295      2,959     -8,397      3,985      6,745:     2,029       -732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       19.3       20.9       40.6       49.8       91.6       89.9:       8.4       10.1
Old  :     100.0:      31.4       20.6       20.0       40.3       50.3       91.6       90.9:       8.4        9.1
Other:     100.0:      37.8       25.4        6.6       46.4       39.9       90.8       71.9:       9.2       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        79         56         65         81         88        189        188:
Old  :       248:        74         60         62         77         84        182        181:
Other:        91:        13         19         10         22         50         40         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       17.3       22.4       26.5       10.4       14.2       16.9       22.4
Old  :                 15.1       18.1       23.4       27.6       11.0       16.0       17.6       24.2
Other:                 51.9       23.4       72.7       35.3       51.9       22.4       71.2       32.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  : 2,360,868:   468,560    427,543    666,125  1,001,782  1,016,148  2,136,467  2,109,816:   224,400    251,052
Old  :   922,667:   296,515    236,673    233,878    314,515    392,908    844,907    863,459:    77,760     59,209
Other: 1,438,200:   307,202    326,028    297,090    687,268    623,240  1,291,560  1,246,357:   146,640    191,843
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :   -25,525:   -25,470      6,459     22,269    -22,666    -42,944    -25,867    -14,215:       341    -11,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       18.1       28.2       42.4       43.0       90.5       89.4:       9.5       10.6
Old  :     100.0:      32.1       25.7       25.3       34.1       42.6       91.6       93.6:       8.4        6.4
Other:     100.0:      21.4       22.7       20.7       47.8       43.3       89.8       86.7:      10.2       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       966:       259        180        276        411        422        795        777:
Old  :       800:       192        144        150        315        336        571        570:
Other:       872:       223        159        188        326        391        637        660:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2        8.7       18.0       14.2        6.3        4.9       10.1        8.6
Old  :                 10.1       13.5       17.6       22.1        9.1       12.5       14.8       18.1
Other:                 17.2        8.6       24.1       14.8       12.8        6.2       17.8       10.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :     4,989:     1,068      1,272        131      1,600      1,908      2,799      3,312:     2,189      1,676
Old  :     4,989:     1,068      1,272        131      1,600      1,908      2,799      3,312:     2,189      1,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :      -308:        17        -47        -53       -184       -184       -220       -284:       -89        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       25.5        2.6       32.1       38.3       56.1       66.4:      43.9       33.6
Old  :     100.0:      21.4       25.5        2.6       32.1       38.3       56.1       66.4:      43.9       33.6
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  :        26:         4         10          2          8          8         13         19:
Old  :        26:         4         10          2          8          8         13         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  :                 36.3       31.2       50.4       48.4       36.1       30.1       49.8       47.2
Old  :                 36.3       31.2       50.4       48.4       36.1       30.1       49.8       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  : 1,006,046:   142,249    181,157    290,158    496,950    431,096    929,358    902,411:    76,688    103,634
Old  :   147,395:    21,584     21,846     49,103     62,277     62,297    132,965    133,246:    14,430     14,149
Other:   858,651:   135,175    173,821    226,545    434,673    368,799    796,393    769,165:    62,258     89,486
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :   -14,574:    -1,639      7,313     14,800    -27,676    -35,362    -14,516    -13,249:       -58     -1,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.0       28.8       49.4       42.9       92.4       89.7:       7.6       10.3
Old  :     100.0:      14.6       14.8       33.3       42.3       42.3       90.2       90.4:       9.8        9.6
Other:     100.0:      15.7       20.2       26.4       50.6       43.0       92.7       89.6:       7.3       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       724:       229        172        255        230        253        574        584:
Old  :       438:       124         81         97        119        169        279        313:
Other:       698:       196        194        214        206        244        510        552:
     :----------------------------------------------------------------------------------------------------
     :             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        9.0       21.3       15.9        9.8        6.0       14.0       10.0
Old  :                 15.0       18.2       24.7       28.5       12.8       16.0       19.6       21.3
Other:                 14.6        9.3       22.5       16.9       10.9        6.3       15.6       10.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :    26,279:    10,559      3,519        377        644      7,522     11,580     11,418:    14,699     14,861
Old  :     1,445:       534        197          1        600        203      1,135        401:       310      1,044
Other:    24,834:    10,268      3,565        133         44      7,319     10,445     11,017:    14,389     13,817
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    -2,529:    -2,129        104       -175        -18        113     -2,322         42:      -207     -2,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       13.4        1.4        2.5       28.6       44.1       43.4:      55.9       56.6
Old  :     100.0:      37.0       13.6        0.1       41.5       14.0       78.5       27.8:      21.5       72.2
Other:     100.0:      41.3       14.4        0.5        0.2       29.5       42.1       44.4:      57.9       55.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          9          5          5         20         11         31:
Old  :        26:         4          7          1          5         11         10         18:
Other:        32:         3          9          4          1         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  :                 43.2       16.8       44.0       24.9       41.7       16.2       41.7       24.2
Old  :                 77.7       21.1       78.4       24.4       77.7       21.1       78.4       24.4
Other:                 41.9       17.1       42.1       25.5       41.3       16.9       41.3       25.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   520,902:   119,384    170,217    115,218    243,895    198,252    478,497    483,687:    42,405     37,215
Old  :   133,604:    34,765     35,501     18,412     67,774     68,757    120,952    122,670:    12,652     10,934
Other:   387,298:   101,181    151,278     80,244    176,121    129,495    357,545    361,017:    29,753     26,281
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    -3,563:    -7,728      1,000     -1,556      6,721     -1,508     -2,564     -2,064:      -999     -1,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       32.7       22.1       46.8       38.1       91.9       92.9:       8.1        7.1
Old  :     100.0:      26.0       26.6       13.8       50.7       51.5       90.5       91.8:       9.5        8.2
Other:     100.0:      26.1       39.1       20.7       45.5       33.4       92.3       93.2:       7.7        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        73        133        124         90         79        254        275:
Old  :       208:        58         56         51         61         58        144        143:
Other:       312:        74        120        101         76         64        216        237:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       14.9       20.0       21.6       11.8       13.5       18.5       19.5
Old  :                 25.5       21.8       36.6       35.6       23.8       21.2       34.4       33.1
Other:                 13.1       14.0       21.4       21.8       12.7       12.7       20.7       19.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   973,367:   108,337    133,509    119,688    587,679    526,504    815,703    779,701:   157,663    193,666
Old  :   973,367:   108,337    133,509    119,688    587,679    526,504    815,703    779,701:   157,663    193,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    26,818:     8,519     17,484      7,126      9,138      5,730     24,784     30,339:     2,034     -3,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       13.7       12.3       60.4       54.1       83.8       80.1:      16.2       19.9
Old  :     100.0:      11.1       13.7       12.3       60.4       54.1       83.8       80.1:      16.2       19.9
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  :       191:        45         33         49         91         93        156        155:
Old  :       191:        45         33         49         91         93        156        155:
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  :                 21.4       24.6       28.4       31.9       12.1       15.0       17.6       20.1
Old  :                 21.4       24.6       28.4       31.9       12.1       15.0       17.6       20.1
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :   970,340:    79,120    273,614     19,985    735,500    576,866    834,606    870,465:   135,734     99,874
Old  :   970,340:    79,120    273,614     19,985    735,500    576,866    834,606    870,465:   135,734     99,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :     6,276:    -4,636      4,090      1,595      4,505        191      1,464      5,875:     4,812        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       28.2        2.1       75.8       59.4       86.0       89.7:      14.0       10.3
Old  :     100.0:       8.2       28.2        2.1       75.8       59.4       86.0       89.7:      14.0       10.3
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  :       128:        17         19         21         67         67         94         97:
Old  :       128:        17         19         21         67         67         94         97:
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  :                 22.6       33.3       36.5       45.8       16.1       33.2       28.8       44.8
Old  :                 22.6       33.3       36.5       45.8       16.1       33.2       28.8       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,945:       762        595        209        692        769      1,663      1,573:       282        372
Old  :     1,945:       762        595        209        692        769      1,663      1,573:       282        372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :         2:       137        -28         31       -187        -32        -19        -29:        21         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       30.6       10.7       35.6       39.5       85.5       80.9:      14.5       19.1
Old  :     100.0:      39.2       30.6       10.7       35.6       39.5       85.5       80.9:      14.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          4          3          8          9         16         15:
Old  :        21:         7          4          3          8          9         16         15:
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  :                 46.4       54.7       66.7       70.9       36.4       46.9       48.5       51.5
Old  :                 46.4       54.7       66.7       70.9       36.4       46.9       48.5       51.5
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :   565,599:   124,631     31,587    162,695    228,376    331,915    515,702    526,197:    49,897     39,402
Old  :   171,094:    56,313     11,841     32,514     63,563    112,729    152,390    157,084:    18,704     14,010
Other:   394,505:   107,367     58,795     91,131    164,813    219,187    363,311    369,113:    31,193     25,392
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    19,830:    -2,574      1,088     17,583      5,012        163     20,021     18,834:      -191        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        5.6       28.8       40.4       58.7       91.2       93.0:       8.8        7.0
Old  :     100.0:      32.9        6.9       19.0       37.2       65.9       89.1       91.8:      10.9        8.2
Other:     100.0:      27.2       14.9       23.1       41.8       55.6       92.1       93.6:       7.9        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       106         46        124        113        107        283        250:
Old  :       237:        88         25         43         90         83        191        139:
Other:       300:        84         91        103         92         92        247        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       22.7       16.7       32.1        7.4       20.5       11.7       28.2
Old  :                 18.0       27.4       28.0       39.5       17.3       25.4       25.2       36.7
Other:                 10.4       22.0       16.9       29.8        9.2       19.3       14.7       25.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :     7,682:     1,235      2,595        315      4,601      3,806      6,151      6,716:     1,531        966
Old  :     7,682:     1,235      2,595        315      4,601      3,806      6,151      6,716:     1,531        966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :      -947:      -173       -562       -146       -213        194       -533       -515:      -414       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       33.8        4.1       59.9       49.5       80.1       87.4:      19.9       12.6
Old  :     100.0:      16.1       33.8        4.1       59.9       49.5       80.1       87.4:      19.9       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19         12          9         14         13         33         34:
Old  :        51:        19         12          9         14         13         33         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  :                 37.8       41.7       54.1       63.5       35.5       39.7       43.9       54.1
Old  :                 37.8       41.7       54.1       63.5       35.5       39.7       43.9       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  : 1,948,358:   462,582    467,406    126,059  1,233,973  1,182,618  1,822,614  1,776,083:   125,744    172,275
Old  : 1,948,358:   462,582    467,406    126,059  1,233,973  1,182,618  1,822,614  1,776,083:   125,744    172,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    40,312:   -26,674      8,701     19,566     45,940     15,767     38,833     44,034:     1,480     -3,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       24.0        6.5       63.3       60.7       93.5       91.2:       6.5        8.8
Old  :     100.0:      23.7       24.0        6.5       63.3       60.7       93.5       91.2:       6.5        8.8
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  :       339:        60         77         49        145        137        229        239:
Old  :       339:        60         77         49        145        137        229        239:
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  :                 17.8       20.8       29.3       31.4       14.8       18.8       24.8       27.8
Old  :                 17.8       20.8       29.3       31.4       14.8       18.8       24.8       27.8
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 with Delta-adjusted Options and Futures Combined, July 03, 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  : 4,266,453:   501,690    901,961    539,967  2,861,793  2,295,208  3,903,449  3,737,136:   363,004    529,317
Old  : 4,266,453:   501,690    901,961    539,967  2,861,793  2,295,208  3,903,449  3,737,136:   363,004    529,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :   142,255:   -77,959     37,318     32,601    189,841     75,882    144,482    145,800:    -2,227     -3,545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       21.1       12.7       67.1       53.8       91.5       87.6:       8.5       12.4
Old  :     100.0:      11.8       21.1       12.7       67.1       53.8       91.5       87.6:       8.5       12.4
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  :       469:        77        106        106        214        240        345        398:
Old  :       469:        77        106        106        214        240        345        398:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       13.4       30.8       20.9       18.6       10.2       24.7       15.0
Old  :                 23.4       13.4       30.8       20.9       18.6       10.2       24.7       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   549,708:    69,221     52,692     10,785    368,185    303,944    448,191    367,421:   101,517    182,287
Old  :   549,708:    69,221     52,692     10,785    368,185    303,944    448,191    367,421:   101,517    182,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :     6,245:      -500        502       -860      6,203     -2,290      4,843     -2,648:     1,402      8,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.6        2.0       67.0       55.3       81.5       66.8:      18.5       33.2
Old  :     100.0:      12.6        9.6        2.0       67.0       55.3       81.5       66.8:      18.5       33.2
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  :       100:        16         11          7         55         54         76         67:
Old  :       100:        16         11          7         55         54         76         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       14.7       40.5       23.0       28.6       14.0       38.6       21.4
Old  :                 29.9       14.7       40.5       23.0       28.6       14.0       38.6       21.4
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 with Delta-adjusted Options and Futures Combined, July 03, 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  : 4,125,287:   588,815  1,129,533    342,328  2,929,980  2,237,147  3,861,123  3,709,008:   264,165    416,279
Old  : 4,125,287:   588,815  1,129,533    342,328  2,929,980  2,237,147  3,861,123  3,709,008:   264,165    416,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :   109,149:    44,539     38,292     -5,048     69,165     72,528    108,656    105,772:       494      3,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       27.4        8.3       71.0       54.2       93.6       89.9:       6.4       10.1
Old  :     100.0:      14.3       27.4        8.3       71.0       54.2       93.6       89.9:       6.4       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        55         80         68        146        178        244        283:
Old  :       353:        55         80         68        146        178        244        283:
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  :                 31.5       19.4       43.3       30.7       24.7       17.1       35.7       24.1
Old  :                 31.5       19.4       43.3       30.7       24.7       17.1       35.7       24.1
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 with Delta-adjusted Options and Futures Combined, July 03, 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  : 1,913,585:   275,871    142,668    475,471  1,130,604  1,237,606  1,881,946  1,855,746:    31,639     57,839
Old  : 1,913,585:   275,871    142,668    475,471  1,130,604  1,237,606  1,881,946  1,855,746:    31,639     57,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :  -121,701:   -84,138      1,731     -8,410    -31,133   -119,418   -123,682   -126,098:     1,981      4,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        7.5       24.8       59.1       64.7       98.3       97.0:       1.7        3.0
Old  :     100.0:      14.4        7.5       24.8       59.1       64.7       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  :       140:        26         37         49         59         68        110        134:
Old  :       140:        26         37         49         59         68        110        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       33.3       45.5       43.4       24.3       20.7       30.0       25.9
Old  :                 32.3       33.3       45.5       43.4       24.3       20.7       30.0       25.9
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :    43,012:    14,636      9,055      2,698     17,171     25,799     34,505     37,552:     8,506      5,460
Old  :    43,012:    14,636      9,055      2,698     17,171     25,799     34,505     37,552:     8,506      5,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    -1,419:      -502     -2,784      1,041       -963       -233       -425     -1,976:      -995        556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       21.1        6.3       39.9       60.0       80.2       87.3:      19.8       12.7
Old  :     100.0:      34.0       21.1        6.3       39.9       60.0       80.2       87.3:      19.8       12.7
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  :        99:        36         15         14         27         30         69         53:
Old  :        99:        36         15         14         27         30         69         53:
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  :                 26.7       31.2       36.8       50.1       26.6       29.5       36.4       48.5
Old  :                 26.7       31.2       36.8       50.1       26.6       29.5       36.4       48.5
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :    86,023:    29,271     18,110      5,396     34,343     51,597     69,010     75,104:    17,013     10,920
Old  :    86,023:    29,271     18,110      5,396     34,343     51,597     69,010     75,104:    17,013     10,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    -2,839:    -1,005     -5,567      2,081     -1,926       -465       -850     -3,951:    -1,989      1,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       21.1        6.3       39.9       60.0       80.2       87.3:      19.8       12.7
Old  :     100.0:      34.0       21.1        6.3       39.9       60.0       80.2       87.3:      19.8       12.7
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  :        99:        36         15         14         27         30         69         53:
Old  :        99:        36         15         14         27         30         69         53:
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  :                 26.7       31.2       36.8       50.1       26.6       29.5       36.4       48.5
Old  :                 26.7       31.2       36.8       50.1       26.6       29.5       36.4       48.5
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 with Delta-adjusted Options and Futures Combined, July 03, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    29,620:     2,696        649          0     25,218     28,210     27,914     28,859:     1,706        761
Old  :    29,620:     2,696        649          0     25,218     28,210     27,914     28,859:     1,706        761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :     2,417:       318        649          0      1,969      1,778      2,287      2,427:       130        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        2.2        0.0       85.1       95.2       94.2       97.4:       5.8        2.6
Old  :     100.0:       9.1        2.2        0.0       85.1       95.2       94.2       97.4:       5.8        2.6
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  :        23:         2          1          0         12         12         14         13:
Old  :        23:         2          1          0         12         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       71.4       86.6       93.1       67.1       71.4       86.0       93.1
Old  :                 67.1       71.4       86.6       93.1       67.1       71.4       86.0       93.1
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :    47,435:    35,322     46,961        452     11,504          0     47,278     47,413:       157         22
Old  :    47,435:    35,322     46,961        452     11,504          0     47,278     47,413:       157         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :    -4,590:    -9,841     -4,764        157      5,128          0     -4,556     -4,607:       -34         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       99.0        1.0       24.3        0.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      74.5       99.0        1.0       24.3        0.0       99.7      100.0:       0.3        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:        29         13          2          3          0         33         14:
Old  :        45:        29         13          2          3          0         33         14:
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  :                 53.5       87.9       81.1       98.8       53.0       87.9       80.7       98.3
Old  :                 53.5       87.9       81.1       98.8       53.0       87.9       80.7       98.3
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 with Delta-adjusted Options and Futures Combined, July 03, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    30,922:    16,543     12,647        229     14,115     17,952     30,887     30,828:        35         94
Old  :    30,922:    16,543     12,647        229     14,115     17,952     30,887     30,828:        35         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :      -606:    -1,947       -685          0      1,334         32       -613       -653:         7         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       40.9        0.7       45.6       58.1       99.9       99.7:       0.1        0.3
Old  :     100.0:      53.5       40.9        0.7       45.6       58.1       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4         15          1          9         17         14         32:
Old  :        44:         4         15          1          9         17         14         32:
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  :                 85.4       42.8       97.5       65.5       85.4       42.8       97.5       65.5
Old  :                 85.4       42.8       97.5       65.5       85.4       42.8       97.5       65.5
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 with Delta-adjusted Options and Futures Combined, July 03, 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  :    16,011:    12,175      7,189          9      3,817      8,724     16,001     15,922:        10         89
Old  :    16,011:    12,175      7,189          9      3,817      8,724     16,001     15,922:        10         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2018                        :
     :      -827:      -863     -1,105          0         42        245       -821       -860:        -6         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0       44.9        0.1       23.8       54.5       99.9       99.4:       0.1        0.6
Old  :     100.0:      76.0       44.9        0.1       23.8       54.5       99.9       99.4:       0.1        0.6
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  :        31:         6         11          1          4         11         11         22:
Old  :        31:         6         11          1          4         11         11         22:
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  :                 94.2       49.9       99.4       76.6       93.8       49.8       95.7       76.3
Old  :                 94.2       49.9       99.4       76.6       93.8       49.8       95.7       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 6, 2018