WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :   678,322:   162,893     99,674    231,143    240,969    292,717    635,005    623,534:    43,317     54,788
Old  :   604,392:   151,240     96,893    204,813    212,244    260,574    568,298    562,280:    36,095     42,112
Other:    73,930:    21,849     12,977     16,134     28,725     32,143     66,707     61,254:     7,222     12,676
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    28,206:    13,507      1,927      8,784        583     17,326     22,874     28,037:     5,333        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       14.7       34.1       35.5       43.2       93.6       91.9:       6.4        8.1
Old  :     100.0:      25.0       16.0       33.9       35.1       43.1       94.0       93.0:       6.0        7.0
Other:     100.0:      29.6       17.6       21.8       38.9       43.5       90.2       82.9:       9.8       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       464:       149        149        176        112        139        366        371:
Old  :       454:       149        147        165        107        135        354        355:
Other:       190:        46         41         31         38         84        101        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       11.8       20.7       19.9        7.7        6.3       12.8       11.1
Old  :                 14.1       12.7       21.2       20.8        7.8        6.9       13.5       11.9
Other:                 27.0       17.1       39.2       28.0       23.5       14.5       31.9       20.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :    19,761:     3,110        970      1,430     15,091     16,643     19,631     19,043:       130        718
Old  :    19,761:     3,110        970      1,430     15,091     16,643     19,631     19,043:       130        718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    -3,768:    -2,560        870        330     -1,298     -5,072     -3,528     -3,872:      -240        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        4.9        7.2       76.4       84.2       99.3       96.4:       0.7        3.6
Old  :     100.0:      15.7        4.9        7.2       76.4       84.2       99.3       96.4:       0.7        3.6
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  :        27:         7          2          5         15         14         25         19:
Old  :        27:         7          2          5         15         14         25         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  :                 50.8       64.8       74.4       81.3       38.9       59.4       61.5       67.7
Old  :                 50.8       64.8       74.4       81.3       38.9       59.4       61.5       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :   317,248:    95,372     36,553     72,635    123,872    182,832    291,879    292,021:    25,369     25,228
Old  :   293,159:    94,783     41,095     60,921    114,214    171,385    269,918    273,401:    23,240     19,757
Other:    24,090:     9,482      4,350      2,821      9,657     11,447     21,961     18,619:     2,129      5,471
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     4,710:     6,388     -5,994     -1,102     -3,721     10,024      1,564      2,928:     3,146      1,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       11.5       22.9       39.0       57.6       92.0       92.0:       8.0        8.0
Old  :     100.0:      32.3       14.0       20.8       39.0       58.5       92.1       93.3:       7.9        6.7
Other:     100.0:      39.4       18.1       11.7       40.1       47.5       91.2       77.3:       8.8       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        92         53         84         82        105        214        214:
Old  :       274:        87         61         77         79         98        207        202:
Other:       138:        28         23         15         29         77         62        112:
     :----------------------------------------------------------------------------------------------------
     :             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       20.0       21.0       30.0        9.2       17.8       16.6       26.8
Old  :                 13.6       21.5       22.6       31.8       10.5       20.8       18.8       30.6
Other:                 32.9       18.5       48.7       28.9       32.9       17.3       45.9       25.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  : 2,287,244:   436,843    384,639    664,846    965,745    999,078  2,067,433  2,048,562:   219,811    238,682
Old  :   645,046:   213,453    197,049    149,489    225,144    260,628    588,086    607,165:    56,960     37,881
Other: 1,642,198:   357,495    321,695    381,252    740,601    738,450  1,479,347  1,441,397:   162,851    200,802
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :   -82,736:   -23,161    -44,585    -31,369    -16,843     -8,316    -71,373    -84,271:   -11,363      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       16.8       29.1       42.2       43.7       90.4       89.6:       9.6       10.4
Old  :     100.0:      33.1       30.5       23.2       34.9       40.4       91.2       94.1:       8.8        5.9
Other:     100.0:      21.8       19.6       23.2       45.1       45.0       90.1       87.8:       9.9       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       953:       248        175        273        425        444        799        786:
Old  :       712:       153        123        113        304        308        502        499:
Other:       920:       239        173        214        356        418        693        713:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2        8.7       17.8       14.3        5.9        5.1        9.8        8.8
Old  :                 11.1       15.1       19.8       23.7       10.2       13.0       17.3       19.7
Other:                 13.7        8.4       20.8       14.6        9.5        6.0       14.7       10.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :     4,708:     1,327        536        219      1,259      2,350      2,804      3,105:     1,903      1,602
Old  :     4,708:     1,327        536        219      1,259      2,350      2,804      3,105:     1,903      1,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :      -642:       124       -595         29       -358        200       -205       -366:      -437       -276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       11.4        4.6       26.7       49.9       59.6       66.0:      40.4       34.0
Old  :     100.0:      28.2       11.4        4.6       26.7       49.9       59.6       66.0:      40.4       34.0
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  :        23:         6          6          5          8          8         18         16:
Old  :        23:         6          6          5          8          8         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       44.1       43.6       58.2       28.6       40.7       41.9       52.6
Old  :                 28.6       44.1       43.6       58.2       28.6       40.7       41.9       52.6
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, August 07, 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  :   989,374:   147,681    189,142    293,095    475,152    411,313    915,927    893,550:    73,447     95,824
Old  :   963,312:   153,706    187,324    278,215    461,779    405,153    893,700    870,692:    69,613     92,621
Other:    26,062:     5,003     12,846      3,852     13,373      6,161     22,228     22,859:     3,834      3,203
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :   -11,411:    -9,000     -6,461     -7,478     12,216      2,166     -4,262    -11,773:    -7,149        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       19.1       29.6       48.0       41.6       92.6       90.3:       7.4        9.7
Old  :     100.0:      16.0       19.4       28.9       47.9       42.1       92.8       90.4:       7.2        9.6
Other:     100.0:      19.2       49.3       14.8       51.3       23.6       85.3       87.7:      14.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       705:       200        199        242        220        250        546        575:
Old  :       705:       201        198        236        219        249        541        572:
Other:       182:        30         43         22         41         85         82        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9        9.3       20.5       16.2        9.4        6.9       13.9       11.9
Old  :                 13.1        9.5       20.7       16.6        9.5        7.1       14.0       12.2
Other:                 25.3       38.3       39.7       50.5       24.2       38.3       34.5       47.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :    23,969:    10,171      3,920        172          9      6,939     10,352     11,031:    13,617     12,938
Old  :    23,593:    10,192      3,807        102          9      6,887     10,303     10,796:    13,290     12,797
Other:       376:        49        183          0          0         52         49        235:       327        141
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :      -256:        67        -76         25          1         -9         93        -60:      -349       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       16.4        0.7        0.0       28.9       43.2       46.0:      56.8       54.0
Old  :     100.0:      43.2       16.1        0.4        0.0       29.2       43.7       45.8:      56.3       54.2
Other:     100.0:      13.0       48.7        0.0        0.0       13.8       13.0       62.5:      87.0       37.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          9          6          1         21          7         32:
Old  :        32:         3          8          4          1         21          6         31:
Other:        10:         1          3          0          0          6          1          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.1       16.0       43.2       25.3       42.4       15.8       42.4       25.0
Old  :                 43.6       16.0       43.7       25.4       43.2       16.0       43.2       25.3
Other:                 13.0       59.8       13.0       62.2       13.0       59.8       13.0       62.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :   552,033:   107,784    164,289    146,564    258,036    207,613    512,383    518,466:    39,650     33,567
Old  :    70,078:    24,196     15,807      7,126     33,628     40,938     64,950     63,871:     5,128      6,207
Other:   481,955:   104,108    169,002    118,918    224,408    166,675    447,434    454,595:    34,522     27,360
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     9,937:     2,881        307     13,195     -6,231     -4,156      9,846      9,347:        90        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       29.8       26.5       46.7       37.6       92.8       93.9:       7.2        6.1
Old  :     100.0:      34.5       22.6       10.2       48.0       58.4       92.7       91.1:       7.3        8.9
Other:     100.0:      21.6       35.1       24.7       46.6       34.6       92.8       94.3:       7.2        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        89        127        131         97         88        271        291:
Old  :       186:        48         54         25         50         53        108        122:
Other:       344:        90        117        123         88         76        253        267:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       12.9       17.8       20.1        8.9       10.4       15.1       15.9
Old  :                 31.6       25.7       45.3       40.3       31.0       24.9       42.9       39.0
Other:                 10.6       12.5       17.7       19.6        9.7        9.6       16.5       15.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  : 1,014,408:   131,743    169,763    116,312    613,299    536,308    861,353    822,382:   153,055    192,026
Old  : 1,014,408:   131,743    169,763    116,312    613,299    536,308    861,353    822,382:   153,055    192,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    28,894:    11,364     25,241      9,396      8,809     -2,857     29,569     31,780:      -675     -2,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.7       11.5       60.5       52.9       84.9       81.1:      15.1       18.9
Old  :     100.0:      13.0       16.7       11.5       60.5       52.9       84.9       81.1:      15.1       18.9
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  :       196:        48         32         53         93         95        161        160:
Old  :       196:        48         32         53         93         95        161        160:
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  :                 20.1       25.4       27.8       34.4       12.6       17.3       18.5       23.7
Old  :                 20.1       25.4       27.8       34.4       12.6       17.3       18.5       23.7
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, August 07, 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  : 1,034,858:   102,523    322,924     24,380    772,802    586,591    899,705    933,895:   135,153    100,963
Old  : 1,034,858:   102,523    322,924     24,380    772,802    586,591    899,705    933,895:   135,153    100,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    11,412:     6,302      3,850      9,913       -839     -3,215     15,377     10,548:    -3,965        863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       31.2        2.4       74.7       56.7       86.9       90.2:      13.1        9.8
Old  :     100.0:       9.9       31.2        2.4       74.7       56.7       86.9       90.2:      13.1        9.8
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  :       134:        19         22         24         70         68        102        101:
Old  :       134:        19         22         24         70         68        102        101:
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  :                 23.2       32.9       36.2       44.6       17.6       32.6       28.6       43.1
Old  :                 23.2       32.9       36.2       44.6       17.6       32.6       28.6       43.1
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, August 07, 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  :   559,065:   120,716     38,629    158,298    227,830    325,742    506,844    522,668:    52,221     36,397
Old  :    93,290:    37,710      9,899     10,657     34,580     64,986     82,947     85,542:    10,344      7,749
Other:   465,774:   110,461     56,184    120,186    193,250    260,757    423,897    437,126:    41,877     28,648
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    -9,977:    -6,791      1,037     -2,855        524     -8,095     -9,122     -9,913:      -855        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        6.9       28.3       40.8       58.3       90.7       93.5:       9.3        6.5
Old  :     100.0:      40.4       10.6       11.4       37.1       69.7       88.9       91.7:      11.1        8.3
Other:     100.0:      23.7       12.1       25.8       41.5       56.0       91.0       93.8:       9.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       111         47        119        117        104        282        243:
Old  :       200:        61         29         23         77         62        147        105:
Other:       312:        98         71        104        110         98        262        229:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       21.1       16.4       30.9        6.9       18.2       10.9       24.7
Old  :                 18.2       27.6       29.1       43.2       15.7       25.4       25.5       40.4
Other:                 10.2       20.7       16.5       29.3        7.6       17.5       12.3       23.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :     9,046:     2,273      1,353        786      4,339      5,736      7,398      7,874:     1,648      1,172
Old  :     9,046:     2,273      1,353        786      4,339      5,736      7,398      7,874:     1,648      1,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :        36:       -81         65        344        -34       -338        228         70:      -192        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       15.0        8.7       48.0       63.4       81.8       87.0:      18.2       13.0
Old  :     100.0:      25.1       15.0        8.7       48.0       63.4       81.8       87.0:      18.2       13.0
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  :        53:        21          9         12         14         17         38         36:
Old  :        53:        21          9         12         14         17         38         36:
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  :                 40.8       41.7       53.8       59.5       38.3       37.3       49.4       51.4
Old  :                 40.8       41.7       53.8       59.5       38.3       37.3       49.4       51.4
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, August 07, 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  : 1,994,925:   432,791    526,028    133,263  1,310,374  1,157,316  1,876,427  1,816,607:   118,498    178,318
Old  : 1,994,925:   432,791    526,028    133,263  1,310,374  1,157,316  1,876,427  1,816,607:   118,498    178,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :   -17,073:    -3,625    -10,698     -5,585     -3,304      5,178    -12,514    -11,106:    -4,559     -5,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       26.4        6.7       65.7       58.0       94.1       91.1:       5.9        8.9
Old  :     100.0:      21.7       26.4        6.7       65.7       58.0       94.1       91.1:       5.9        8.9
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  :       342:        65         74         52        149        145        239        246:
Old  :       342:        65         74         52        149        145        239        246:
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  :                 21.3       22.2       31.3       33.7       16.8       20.0       25.3       28.9
Old  :                 21.3       22.2       31.3       33.7       16.8       20.0       25.3       28.9
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, August 07, 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  : 4,377,247:   522,942  1,085,469    505,872  2,986,647  2,231,272  4,015,461  3,822,612:   361,785    554,634
Old  : 4,377,247:   522,942  1,085,469    505,872  2,986,647  2,231,272  4,015,461  3,822,612:   361,785    554,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    37,834:    34,846     24,387     -8,407      6,525     24,389     32,965     40,370:     4,869     -2,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       24.8       11.6       68.2       51.0       91.7       87.3:       8.3       12.7
Old  :     100.0:      11.9       24.8       11.6       68.2       51.0       91.7       87.3:       8.3       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  :       455:        74        106        101        214        226        345        376:
Old  :       455:        74        106        101        214        226        345        376:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       14.1       34.9       22.1       22.7       11.5       28.9       18.4
Old  :                 27.5       14.1       34.9       22.1       22.7       11.5       28.9       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 07, 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  :   572,410:    64,003     71,130     13,326    390,495    316,773    467,824    401,229:   104,586    171,181
Old  :   572,410:    64,003     71,130     13,326    390,495    316,773    467,824    401,229:   104,586    171,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :   -10,979:    -6,599      7,954     -3,258     -5,233     -7,946    -15,090     -3,250:     4,111     -7,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       12.4        2.3       68.2       55.3       81.7       70.1:      18.3       29.9
Old  :     100.0:      11.2       12.4        2.3       68.2       55.3       81.7       70.1:      18.3       29.9
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  :       104:        13         15         12         59         55         81         73:
Old  :       104:        13         15         12         59         55         81         73:
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  :                 31.3       13.5       40.9       22.6       29.8       12.5       38.8       19.4
Old  :                 31.3       13.5       40.9       22.6       29.8       12.5       38.8       19.4
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, August 07, 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  : 4,394,957:   511,318  1,354,359    353,606  3,234,948  2,255,351  4,099,872  3,963,316:   295,085    431,642
Old  : 4,394,957:   511,318  1,354,359    353,606  3,234,948  2,255,351  4,099,872  3,963,316:   295,085    431,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :   238,368:     3,207     36,315     70,301    158,296    147,583    231,804    254,199:     6,564    -15,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       30.8        8.0       73.6       51.3       93.3       90.2:       6.7        9.8
Old  :     100.0:      11.6       30.8        8.0       73.6       51.3       93.3       90.2:       6.7        9.8
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  :       346:        49         78         66        153        167        246        267:
Old  :       346:        49         78         66        153        167        246        267:
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  :                 34.7       17.4       45.8       28.2       27.6       15.1       38.0       23.0
Old  :                 34.7       17.4       45.8       28.2       27.6       15.1       38.0       23.0
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, August 07, 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  : 1,779,097:   222,027    140,784    480,519  1,042,657  1,097,512  1,745,203  1,718,815:    33,893     60,281
Old  : 1,779,097:   222,027    140,784    480,519  1,042,657  1,097,512  1,745,203  1,718,815:    33,893     60,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :  -210,226:   -66,822     11,003    -60,698    -85,474   -158,899   -212,994   -208,595:     2,768     -1,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.9       27.0       58.6       61.7       98.1       96.6:       1.9        3.4
Old  :     100.0:      12.5        7.9       27.0       58.6       61.7       98.1       96.6:       1.9        3.4
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  :       144:        32         32         46         61         68        114        129:
Old  :       144:        32         32         46         61         68        114        129:
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  :                 30.1       31.1       45.6       43.9       20.2       15.8       26.0       21.6
Old  :                 30.1       31.1       45.6       43.9       20.2       15.8       26.0       21.6
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, August 07, 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  :    51,497:    22,850      8,210      1,903     17,877     34,248     42,631     44,361:     8,867      7,137
Old  :    51,497:    22,850      8,210      1,903     17,877     34,248     42,631     44,361:     8,867      7,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     3,501:     2,510        308        298        540      3,019      3,348      3,624:       153       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       15.9        3.7       34.7       66.5       82.8       86.1:      17.2       13.9
Old  :     100.0:      44.4       15.9        3.7       34.7       66.5       82.8       86.1:      17.2       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        40         20         11         27         30         73         55:
Old  :       107:        40         20         11         27         30         73         55:
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  :                 25.2       32.8       38.0       51.3       25.1       32.8       35.6       51.2
Old  :                 25.2       32.8       38.0       51.3       25.1       32.8       35.6       51.2
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, August 07, 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  :   102,995:    45,701     16,419      3,806     35,755     68,496     85,262     88,721:    17,733     14,274
Old  :   102,995:    45,701     16,419      3,806     35,755     68,496     85,262     88,721:    17,733     14,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     7,003:     5,021        615        595      1,080      6,038      6,696      7,249:       307       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       15.9        3.7       34.7       66.5       82.8       86.1:      17.2       13.9
Old  :     100.0:      44.4       15.9        3.7       34.7       66.5       82.8       86.1:      17.2       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        40         20         11         27         30         73         55:
Old  :       107:        40         20         11         27         30         73         55:
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  :                 25.2       32.8       38.0       51.3       25.1       32.8       35.6       51.2
Old  :                 25.2       32.8       38.0       51.3       25.1       32.8       35.6       51.2
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, August 07, 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  :    29,130:     2,657        713          0     24,761     28,145     27,418     28,858:     1,712        272
Old  :    29,130:     2,657        713          0     24,761     28,145     27,418     28,858:     1,712        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     1,362:      -200        252          0      1,742      1,018      1,542      1,270:      -180         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        2.4        0.0       85.0       96.6       94.1       99.1:       5.9        0.9
Old  :     100.0:       9.1        2.4        0.0       85.0       96.6       94.1       99.1:       5.9        0.9
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  :        26:         3          2          0         13         12         16         14:
Old  :        26:         3          2          0         13         12         16         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  :                 64.0       78.5       85.8       95.2       63.9       78.5       85.2       95.1
Old  :                 64.0       78.5       85.8       95.2       63.9       78.5       85.2       95.1
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, August 07, 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  :    32,343:    26,875     28,468        452      4,817      3,394     32,144     32,314:       199         29
Old  :    32,343:    26,875     28,468        452      4,817      3,394     32,144     32,314:       199         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :      -385:      -442     -1,524          0         44      1,140       -398       -384:        13         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.1       88.0        1.4       14.9       10.5       99.4       99.9:       0.6        0.1
Old  :     100.0:      83.1       88.0        1.4       14.9       10.5       99.4       99.9:       0.6        0.1
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  :        41:        26         13          2          2          1         29         15:
Old  :        41:        26         13          2          2          1         29         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  :                 60.6       82.0       80.7       97.4       60.0       80.5       79.2       93.1
Old  :                 60.6       82.0       80.7       97.4       60.0       80.5       79.2       93.1
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, August 07, 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  :    29,675:    17,482     13,826        208     11,922     15,542     29,612     29,576:        63         99
Old  :    29,675:    17,482     13,826        208     11,922     15,542     29,612     29,576:        63         99
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :    -2,376:      -917       -416         -7     -1,416     -1,992     -2,340     -2,415:       -36         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       46.6        0.7       40.2       52.4       99.8       99.7:       0.2        0.3
Old  :     100.0:      58.9       46.6        0.7       40.2       52.4       99.8       99.7:       0.2        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  :        43:         4         15          1          7         17         12         32:
Old  :        43:         4         15          1          7         17         12         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  :                 90.6       42.8       99.1       66.6       90.6       42.8       98.7       66.6
Old  :                 90.6       42.8       99.1       66.6       90.6       42.8       98.7       66.6
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, August 07, 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  :    17,143:    13,297      8,748          9      3,775      8,335     17,081     17,092:        62         51
Old  :    17,143:    13,297      8,748          9      3,775      8,335     17,081     17,092:        62         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2018                        :
     :     1,646:     1,618      2,186          0          0       -498      1,618      1,688:        28        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6       51.0        0.1       22.0       48.6       99.6       99.7:       0.4        0.3
Old  :     100.0:      77.6       51.0        0.1       22.0       48.6       99.6       99.7:       0.4        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  :        30:         5         11          1          3         11          9         22:
Old  :        30:         5         11          1          3         11          9         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  :                 95.8       53.1       99.6       79.2       95.8       53.0       99.6       79.2
Old  :                 95.8       53.1       99.6       79.2       95.8       53.0       99.6       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 10, 2018