WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   585,740:   122,225    119,866    203,704    219,433    212,255    545,363    535,825:    40,377     49,915
Old  :   477,702:   114,347    114,918    160,982    169,706    165,484    445,035    441,383:    32,666     36,318
Other:   108,038:    27,957     25,027     22,644     49,727     46,772    100,328     94,442:     7,711     13,596
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -30,954:     4,284      5,393    -30,825     -5,435     -7,678    -31,976    -33,109:     1,022      2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       20.5       34.8       37.5       36.2       93.1       91.5:       6.9        8.5
Old  :     100.0:      23.9       24.1       33.7       35.5       34.6       93.2       92.4:       6.8        7.6
Other:     100.0:      25.9       23.2       21.0       46.0       43.3       92.9       87.4:       7.1       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       138        142        170        119        129        358        355:
Old  :       436:       140        141        154        112        121        336        338:
Other:       205:        49         53         40         45         89        121        161:
     :----------------------------------------------------------------------------------------------------
     :             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       10.7       19.8       18.4        8.6        6.9       13.7       11.7
Old  :                 11.8       10.9       20.0       19.4        8.5        7.0       14.3       12.7
Other:                 30.6       15.6       45.4       26.6       28.7       13.8       37.5       20.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    20,784:     3,763        700        700     16,122     18,558     20,584     19,958:       200        826
Old  :    20,484:     3,763        700        700     15,822     18,258     20,284     19,658:       200        826
Other:       300:         0          0          0        300        300        300        300:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :      -485:       755       -200       -300       -740        150       -285       -350:      -200       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        3.4        3.4       77.6       89.3       99.0       96.0:       1.0        4.0
Old  :     100.0:      18.4        3.4        3.4       77.2       89.1       99.0       96.0:       1.0        4.0
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7          2          3         17         17         26         22:
Old  :        32:         7          2          3         16         17         25         22:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8       51.7       72.5       69.1       47.5       47.4       60.6       59.0
Old  :                 52.6       52.5       73.6       70.1       49.7       48.1       63.0       59.9
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   294,772:    88,029     47,366     69,325    112,232    151,615    269,586    268,306:    25,186     26,466
Old  :   263,346:    87,477     52,527     52,322    101,247    137,715    241,047    242,564:    22,299     20,782
Other:    31,425:    15,194      9,481      2,360     10,985     13,900     28,539     25,742:     2,887      5,684
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :    -1,853:      -203      2,498        -55     -2,127     -4,977     -2,385     -2,534:       532        681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       16.1       23.5       38.1       51.4       91.5       91.0:       8.5        9.0
Old  :     100.0:      33.2       19.9       19.9       38.4       52.3       91.5       92.1:       8.5        7.9
Other:     100.0:      48.4       30.2        7.5       35.0       44.2       90.8       81.9:       9.2       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        87         50         78         84         97        207        201:
Old  :       266:        83         62         66         80         89        195        187:
Other:       149:        34         26         18         33         74         73        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  :                 15.0       18.8       25.2       28.0        9.8       15.3       17.8       22.1
Old  :                 16.7       20.9       26.5       30.2       11.8       17.2       20.0       23.9
Other:                 22.6       24.3       39.0       35.7       22.6       24.3       38.9       35.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 2,127,915:   386,514    438,846    587,994    938,799    879,161  1,913,307  1,906,001:   214,608    221,914
Old  : 1,965,502:   377,135    447,316    530,868    863,599    791,264  1,771,601  1,769,448:   193,901    196,054
Other:   162,413:    48,830     30,980     17,676     75,200     87,897    141,706    136,553:    20,708     25,860
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -34,238:    10,711    -23,177    -19,843    -21,397     18,856    -30,529    -24,164:    -3,709    -10,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       20.6       27.6       44.1       41.3       89.9       89.6:      10.1       10.4
Old  :     100.0:      19.2       22.8       27.0       43.9       40.3       90.1       90.0:       9.9       10.0
Other:     100.0:      30.1       19.1       10.9       46.3       54.1       87.3       84.1:      12.7       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       890:       197        193        229        372        394        702        704:
Old  :       888:       191        208        213        368        391        689        693:
Other:       410:        72         48         37        103        236        193        308:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4        7.7       19.6       13.2        9.2        4.8       13.7        8.6
Old  :                 13.6        6.3       19.8       12.0       11.6        5.1       16.4        9.3
Other:                 20.1       38.2       32.5       48.3       19.7       37.5       30.9       46.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :     4,572:       975        877        470      1,567      2,063      3,012      3,410:     1,560      1,162
Old  :     4,572:       975        877        470      1,567      2,063      3,012      3,410:     1,560      1,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :       250:       127       -191         80        133        471        340        360:       -89       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       19.2       10.3       34.3       45.1       65.9       74.6:      34.1       25.4
Old  :     100.0:      21.3       19.2       10.3       34.3       45.1       65.9       74.6:      34.1       25.4
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  :        27:         7          8          7          9          9         20         20:
Old  :        27:         7          8          7          9          9         20         20:
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  :                 33.9       46.8       49.6       62.7       33.7       40.8       46.5       56.2
Old  :                 33.9       46.8       49.6       62.7       33.7       40.8       46.5       56.2
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, September 25, 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  : 1,033,689:   146,577    211,013    299,495    517,150    423,994    963,223    934,502:    70,466     99,187
Old  :   997,512:   156,259    207,547    279,042    496,556    417,743    931,857    904,331:    65,655     93,181
Other:    36,177:     6,473     19,621      4,298     20,594      6,252     31,366     30,171:     4,811      6,006
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -37,728:     3,933    -14,118    -28,976    -11,943      9,553    -36,985    -33,540:      -743     -4,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       20.4       29.0       50.0       41.0       93.2       90.4:       6.8        9.6
Old  :     100.0:      15.7       20.8       28.0       49.8       41.9       93.4       90.7:       6.6        9.3
Other:     100.0:      17.9       54.2       11.9       56.9       17.3       86.7       83.4:      13.3       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       687:       180        194        252        224        229        556        554:
Old  :       687:       189        191        246        223        228        552        550:
Other:       194:        34         46         22         58         82        104        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4        9.0       21.6       15.4       12.1        7.2       17.2       11.8
Old  :                 15.2        9.3       21.5       15.9       11.8        7.4       17.0       12.2
Other:                 29.6       44.2       42.7       55.5       29.5       43.9       42.6       52.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   617,858:   105,513    156,813    181,650    291,033    246,980    578,195    585,443:    39,663     32,415
Old  :   591,886:   109,294    157,136    169,490    277,501    235,109    556,285    561,735:    35,601     30,151
Other:    25,972:     2,595      6,054      5,783     13,532     11,871     21,910     23,708:     4,062      2,264
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -20,797:     3,460    -23,014     -4,160    -19,655      8,813    -20,355    -18,362:      -442     -2,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       25.4       29.4       47.1       40.0       93.6       94.8:       6.4        5.2
Old  :     100.0:      18.5       26.5       28.6       46.9       39.7       94.0       94.9:       6.0        5.1
Other:     100.0:      10.0       23.3       22.3       52.1       45.7       84.4       91.3:      15.6        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        96        121        132        101         82        286        280:
Old  :       372:       100        122        129        101         82        286        277:
Other:        60:         7         14         10         29         14         44         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       17.1       20.4       23.7        9.3       13.1       14.9       17.8
Old  :                 13.2       17.4       20.7       23.7        9.2       12.8       15.0       17.7
Other:                 36.5       42.8       51.7       68.2       24.7       36.6       38.2       52.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,063,053:   105,710    218,100    132,299    661,461    507,563    899,470    857,962:   163,583    205,091
Old  : 1,063,053:   105,710    218,100    132,299    661,461    507,563    899,470    857,962:   163,583    205,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -12,107:    -1,116     29,667    -17,058      5,180    -30,723    -12,994    -18,114:       887      6,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       20.5       12.4       62.2       47.7       84.6       80.7:      15.4       19.3
Old  :     100.0:       9.9       20.5       12.4       62.2       47.7       84.6       80.7:      15.4       19.3
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  :       191:        39         41         54         91         89        157        157:
Old  :       191:        39         41         54         91         89        157        157:
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  :                 20.9       25.0       29.1       33.2       13.4       17.7       19.2       23.8
Old  :                 20.9       25.0       29.1       33.2       13.4       17.7       19.2       23.8
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, September 25, 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  : 1,048,756:    91,391    325,763     18,727    792,859    588,400    902,977    932,890:   145,779    115,866
Old  : 1,048,756:    91,391    325,763     18,727    792,859    588,400    902,977    932,890:   145,779    115,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :     8,297:       271      4,117     -5,413     13,674      8,250      8,532      6,954:      -235      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       31.1        1.8       75.6       56.1       86.1       89.0:      13.9       11.0
Old  :     100.0:       8.7       31.1        1.8       75.6       56.1       86.1       89.0:      13.9       11.0
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  :       128:        17         21         22         67         66         95         98:
Old  :       128:        17         21         22         67         66         95         98:
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  :                 22.7       34.3       35.4       47.0       16.5       33.8       27.8       44.8
Old  :                 22.7       34.3       35.4       47.0       16.5       33.8       27.8       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, September 25, 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  :     2,396:       607      1,134        227      1,248        643      2,082      2,004:       314        392
Old  :     2,396:       607      1,134        227      1,248        643      2,082      2,004:       314        392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :       264:      -201         57         88        320        181        207        326:        57        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       47.3        9.5       52.1       26.8       86.9       83.6:      13.1       16.4
Old  :     100.0:      25.3       47.3        9.5       52.1       26.8       86.9       83.6:      13.1       16.4
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  :        25:         7          9          2          7          8         14         19:
Old  :        25:         7          9          2          7          8         14         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  :                 49.7       41.7       75.0       60.1       37.4       39.0       48.0       49.2
Old  :                 49.7       41.7       75.0       60.1       37.4       39.0       48.0       49.2
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, September 25, 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  :   566,081:   102,878     51,511    136,513    271,854    334,547    511,245    522,571:    54,836     43,510
Old  :   532,394:   107,131     53,324    125,271    248,730    313,700    481,132    492,295:    51,262     40,099
Other:    33,687:     2,298      4,738      4,691     23,124     20,847     30,113     30,276:     3,574      3,411
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -25,372:    -4,099     -7,403    -10,372     -9,137     -4,653    -23,608    -22,428:    -1,764     -2,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        9.1       24.1       48.0       59.1       90.3       92.3:       9.7        7.7
Old  :     100.0:      20.1       10.0       23.5       46.7       58.9       90.4       92.5:       9.6        7.5
Other:     100.0:       6.8       14.1       13.9       68.6       61.9       89.4       89.9:      10.6       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       101         62        113        125        111        286        247:
Old  :       325:       103         65        112        125        110        285        245:
Other:        86:        14         17         19         43         24         68         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       24.0       17.7       32.9        7.3       19.8       11.4       25.4
Old  :                 11.4       23.9       16.5       32.7        7.4       19.8       11.6       25.6
Other:                 38.1       44.2       51.2       57.5       36.4       36.8       46.0       48.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :     8,964:       837      3,845        649      5,486      2,877      6,972      7,371:     1,992      1,593
Old  :     8,964:       837      3,845        649      5,486      2,877      6,972      7,371:     1,992      1,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :       644:      -116        897        175         96       -552        155        519:       489        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       42.9        7.2       61.2       32.1       77.8       82.2:      22.2       17.8
Old  :     100.0:       9.3       42.9        7.2       61.2       32.1       77.8       82.2:      22.2       17.8
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  :        47:        12         14         10         15         15         31         35:
Old  :        47:        12         14         10         15         15         31         35:
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  :                 49.3       40.8       58.3       59.2       46.7       39.9       55.7       57.9
Old  :                 49.3       40.8       58.3       59.2       46.7       39.9       55.7       57.9
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, September 25, 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  : 2,279,834:   463,286    762,650    133,965  1,538,344  1,202,965  2,135,595  2,099,580:   144,239    180,254
Old  : 2,279,834:   463,286    762,650    133,965  1,538,344  1,202,965  2,135,595  2,099,580:   144,239    180,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :    23,668:    29,230     82,103    -23,852      6,263    -33,511     11,641     24,740:    12,027     -1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       33.5        5.9       67.5       52.8       93.7       92.1:       6.3        7.9
Old  :     100.0:      20.3       33.5        5.9       67.5       52.8       93.7       92.1:       6.3        7.9
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  :       349:        59         77         43        156        143        240        238:
Old  :       349:        59         77         43        156        143        240        238:
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  :                 22.4       19.0       31.8       32.3       14.8       18.6       23.6       29.8
Old  :                 22.4       19.0       31.8       32.3       14.8       18.6       23.6       29.8
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, September 25, 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  : 4,740,290:   469,714  1,228,204    586,465  3,250,996  2,396,601  4,307,175  4,211,270:   433,115    529,021
Old  : 4,740,290:   469,714  1,228,204    586,465  3,250,996  2,396,601  4,307,175  4,211,270:   433,115    529,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -17,300:   -12,445     56,883    -42,223     34,919    -72,913    -19,749    -58,254:     2,449     40,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       25.9       12.4       68.6       50.6       90.9       88.8:       9.1       11.2
Old  :     100.0:       9.9       25.9       12.4       68.6       50.6       90.9       88.8:       9.1       11.2
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  :       466:        81        102        104        226        234        363        384:
Old  :       466:        81        102        104        226        234        363        384:
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  :                 24.6       15.1       32.7       24.0       21.3       13.2       27.4       20.6
Old  :                 24.6       15.1       32.7       24.0       21.3       13.2       27.4       20.6
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, September 25, 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  :   608,107:    68,302     85,025     11,060    422,339    342,674    501,701    438,759:   106,406    169,348
Old  :   608,107:    68,302     85,025     11,060    422,339    342,674    501,701    438,759:   106,406    169,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :    -1,025:    -4,439     -1,086     -2,543        631      1,806     -6,351     -1,823:     5,326        798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       14.0        1.8       69.5       56.4       82.5       72.2:      17.5       27.8
Old  :     100.0:      11.2       14.0        1.8       69.5       56.4       82.5       72.2:      17.5       27.8
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  :       102:        11         16         11         57         57         77         75:
Old  :       102:        11         16         11         57         57         77         75:
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  :                 30.8       15.9       41.9       23.8       29.2       13.8       38.4       20.6
Old  :                 30.8       15.9       41.9       23.8       29.2       13.8       38.4       20.6
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, September 25, 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  : 4,632,901:   546,021  1,381,275    338,898  3,422,161  2,460,213  4,307,080  4,180,386:   325,821    452,515
Old  : 4,632,901:   546,021  1,381,275    338,898  3,422,161  2,460,213  4,307,080  4,180,386:   325,821    452,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -96,205:    -8,122     17,324    -74,240    -21,639    -50,984   -104,002   -107,900:     7,797     11,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       29.8        7.3       73.9       53.1       93.0       90.2:       7.0        9.8
Old  :     100.0:      11.8       29.8        7.3       73.9       53.1       93.0       90.2:       7.0        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  :       357:        61         75         68        156        173        249        284:
Old  :       357:        61         75         68        156        173        249        284:
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  :                 37.0       18.3       48.0       29.1       28.6       15.2       39.3       22.9
Old  :                 37.0       18.3       48.0       29.1       28.6       15.2       39.3       22.9
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, September 25, 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  : 1,842,397:   182,553    220,945    466,587  1,156,895  1,102,600  1,806,035  1,790,132:    36,362     52,265
Old  : 1,842,397:   182,553    220,945    466,587  1,156,895  1,102,600  1,806,035  1,790,132:    36,362     52,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :    46,348:    55,845     18,834    -11,450       -971     36,400     43,424     43,784:     2,924      2,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       12.0       25.3       62.8       59.8       98.0       97.2:       2.0        2.8
Old  :     100.0:       9.9       12.0       25.3       62.8       59.8       98.0       97.2:       2.0        2.8
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  :       148:        30         39         49         66         67        124        131:
Old  :       148:        30         39         49         66         67        124        131:
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  :                 28.1       28.6       42.8       42.4       19.4       17.7       25.2       23.2
Old  :                 28.1       28.6       42.8       42.4       19.4       17.7       25.2       23.2
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, September 25, 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  :    54,634:    30,808      5,827      2,575     12,201     39,670     45,584     48,073:     9,050      6,561
Old  :    54,634:    30,808      5,827      2,575     12,201     39,670     45,584     48,073:     9,050      6,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -11,548:     4,024       -685     -2,383    -11,701     -5,785    -10,060     -8,853:    -1,487     -2,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       10.7        4.7       22.3       72.6       83.4       88.0:      16.6       12.0
Old  :     100.0:      56.4       10.7        4.7       22.3       72.6       83.4       88.0:      16.6       12.0
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  :       112:        43         20         14         26         30         75         58:
Old  :       112:        43         20         14         26         30         75         58:
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  :                 24.6       38.2       40.0       55.4       22.1       38.1       36.2       55.3
Old  :                 24.6       38.2       40.0       55.4       22.1       38.1       36.2       55.3
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, September 25, 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  :   109,267:    61,616     11,654      5,151     24,401     79,341     91,168     96,145:    18,099     13,122
Old  :   109,267:    61,616     11,654      5,151     24,401     79,341     91,168     96,145:    18,099     13,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -23,095:     8,048     -1,369     -4,765    -23,403    -11,571    -20,121    -17,705:    -2,975     -5,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       10.7        4.7       22.3       72.6       83.4       88.0:      16.6       12.0
Old  :     100.0:      56.4       10.7        4.7       22.3       72.6       83.4       88.0:      16.6       12.0
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  :       112:        43         20         14         26         30         75         58:
Old  :       112:        43         20         14         26         30         75         58:
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  :                 24.6       38.2       40.0       55.4       22.1       38.1       36.2       55.3
Old  :                 24.6       38.2       40.0       55.4       22.1       38.1       36.2       55.3
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, September 25, 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  :    26,105:     3,342        674          0     21,142     25,198     24,484     25,872:     1,621        233
Old  :    26,105:     3,342        674          0     21,142     25,198     24,484     25,872:     1,621        233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -13,388:      -202        213          0    -12,198    -12,416    -12,400    -12,203:      -988     -1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        2.6        0.0       81.0       96.5       93.8       99.1:       6.2        0.9
Old  :     100.0:      12.8        2.6        0.0       81.0       96.5       93.8       99.1:       6.2        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  :        22:         4          2          0         10         10         14         12:
Old  :        22:         4          2          0         10         10         14         12:
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  :                 67.4       85.4       85.2       97.5       66.7       85.4       84.6       97.2
Old  :                 67.4       85.4       85.2       97.5       66.7       85.4       84.6       97.2
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, September 25, 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  :    25,242:    19,062     11,438        490      5,481     13,211     25,033     25,139:       209        103
Old  :    25,242:    19,062     11,438        490      5,481     13,211     25,033     25,139:       209        103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :   -11,436:    -9,939     -7,951     -1,373       -113     -2,115    -11,425    -11,439:       -11          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       45.3        1.9       21.7       52.3       99.2       99.6:       0.8        0.4
Old  :     100.0:      75.5       45.3        1.9       21.7       52.3       99.2       99.6:       0.8        0.4
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  :        43:        24         15          2          3          3         28         19:
Old  :        43:        24         15          2          3          3         28         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  :                 58.0       76.1       80.9       92.6       56.9       76.1       77.0       90.2
Old  :                 58.0       76.1       80.9       92.6       56.9       76.1       77.0       90.2
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, September 25, 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  :    30,600:    19,200     11,279        214     11,166     16,862     30,580     28,355:        20      2,245
Old  :    30,600:    19,200     11,279        214     11,166     16,862     30,580     28,355:        20      2,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :      -819:       -34       -141          2       -770       -599       -802       -738:       -17        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       36.9        0.7       36.5       55.1       99.9       92.7:       0.1        7.3
Old  :     100.0:      62.7       36.9        0.7       36.5       55.1       99.9       92.7:       0.1        7.3
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  :        38:         4         12          1          7         15         12         27:
Old  :        38:         4         12          1          7         15         12         27:
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  :                 92.0       45.3       99.0       64.6       92.0       45.3       98.7       64.6
Old  :                 92.0       45.3       99.0       64.6       92.0       45.3       98.7       64.6
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, September 25, 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  :    16,966:    14,283      7,142          9      2,648      8,019     16,940     15,170:        26      1,796
Old  :    16,966:    14,283      7,142          9      2,648      8,019     16,940     15,170:        26      1,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2018                   :
     :       196:       176         17          0          0        294        176        311:        20       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.2       42.1        0.1       15.6       47.3       99.8       89.4:       0.2       10.6
Old  :     100.0:      84.2       42.1        0.1       15.6       47.3       99.8       89.4:       0.2       10.6
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          9          1          3         10          8         19:
Old  :        26:         4          9          1          3         10          8         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  :                 96.4       59.0       99.8       78.6       96.4       58.9       99.8       78.6
Old  :                 96.4       59.0       99.8       78.6       96.4       58.9       99.8       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 29, 2018