WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   446,411:   150,961    211,477     95,498    158,707    100,147    405,166    407,122:    41,245     39,289
Old  :   429,951:   147,120    209,931     90,797    152,046     93,118    389,963    393,846:    39,988     36,105
Other:    16,460:     8,152      5,857        390      6,661      7,029     15,203     13,276:     1,257      3,184
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -28,980:    -5,078    -21,152     -3,301    -17,475     -6,231    -25,854    -30,684:    -3,126      1,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       47.4       21.4       35.6       22.4       90.8       91.2:       9.2        8.8
Old  :     100.0:      34.2       48.8       21.1       35.4       21.7       90.7       91.6:       9.3        8.4
Other:     100.0:      49.5       35.6        2.4       40.5       42.7       92.4       80.7:       7.6       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       128        136        133        100        100        308        306:
Old  :       406:       139        131        129         99         96        305        299:
Other:       100:        13         27          8         20         46         40         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       10.9       19.9       18.6       11.7        9.0       18.8       16.6
Old  :                 11.9       11.3       20.0       19.3       11.7        9.3       18.9       17.3
Other:                 69.3       29.6       79.6       45.3       69.3       29.6       79.4       45.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   282,447:   109,626     71,840     43,502    105,855    141,807    258,983    257,149:    23,464     25,298
Old  :   273,142:   109,696     71,975     40,355     99,981    137,954    250,032    250,284:    23,110     22,858
Other:     9,305:     2,865      2,800        212      5,874      3,853      8,951      6,865:       354      2,440
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -3,753:     4,648    -14,317     -2,353     -4,457     11,809     -2,162     -4,861:    -1,591      1,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       25.4       15.4       37.5       50.2       91.7       91.0:       8.3        9.0
Old  :     100.0:      40.2       26.4       14.8       36.6       50.5       91.5       91.6:       8.5        8.4
Other:     100.0:      30.8       30.1        2.3       63.1       41.4       96.2       73.8:       3.8       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        83         49         62         86         87        195        180:
Old  :       256:        83         50         61         86         85        194        177:
Other:        67:         8         15          7         18         32         31         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  :                 16.8       23.3       29.5       34.2       13.7       16.4       23.7       25.5
Old  :                 17.3       24.1       30.3       35.2       15.1       18.2       25.2       27.6
Other:                 62.3       37.0       80.1       53.0       62.3       37.0       79.7       52.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,444,543:   438,144    352,886    231,203    589,099    678,866  1,258,446  1,262,955:   186,097    181,588
Old  :   861,361:   375,913    335,651     86,608    285,599    356,069    748,120    778,328:   113,241     83,033
Other:   583,182:   167,247    122,251     39,579    303,500    322,797    510,326    484,627:    72,856     98,555
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    30,805:    19,699    -98,018     39,755    -34,020     75,596     25,434     17,333:     5,371     13,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       24.4       16.0       40.8       47.0       87.1       87.4:      12.9       12.6
Old  :     100.0:      43.6       39.0       10.1       33.2       41.3       86.9       90.4:      13.1        9.6
Other:     100.0:      28.7       21.0        6.8       52.0       55.4       87.5       83.1:      12.5       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       208        140        190        261        300        568        561:
Old  :       674:       191        138        105        224        235        468        430:
Other:       591:       136        128         80        144        271        329        436:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5        9.5       17.7       15.7        8.9        7.8       14.8       12.9
Old  :                 10.4       13.4       17.6       23.0        9.6       12.9       16.5       21.1
Other:                 19.6       10.0       27.9       17.3       15.8        7.8       22.9       13.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,095:     1,934        532        212      2,082      5,435      4,228      6,179:     2,867        916
Old  :     7,095:     1,934        532        212      2,082      5,435      4,228      6,179:     2,867        916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :       228:        -3       -166        -81         17        431        -67        184:       295         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        7.5        3.0       29.3       76.6       59.6       87.1:      40.4       12.9
Old  :     100.0:      27.3        7.5        3.0       29.3       76.6       59.6       87.1:      40.4       12.9
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  :        37:        14          8          4          6         11         24         19:
Old  :        37:        14          8          4          6         11         24         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  :                 32.0       54.8       42.2       72.4       20.7       47.9       29.8       60.4
Old  :                 32.0       54.8       42.2       72.4       20.7       47.9       29.8       60.4
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   700,351:   159,501    205,457    103,340    385,745    295,935    648,586    604,732:    51,765     95,619
Old  :   309,806:    96,309    116,898     22,777    163,543    137,398    282,629    277,073:    27,177     32,733
Other:   390,545:   117,473    142,840     26,282    222,202    158,537    365,957    327,659:    24,588     62,886
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -6,413:     2,654    -18,272      3,344    -10,271     11,215     -4,273     -3,713:    -2,140     -2,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       29.3       14.8       55.1       42.3       92.6       86.3:       7.4       13.7
Old  :     100.0:      31.1       37.7        7.4       52.8       44.3       91.2       89.4:       8.8       10.6
Other:     100.0:      30.1       36.6        6.7       56.9       40.6       93.7       83.9:       6.3       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       589:       153        162        172        165        204        419        467:
Old  :       492:       163        107         71        130        151        321        303:
Other:       511:       116        165         88        112        187        283        389:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       12.7       25.5       18.9       16.5       12.3       23.8       17.8
Old  :                 20.2       21.9       30.3       32.1       19.9       21.7       29.7       30.9
Other:                 18.3       10.6       29.1       19.7       17.5       10.0       27.5       18.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   418,033:   119,857    114,500     79,734    186,033    191,132    385,624    385,366:    32,409     32,667
Old  :   208,012:    81,503     80,538     21,421     88,395     85,769    191,319    187,728:    16,693     20,284
Other:   210,021:    67,954     63,562     28,713     97,638    105,363    194,305    197,638:    15,716     12,383
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -39,175:    -4,324    -15,999    -16,102    -18,766     -4,181    -39,192    -36,282:        17     -2,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       27.4       19.1       44.5       45.7       92.2       92.2:       7.8        7.8
Old  :     100.0:      39.2       38.7       10.3       42.5       41.2       92.0       90.2:       8.0        9.8
Other:     100.0:      32.4       30.3       13.7       46.5       50.2       92.5       94.1:       7.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       100         89        120         92         73        262        249:
Old  :       290:        94         80         64         74         60        202        182:
Other:       241:        68         74         63         60         58        170        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       21.6       16.1       28.9        9.7       18.6       15.7       25.7
Old  :                 12.8       17.5       23.6       30.0       12.8       15.2       23.6       27.6
Other:                 16.1       28.0       25.9       39.4       15.9       25.1       25.4       35.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   733,740:   176,070    117,261      9,378    376,387    446,275    561,835    572,914:   171,905    160,826
Old  :   733,740:   176,070    117,261      9,378    376,387    446,275    561,835    572,914:   171,905    160,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    29,726:    16,705    -19,194       -390      2,970     50,451     19,285     30,867:    10,441     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       16.0        1.3       51.3       60.8       76.6       78.1:      23.4       21.9
Old  :     100.0:      24.0       16.0        1.3       51.3       60.8       76.6       78.1:      23.4       21.9
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  :       162:        46         22         15         65         71        115        104:
Old  :       162:        46         22         15         65         71        115        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       20.4       30.7       33.4       15.3       18.9       23.6       27.2
Old  :                 21.5       20.4       30.7       33.4       15.3       18.9       23.6       27.2
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   763,238:    33,308    131,263     17,310    594,468    529,116    645,086    677,689:   118,152     85,549
Old  :   763,238:    33,308    131,263     17,310    594,468    529,116    645,086    677,689:   118,152     85,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -15,432:    -6,037     -7,131       -696     -6,044     -3,530    -12,777    -11,357:    -2,655     -4,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       17.2        2.3       77.9       69.3       84.5       88.8:      15.5       11.2
Old  :     100.0:       4.4       17.2        2.3       77.9       69.3       84.5       88.8:      15.5       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  :       113:        13         14         11         64         65         84         83:
Old  :       113:        13         14         11         64         65         84         83:
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  :                 19.2       33.0       33.2       48.4       14.6       32.3       24.8       45.1
Old  :                 19.2       33.0       33.2       48.4       14.6       32.3       24.8       45.1
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,555:     1,044        363        553        648      1,479      2,245      2,395:       310        160
Old  :     2,555:     1,044        363        553        648      1,479      2,245      2,395:       310        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :      -399:       -87        221        -62       -306       -592       -455       -433:        56         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       14.2       21.6       25.4       57.9       87.9       93.7:      12.1        6.3
Old  :     100.0:      40.9       14.2       21.6       25.4       57.9       87.9       93.7:      12.1        6.3
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  :        25:        11          4          5          5          9         18         16:
Old  :        25:        11          4          5          5          9         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       59.1       69.3       80.1       29.9       39.1       40.4       49.3
Old  :                 48.8       59.1       69.3       80.1       29.9       39.1       40.4       49.3
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   409,166:    98,541    103,386     70,262    197,170    195,144    365,973    368,792:    43,193     40,374
Old  :   203,099:    67,062     68,211     21,373     87,827     87,506    176,262    177,090:    26,837     26,009
Other:   206,067:    54,887     58,583     25,481    109,343    107,638    189,711    191,702:    16,356     14,365
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -4,732:     2,579     -2,994       -969     -6,352       -752     -4,742     -4,715:        10        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.3       17.2       48.2       47.7       89.4       90.1:      10.6        9.9
Old  :     100.0:      33.0       33.6       10.5       43.2       43.1       86.8       87.2:      13.2       12.8
Other:     100.0:      26.6       28.4       12.4       53.1       52.2       92.1       93.0:       7.9        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        82         62         87        102         98        235        222:
Old  :       267:        84         54         50         91         81        195        171:
Other:       220:        60         56         45         75         63        165        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  :                 13.4       20.0       19.7       26.3       10.4       14.0       16.1       19.7
Old  :                 15.8       18.0       25.3       28.1       15.8       17.5       24.7       27.4
Other:                 15.1       27.6       24.5       38.0       14.8       23.4       23.3       32.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,473:     3,102      2,032        289      3,930      5,590      7,321      7,911:     2,152      1,562
Old  :     5,163:     1,694      1,730          0      2,164      2,698      3,858      4,428:     1,305        735
Other:     4,310:     1,626        520         71      1,766      2,892      3,463      3,483:       847        827
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :       449:       211         45         55         73        487        339        587:       110       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       21.5        3.1       41.5       59.0       77.3       83.5:      22.7       16.5
Old  :     100.0:      32.8       33.5        0.0       41.9       52.3       74.7       85.8:      25.3       14.2
Other:     100.0:      37.7       12.1        1.6       41.0       67.1       80.3       80.8:      19.7       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        19         17          8         20         13         45         33:
Old  :        54:        18         14          0         13          9         31         23:
Other:        46:        13         10          3         13         11         29         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.7       37.0       51.3       59.5       38.7       37.0       51.3       59.5
Old  :                 31.6       38.2       48.4       62.3       31.6       38.2       48.4       62.3
Other:                 54.2       54.9       66.4       68.7       54.2       54.9       66.4       68.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,385,338:   262,864    343,029     48,513    950,129    846,402  1,261,506  1,237,944:   123,832    147,394
Old  : 1,385,338:   262,864    343,029     48,513    950,129    846,402  1,261,506  1,237,944:   123,832    147,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    18,999:    14,543     55,390     -8,151     16,384    -25,407     22,776     21,832:    -3,777     -2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       24.8        3.5       68.6       61.1       91.1       89.4:       8.9       10.6
Old  :     100.0:      19.0       24.8        3.5       68.6       61.1       91.1       89.4:       8.9       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  :       280:        60         59         34        106        112        178        193:
Old  :       280:        60         59         34        106        112        178        193:
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  :                 18.9       25.8       30.5       35.4       18.8       23.7       28.5       31.4
Old  :                 18.9       25.8       30.5       35.4       18.8       23.7       28.5       31.4
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,180,408:   830,911    556,942    115,620  1,861,367  1,977,660  2,807,898  2,650,222:   372,510    530,186
Old  : 3,180,408:   830,911    556,942    115,620  1,861,367  1,977,660  2,807,898  2,650,222:   372,510    530,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -28,170:   -47,983   -109,886     12,461      3,378     59,697    -32,144    -37,728:     3,974      9,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       17.5        3.6       58.5       62.2       88.3       83.3:      11.7       16.7
Old  :     100.0:      26.1       17.5        3.6       58.5       62.2       88.3       83.3:      11.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:        72         98         55        151        176        255        297:
Old  :       396:        72         98         55        151        176        255        297:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       17.3       36.3       25.7       25.3       14.5       33.2       19.9
Old  :                 27.5       17.3       36.3       25.7       25.3       14.5       33.2       19.9
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   366,075:    65,644     38,443      4,112    207,700    215,468    277,456    258,023:    88,619    108,052
Old  :   366,075:    65,644     38,443      4,112    207,700    215,468    277,456    258,023:    88,619    108,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :     1,353:    -9,226     -3,320      1,169      8,919      5,852        862      3,701:       491     -2,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.5        1.1       56.7       58.9       75.8       70.5:      24.2       29.5
Old  :     100.0:      17.9       10.5        1.1       56.7       58.9       75.8       70.5:      24.2       29.5
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  :        60:         8          6          7         37         38         50         46:
Old  :        60:         8          6          7         37         38         50         46:
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  :                 38.6       26.1       50.4       38.3       38.2       25.1       50.0       36.1
Old  :                 38.6       26.1       50.4       38.3       38.2       25.1       50.0       36.1
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,173,532:   556,451    609,253     84,621  2,237,283  2,126,566  2,878,355  2,820,440:   295,177    353,092
Old  : 3,173,532:   556,451    609,253     84,621  2,237,283  2,126,566  2,878,355  2,820,440:   295,177    353,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -42,722:    24,790    -17,712    -14,817    -47,184       -824    -37,211    -33,353:    -5,511     -9,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       19.2        2.7       70.5       67.0       90.7       88.9:       9.3       11.1
Old  :     100.0:      17.5       19.2        2.7       70.5       67.0       90.7       88.9:       9.3       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        43         69         42        114        143        185        226:
Old  :       291:        43         69         42        114        143        185        226:
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  :                 37.2       19.9       48.1       31.7       31.3       19.4       41.8       30.2
Old  :                 37.2       19.9       48.1       31.7       31.3       19.4       41.8       30.2
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,679,957:   326,953    294,854    334,699    967,196    990,171  1,628,848  1,619,724:    51,109     60,233
Old  : 1,679,957:   326,953    294,854    334,699    967,196    990,171  1,628,848  1,619,724:    51,109     60,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    71,643:     5,787    -27,267     29,039     32,306     66,422     67,132     68,194:     4,511      3,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       17.6       19.9       57.6       58.9       97.0       96.4:       3.0        3.6
Old  :     100.0:      19.5       17.6       19.9       57.6       58.9       97.0       96.4:       3.0        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        25         38         48         62         67        115        132:
Old  :       143:        25         38         48         62         67        115        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       19.7       52.6       33.7       25.5       11.5       31.9       18.2
Old  :                 34.8       19.7       52.6       33.7       25.5       11.5       31.9       18.2
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    71,798:    33,725      7,030      4,180     23,062     49,159     60,967     60,368:    10,831     11,430
Old  :    71,798:    33,725      7,030      4,180     23,062     49,159     60,967     60,368:    10,831     11,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :     9,455:     2,075        124      1,080      4,777      5,797      7,932      7,001:     1,524      2,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        9.8        5.8       32.1       68.5       84.9       84.1:      15.1       15.9
Old  :     100.0:      47.0        9.8        5.8       32.1       68.5       84.9       84.1:      15.1       15.9
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  :       120:        48         16         13         38         33         91         60:
Old  :       120:        48         16         13         38         33         91         60:
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  :                 22.2       29.6       32.9       50.4       19.7       26.7       30.3       43.6
Old  :                 22.2       29.6       32.9       50.4       19.7       26.7       30.3       43.6
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   143,596:    67,450     14,059      8,360     46,124     98,317    121,934    120,736:    21,662     22,860
Old  :   143,596:    67,450     14,059      8,360     46,124     98,317    121,934    120,736:    21,662     22,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    18,910:     4,150        248      2,159      9,554     11,594     15,863     14,001:     3,047      4,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        9.8        5.8       32.1       68.5       84.9       84.1:      15.1       15.9
Old  :     100.0:      47.0        9.8        5.8       32.1       68.5       84.9       84.1:      15.1       15.9
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  :       120:        48         16         13         38         33         91         60:
Old  :       120:        48         16         13         38         33         91         60:
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  :                 22.2       29.6       32.9       50.4       19.7       26.7       30.3       43.6
Old  :                 22.2       29.6       32.9       50.4       19.7       26.7       30.3       43.6
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    46,393:    44,267     45,537        746      1,294          0     46,307     46,283:        86        110
Old  :    46,393:    44,267     45,537        746      1,294          0     46,307     46,283:        86        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :      -661:    -1,029     -1,007        342          0          0       -687       -665:        26          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      95.4       98.2        1.6        2.8        0.0       99.8       99.8:       0.2        0.2
Old  :     100.0:      95.4       98.2        1.6        2.8        0.0       99.8       99.8:       0.2        0.2
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  :        40:        24         14          3          1          0         27         16:
Old  :        40:        24         14          3          1          0         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       89.5       87.6       97.3       69.7       89.5       87.6       96.3
Old  :                 69.7       89.5       87.6       97.3       69.7       89.5       87.6       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,127:     5,111      6,058         92     23,878     22,879     29,081     29,029:        46         98
Old  :    29,127:     5,111      6,058         92     23,878     22,879     29,081     29,029:        46         98
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :      -957:       781        636       -497     -1,227     -1,098       -943       -959:       -14          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.8        0.3       82.0       78.5       99.8       99.7:       0.2        0.3
Old  :     100.0:      17.5       20.8        0.3       82.0       78.5       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12         13          1          9         17         21         31:
Old  :        48:        12         13          1          9         17         21         31:
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  :                 80.1       53.6       93.6       71.7       80.1       53.6       93.2       71.7
Old  :                 80.1       53.6       93.6       71.7       80.1       53.6       93.2       71.7
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 - Futures Only, June 13, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,027:     8,116      4,466      1,458     17,427     21,037     27,001     26,961:        26         66
Old  :    27,027:     8,116      4,466      1,458     17,427     21,037     27,001     26,961:        26         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :       797:      -993     -1,117      1,431        365        484        803        798:        -6         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       16.5        5.4       64.5       77.8       99.9       99.8:       0.1        0.2
Old  :     100.0:      30.0       16.5        5.4       64.5       77.8       99.9       99.8:       0.1        0.2
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  :        34:        10          9          1          5         11         15         21:
Old  :        34:        10          9          1          5         11         15         21:
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  :                 86.4       65.2       97.8       87.6       81.0       65.2       92.2       85.4
Old  :                 86.4       65.2       97.8       87.6       81.0       65.2       92.2       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 16, 2017