WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      678,322
COMMITMENTS
 162,893   99,674  231,143  240,969  292,717  635,005  623,534   43,317   54,788

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     28,206)
  13,507    1,927    8,784      583   17,326   22,874   28,037    5,333      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     14.7     34.1     35.5     43.2     93.6     91.9      6.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
     149      149      176      112      139      366      371                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,761
COMMITMENTS
   3,110      970    1,430   15,091   16,643   19,631   19,043      130      718

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -3,768)
  -2,560      870      330   -1,298   -5,072   -3,528   -3,872     -240      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      4.9      7.2     76.4     84.2     99.3     96.4      0.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        2        5       15       14       25       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      317,248
COMMITMENTS
  95,372   36,553   72,635  123,872  182,832  291,879  292,021   25,369   25,228

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      4,710)
   6,388   -5,994   -1,102   -3,721   10,024    1,564    2,928    3,146    1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     11.5     22.9     39.0     57.6     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      92       53       84       82      105      214      214                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,287,244
COMMITMENTS
 436,843  384,639  664,846  965,745  999,078  2067433  2048562  219,811  238,682

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -82,736)
 -23,161  -44,585  -31,369  -16,843   -8,316  -71,373  -84,271  -11,363    1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     16.8     29.1     42.2     43.7     90.4     89.6      9.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      953)
     248      175      273      425      444      799      786                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,708
COMMITMENTS
   1,327      536      219    1,259    2,350    2,804    3,105    1,903    1,602

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -642)
     124     -595       29     -358      200     -205     -366     -437     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     11.4      4.6     26.7     49.9     59.6     66.0     40.4     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        5        8        8       18       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      989,374
COMMITMENTS
 147,681  189,142  293,095  475,152  411,313  915,927  893,550   73,447   95,824

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -11,411)
  -9,000   -6,461   -7,478   12,216    2,166   -4,262  -11,773   -7,149      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     19.1     29.6     48.0     41.6     92.6     90.3      7.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     200      199      242      220      250      546      575                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,969
COMMITMENTS
  10,171    3,920      172        9    6,939   10,352   11,031   13,617   12,938

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        9        6        1       21        7       32                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      552,033
COMMITMENTS
 107,784  164,289  146,564  258,036  207,613  512,383  518,466   39,650   33,567

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      9,937)
   2,881      307   13,195   -6,231   -4,156    9,846    9,347       90      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     29.8     26.5     46.7     37.6     92.8     93.9      7.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      89      127      131       97       88      271      291                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,014,408
COMMITMENTS
 131,743  169,763  116,312  613,299  536,308  861,353  822,382  153,055  192,026

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     28,894)
  11,364   25,241    9,396    8,809   -2,857   29,569   31,780     -675   -2,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     16.7     11.5     60.5     52.9     84.9     81.1     15.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      48       32       53       93       95      161      160                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,034,858
COMMITMENTS
 102,523  322,924   24,380  772,802  586,591  899,705  933,895  135,153  100,963

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     11,412)
   6,302    3,850    9,913     -839   -3,215   15,377   10,548   -3,965      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     31.2      2.4     74.7     56.7     86.9     90.2     13.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      19       22       24       70       68      102      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      559,065
COMMITMENTS
 120,716   38,629  158,298  227,830  325,742  506,844  522,668   52,221   36,397

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -9,977)
  -6,791    1,037   -2,855      524   -8,095   -9,122   -9,913     -855      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      6.9     28.3     40.8     58.3     90.7     93.5      9.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     111       47      119      117      104      282      243                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,046
COMMITMENTS
   2,273    1,353      786    4,339    5,736    7,398    7,874    1,648    1,172

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:         36)
     -81       65      344      -34     -338      228       70     -192      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     15.0      8.7     48.0     63.4     81.8     87.0     18.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        9       12       14       17       38       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,994,925
COMMITMENTS
 432,791  526,028  133,263  1310374  1157316  1876427  1816607  118,498  178,318

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    -17,073)
  -3,625  -10,698   -5,585   -3,304    5,178  -12,514  -11,106   -4,559   -5,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     26.4      6.7     65.7     58.0     94.1     91.1      5.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      65       74       52      149      145      239      246                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,377,247
COMMITMENTS
 522,942  1085469  505,872  2986647  2231272  4015461  3822612  361,785  554,634

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     37,834)
  34,846   24,387   -8,407    6,525   24,389   32,965   40,370    4,869   -2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     24.8     11.6     68.2     51.0     91.7     87.3      8.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
      74      106      101      214      226      345      376                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      572,410
COMMITMENTS
  64,003   71,130   13,326  390,495  316,773  467,824  401,229  104,586  171,181

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       15       12       59       55       81       73                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,394,957
COMMITMENTS
 511,318  1354359  353,606  3234948  2255351  4099872  3963316  295,085  431,642

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:    238,368)
   3,207   36,315   70,301  158,296  147,583  231,804  254,199    6,564  -15,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     30.8      8.0     73.6     51.3     93.3     90.2      6.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      49       78       66      153      167      246      267                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,779,097
COMMITMENTS
 222,027  140,784  480,519  1042657  1097512  1745203  1718815   33,893   60,281

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:   -210,226)
 -66,822   11,003  -60,698  -85,474 -158,899 -212,994 -208,595    2,768   -1,632

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      32       32       46       61       68      114      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,497
COMMITMENTS
  22,850    8,210    1,903   17,877   34,248   42,631   44,361    8,867    7,137

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      3,501)
   2,510      308      298      540    3,019    3,348    3,624      153     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     15.9      3.7     34.7     66.5     82.8     86.1     17.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      40       20       11       27       30       73       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,995
COMMITMENTS
  45,701   16,419    3,806   35,755   68,496   85,262   88,721   17,733   14,274

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:      7,003)
   5,021      615      595    1,080    6,038    6,696    7,249      307     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     15.9      3.7     34.7     66.5     82.8     86.1     17.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      40       20       11       27       30       73       55                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,130
COMMITMENTS
   2,657      713        0   24,761   28,145   27,418   28,858    1,712      272

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

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

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

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

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

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

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

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

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

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

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

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



Updated August 10, 2018