WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 03, 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  :   410,738:   164,638    149,881     64,966    146,041    150,389    375,645    365,236:    35,093     45,502
Old  :   386,637:   158,196    148,597     59,196    136,291    138,759    353,683    346,552:    32,954     40,085
Other:    24,101:     9,209      4,051      3,003      9,750     11,630     21,962     18,684:     2,139      5,417
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     5,945:    18,341     -5,595    -11,394      2,455     16,729      9,402       -260:    -3,457      6,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       36.5       15.8       35.6       36.6       91.5       88.9:       8.5       11.1
Old  :     100.0:      40.9       38.4       15.3       35.3       35.9       91.5       89.6:       8.5       10.4
Other:     100.0:      38.2       16.8       12.5       40.5       48.3       91.1       77.5:       8.9       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       120        136        113         80        111        275        295:
Old  :       398:       123        132        109         75        108        266        289:
Other:       134:        22         28         12         29         63         60         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7        9.7       23.9       17.8       13.5        8.3       21.5       14.7
Old  :                 14.8        9.8       24.4       17.7       13.8        8.0       22.2       14.6
Other:                 50.1       29.7       63.7       38.0       46.6       24.7       57.3       31.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 03, 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  :   261,240:   107,063     30,777     37,938     94,077    168,461    239,078    237,176:    22,162     24,064
Old  :   246,739:   107,087     31,056     33,855     84,652    161,980    225,594    226,891:    21,145     19,848
Other:    14,501:     3,323      3,068        736      9,425      6,481     13,484     10,285:     1,017      4,216
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -1,553:       396     -9,806     -2,361       -950     10,711     -2,915     -1,456:     1,362        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       11.8       14.5       36.0       64.5       91.5       90.8:       8.5        9.2
Old  :     100.0:      43.4       12.6       13.7       34.3       65.6       91.4       92.0:       8.6        8.0
Other:     100.0:      22.9       21.2        5.1       65.0       44.7       93.0       70.9:       7.0       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        84         41         60         70         97        177        181:
Old  :       247:        85         40         54         69         93        173        172:
Other:        99:         8         22          8         22         58         37         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       27.9       28.1       37.4       14.3       20.9       23.0       29.3
Old  :                 17.0       29.5       29.4       39.3       15.3       24.7       24.4       33.3
Other:                 58.9       25.9       73.2       39.0       58.4       25.6       72.5       36.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 03, 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  : 1,330,520:   375,785    332,305    151,866    620,407    664,965  1,148,058  1,149,136:   182,462    181,384
Old  :   606,019:   290,211    183,973     22,884    220,870    336,992    533,965    543,849:    72,054     62,170
Other:   724,501:   170,079    232,837     44,477    399,537    327,973    614,093    605,287:   110,408    119,214
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -31,148:    11,700    -62,788    -35,600     -5,840     58,573    -29,740    -39,815:    -1,408      8,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       25.0       11.4       46.6       50.0       86.3       86.4:      13.7       13.6
Old  :     100.0:      47.9       30.4        3.8       36.4       55.6       88.1       89.7:      11.9       10.3
Other:     100.0:      23.5       32.1        6.1       55.1       45.3       84.8       83.5:      15.2       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       176        139        172        259        302        532        540:
Old  :       604:       149        119         47        183        204        356        348:
Other:       626:       146        123         88        179        277        374        444:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       11.6       19.2       18.3        9.5        9.5       16.0       14.6
Old  :                 14.8       20.5       24.2       32.6       14.0       20.4       22.6       32.4
Other:                 17.0        9.8       26.0       16.6       15.0        8.8       22.1       14.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 03, 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  :     6,506:     2,842        636        282        624      4,475      3,748      5,393:     2,758      1,113
Old  :     6,506:     2,842        636        282        624      4,475      3,748      5,393:     2,758      1,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       472:       314        166        118         66        -39        498        245:       -26        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        9.8        4.3        9.6       68.8       57.6       82.9:      42.4       17.1
Old  :     100.0:      43.7        9.8        4.3        9.6       68.8       57.6       82.9:      42.4       17.1
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  :        38:        20          5          5          8          9         32         15:
Old  :        38:        20          5          5          8          9         32         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       49.4       27.9       68.1       15.8       49.1       27.2       66.6
Old  :                 15.8       49.4       27.9       68.1       15.8       49.1       27.2       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 03, 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  :   658,517:   143,625    203,054     91,679    370,292    278,512    605,596    573,245:    52,921     85,272
Old  :   114,507:    32,646     30,160      3,701     68,259     64,616    104,606     98,477:     9,901     16,030
Other:   544,010:   138,661    200,576     60,296    302,033    213,896    500,990    474,768:    43,020     69,242
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -26,447:     6,385    -28,726     -9,764    -23,079     19,568    -26,458    -18,922:        11     -7,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       30.8       13.9       56.2       42.3       92.0       87.1:       8.0       12.9
Old  :     100.0:      28.5       26.3        3.2       59.6       56.4       91.4       86.0:       8.6       14.0
Other:     100.0:      25.5       36.9       11.1       55.5       39.3       92.1       87.3:       7.9       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       555:       140        154        162        158        202        395        441:
Old  :       330:        68         74         21         79        125        162        210:
Other:       538:       144        143        123        129        191        339        405:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       11.7       26.7       18.9       16.2       10.9       23.4       16.7
Old  :                 29.3       34.2       40.4       42.8       29.0       34.2       40.0       42.6
Other:                 16.5        9.8       27.4       17.6       16.1        9.0       24.5       15.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 03, 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  :   374,673:   106,561     70,595     62,705    164,426    210,304    333,692    343,604:    40,981     31,069
Old  :   122,120:    34,465     14,758     17,084     58,114     78,990    109,663    110,832:    12,457     11,288
Other:   252,553:    87,145     70,886     30,572    106,312    131,314    224,029    232,772:    28,524     19,781
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -5,239:      -729    -11,160    -10,437     -3,448     14,801    -14,614     -6,796:     9,375      1,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       18.8       16.7       43.9       56.1       89.1       91.7:      10.9        8.3
Old  :     100.0:      28.2       12.1       14.0       47.6       64.7       89.8       90.8:      10.2        9.2
Other:     100.0:      34.5       28.1       12.1       42.1       52.0       88.7       92.2:      11.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        99         69        116         83         76        244        229:
Old  :       210:        59         45         59         55         57        149        140:
Other:       258:        81         69         74         58         63        179        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       29.4       18.9       36.4       11.3       27.5       18.1       34.3
Old  :                 20.0       30.1       33.5       39.2       20.0       28.4       33.5       37.3
Other:                 16.6       29.2       25.6       38.5       15.9       27.3       24.5       36.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 03, 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  :   734,560:   184,378    117,357     12,216    375,495    439,292    572,089    568,865:   162,471    165,695
Old  :   734,560:   184,378    117,357     12,216    375,495    439,292    572,089    568,865:   162,471    165,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -16,254:    -1,814    -14,253     -3,141        850     -8,015     -4,105    -25,409:   -12,149      9,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       16.0        1.7       51.1       59.8       77.9       77.4:      22.1       22.6
Old  :     100.0:      25.1       16.0        1.7       51.1       59.8       77.9       77.4:      22.1       22.6
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  :       171:        46         25         17         63         78        115        114:
Old  :       171:        46         25         17         63         78        115        114:
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  :                 21.7       22.0       33.3       34.5       16.9       18.9       25.6       26.4
Old  :                 21.7       22.0       33.3       34.5       16.9       18.9       25.6       26.4
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, July 03, 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  :   795,328:    80,930    145,115      8,835    586,700    546,093    676,465    700,043:   118,863     95,285
Old  :   795,328:    80,930    145,115      8,835    586,700    546,093    676,465    700,043:   118,863     95,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    11,371:    15,050      4,279     -2,632        969      3,590     13,387      5,237:    -2,016      6,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.2        1.1       73.8       68.7       85.1       88.0:      14.9       12.0
Old  :     100.0:      10.2       18.2        1.1       73.8       68.7       85.1       88.0:      14.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        14         13          7         59         65         76         82:
Old  :       113:        14         13          7         59         65         76         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       31.8       35.7       44.7       17.1       31.8       27.8       42.9
Old  :                 21.4       31.8       35.7       44.7       17.1       31.8       27.8       42.9
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, July 03, 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  :     2,313:       686        438        415        980      1,314      2,081      2,167:       232        146
Old  :     2,313:       686        438        415        980      1,314      2,081      2,167:       232        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :        44:         4        126        -43        116        -37         77         46:       -33         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       18.9       17.9       42.4       56.8       90.0       93.7:      10.0        6.3
Old  :     100.0:      29.7       18.9       17.9       42.4       56.8       90.0       93.7:      10.0        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  :        21:         7          3          3          6          8         14         13:
Old  :        21:         7          3          3          6          8         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       58.7       76.4       83.9       37.0       44.7       45.8       54.2
Old  :                 57.0       58.7       76.4       83.9       37.0       44.7       45.8       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 03, 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  :   364,845:    78,414     98,348     59,751    182,212    165,556    320,377    323,655:    44,468     41,190
Old  :    98,033:    22,750     20,656      5,850     51,090     57,124     79,690     83,630:    18,343     14,403
Other:   266,812:    72,616     94,644     36,949    131,122    108,432    240,687    240,025:    26,125     26,787
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -18,904:    -7,706    -15,917     -5,464     -9,847     -1,099    -23,017    -22,480:     4,113      3,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       27.0       16.4       49.9       45.4       87.8       88.7:      12.2       11.3
Old  :     100.0:      23.2       21.1        6.0       52.1       58.3       81.3       85.3:      18.7       14.7
Other:     100.0:      27.2       35.5       13.8       49.1       40.6       90.2       90.0:       9.8       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        72         58         70         96         81        208        188:
Old  :       186:        48         31         23         76         61        135        106:
Other:       232:        66         61         52         81         61        178        146:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       19.8       21.9       26.3       13.5       14.0       19.0       20.2
Old  :                 22.3       24.1       31.1       35.9       22.3       23.0       30.9       34.7
Other:                 15.3       22.5       23.9       31.2       14.1       18.2       21.2       26.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 03, 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  :     9,327:     3,429      2,236        227      3,708      5,241      7,364      7,704:     1,963      1,623
Old  :     9,327:     3,429      2,236        227      3,708      5,241      7,364      7,704:     1,963      1,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :      -143:       210        264       -148        -65       -247         -3       -131:      -140        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       24.0        2.4       39.8       56.2       79.0       82.6:      21.0       17.4
Old  :     100.0:      36.8       24.0        2.4       39.8       56.2       79.0       82.6:      21.0       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         15          9         20         11         49         30:
Old  :        64:        22         15          9         20         11         49         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       44.7       51.1       61.1       40.1       44.5       51.1       60.7
Old  :                 40.1       44.7       51.1       61.1       40.1       44.5       51.1       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 03, 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  : 1,365,365:   179,819    437,006     40,320  1,023,567    721,605  1,243,706  1,198,931:   121,659    166,434
Old  : 1,365,365:   179,819    437,006     40,320  1,023,567    721,605  1,243,706  1,198,931:   121,659    166,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    70,432:   -32,296     82,933      3,999    100,600    -22,212     72,303     64,720:    -1,871      5,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       32.0        3.0       75.0       52.9       91.1       87.8:       8.9       12.2
Old  :     100.0:      13.2       32.0        3.0       75.0       52.9       91.1       87.8:       8.9       12.2
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  :       258:        43         58         28        111         99        168        171:
Old  :       258:        43         58         28        111         99        168        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       25.2       32.9       36.2       20.6       24.2       30.9       33.1
Old  :                 20.6       25.2       32.9       36.2       20.6       24.2       30.9       33.1
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, July 03, 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  : 3,087,863:   824,954    561,992    115,649  1,789,473  1,891,070  2,730,076  2,568,711:   357,787    519,152
Old  : 3,087,863:   824,954    561,992    115,649  1,789,473  1,891,070  2,730,076  2,568,711:   357,787    519,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -49,221:   -10,417     28,719    -15,040    -12,268    -54,545    -37,725    -40,866:   -11,496     -8,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       18.2        3.7       58.0       61.2       88.4       83.2:      11.6       16.8
Old  :     100.0:      26.7       18.2        3.7       58.0       61.2       88.4       83.2:      11.6       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:        77         97         62        141        173        255        295:
Old  :       394:        77         97         62        141        173        255        295:
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  :                 27.7       16.5       37.2       24.3       25.3       13.6       33.0       19.1
Old  :                 27.7       16.5       37.2       24.3       25.3       13.6       33.0       19.1
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, July 03, 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  :   395,851:    81,424     52,455      4,453    222,565    216,514    308,442    273,422:    87,409    122,429
Old  :   395,851:    81,424     52,455      4,453    222,565    216,514    308,442    273,422:    87,409    122,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     8,989:    -5,600     -3,742      3,164      6,917     -1,097      4,481     -1,675:     4,508     10,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       13.3        1.1       56.2       54.7       77.9       69.1:      22.1       30.9
Old  :     100.0:      20.6       13.3        1.1       56.2       54.7       77.9       69.1:      22.1       30.9
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  :        62:         9          8          6         34         36         47         46:
Old  :        62:         9          8          6         34         36         47         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  :                 36.6       29.8       50.1       40.1       36.3       28.9       49.7       38.0
Old  :                 36.6       29.8       50.1       40.1       36.3       28.9       49.7       38.0
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, July 03, 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  : 3,064,766:   403,416    622,709     59,101  2,332,780  2,009,330  2,795,297  2,691,140:   269,469    373,626
Old  : 3,064,766:   403,416    622,709     59,101  2,332,780  2,009,330  2,795,297  2,691,140:   269,469    373,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -49,116:   -66,140    -18,573     -7,843     23,607    -26,969    -50,376    -53,385:     1,260      4,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       20.3        1.9       76.1       65.6       91.2       87.8:       8.8       12.2
Old  :     100.0:      13.2       20.3        1.9       76.1       65.6       91.2       87.8:       8.8       12.2
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  :       298:        47         69         37        115        148        185        231:
Old  :       298:        47         69         37        115        148        185        231:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       18.8       52.0       29.6       37.1       18.2       46.5       27.9
Old  :                 40.7       18.8       52.0       29.6       37.1       18.2       46.5       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 03, 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  : 1,569,925:   191,926    370,857    311,873  1,025,067    825,698  1,528,866  1,508,428:    41,059     61,497
Old  : 1,569,925:   191,926    370,857    311,873  1,025,067    825,698  1,528,866  1,508,428:    41,059     61,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :  -128,649:   -20,155     -7,124    -26,108    -78,415    -90,565   -124,678   -123,797:    -3,971     -4,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       23.6       19.9       65.3       52.6       97.4       96.1:       2.6        3.9
Old  :     100.0:      12.2       23.6       19.9       65.3       52.6       97.4       96.1:       2.6        3.9
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  :       148:        13         54         56         57         69        117        141:
Old  :       148:        13         54         56         57         69        117        141:
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  :                 32.8       19.4       50.1       31.2       27.0       12.8       32.2       18.7
Old  :                 32.8       19.4       50.1       31.2       27.0       12.8       32.2       18.7
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, July 03, 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  :    67,412:    40,831      4,205      3,391     14,372     50,183     58,593     57,778:     8,819      9,634
Old  :    67,412:    40,831      4,205      3,391     14,372     50,183     58,593     57,778:     8,819      9,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,744:     1,885       -832       -280       -152      1,609      1,454        497:       291      1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6        6.2        5.0       21.3       74.4       86.9       85.7:      13.1       14.3
Old  :     100.0:      60.6        6.2        5.0       21.3       74.4       86.9       85.7:      13.1       14.3
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  :       113:        43         18          7         25         32         69         56:
Old  :       113:        43         18          7         25         32         69         56:
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  :                 27.2       35.3       41.3       56.6       23.4       33.7       37.5       55.0
Old  :                 27.2       35.3       41.3       56.6       23.4       33.7       37.5       55.0
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, July 03, 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  :   134,823:    81,661      8,410      6,781     28,743    100,365    117,185    115,556:    17,638     19,267
Old  :   134,823:    81,661      8,410      6,781     28,743    100,365    117,185    115,556:    17,638     19,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     3,488:     3,770     -1,664       -559       -304      3,217      2,907        994:       581      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6        6.2        5.0       21.3       74.4       86.9       85.7:      13.1       14.3
Old  :     100.0:      60.6        6.2        5.0       21.3       74.4       86.9       85.7:      13.1       14.3
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  :       113:        43         18          7         25         32         69         56:
Old  :       113:        43         18          7         25         32         69         56:
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  :                 27.2       35.3       41.3       56.6       23.4       33.7       37.5       55.0
Old  :                 27.2       35.3       41.3       56.6       23.4       33.7       37.5       55.0
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, July 03, 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  :    51,959:    29,409     51,387        256     22,238        210     51,903     51,853:        56        106
Old  :    51,959:    29,409     51,387        256     22,238        210     51,903     51,853:        56        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    17,437:      -295     17,458          0     17,840          0     17,545     17,458:      -108        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       98.9        0.5       42.8        0.4       99.9       99.8:       0.1        0.2
Old  :     100.0:      56.6       98.9        0.5       42.8        0.4       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  :        38:        20         16          1          2          1         23         17:
Old  :        38:        20         16          1          2          1         23         17:
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  :                 80.9       77.3       94.4       92.9       80.5       77.3       94.0       92.9
Old  :                 80.9       77.3       94.4       92.9       80.5       77.3       94.0       92.9
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, July 03, 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  :    29,310:    18,834      4,972         39     10,393     24,188     29,266     29,199:        44        111
Old  :    29,310:    18,834      4,972         39     10,393     24,188     29,266     29,199:        44        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :      -596:     1,496        -17          0     -2,067       -569       -571       -586:       -25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       17.0        0.1       35.5       82.5       99.8       99.6:       0.2        0.4
Old  :     100.0:      64.3       17.0        0.1       35.5       82.5       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         13          1          6         19         17         33:
Old  :        47:        11         13          1          6         19         17         33:
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  :                 75.6       46.9       93.8       67.3       75.6       46.8       93.8       67.3
Old  :                 75.6       46.9       93.8       67.3       75.6       46.8       93.8       67.3
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, July 03, 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  :    22,793:    12,194      4,542          0     10,547     18,203     22,741     22,745:        52         48
Old  :    22,793:    12,194      4,542          0     10,547     18,203     22,741     22,745:        52         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       -92:      -548        -76          0        444         -3       -104        -79:        12        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       19.9        0.0       46.3       79.9       99.8       99.8:       0.2        0.2
Old  :     100.0:      53.5       19.9        0.0       46.3       79.9       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  :        33:        10          8          0          5         11         15         19:
Old  :        33:        10          8          0          5         11         15         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  :                 79.5       63.0       97.0       89.0       79.5       63.0       96.6       89.0
Old  :                 79.5       63.0       97.0       89.0       79.5       63.0       96.6       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 7, 2017