WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 19, 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  :   430,599:   170,497    200,876     69,226    149,990    115,649    389,713    385,751:    40,886     44,848
Old  :   369,662:   153,405    194,293     49,024    131,090     90,015    333,519    333,332:    36,143     36,330
Other:    60,937:    27,590     17,081      9,704     18,900     25,634     56,194     52,419:     4,743      8,518
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -4,930:     3,858      3,095     -4,561     -3,582     -3,928     -4,285     -5,394:      -645        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       46.7       16.1       34.8       26.9       90.5       89.6:       9.5       10.4
Old  :     100.0:      41.5       52.6       13.3       35.5       24.4       90.2       90.2:       9.8        9.8
Other:     100.0:      45.3       28.0       15.9       31.0       42.1       92.2       86.0:       7.8       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       118        147        114         96        108        286        306:
Old  :       410:       115        143        100         94         99        272        288:
Other:       177:        41         44         28         43         71         97        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       10.3       19.1       18.9        9.6       10.1       17.7       18.1
Old  :                 11.9       10.9       21.1       19.8       10.7       10.9       19.1       19.8
Other:                 38.9       27.6       51.0       38.0       36.0       23.2       45.1       31.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 19, 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  :   272,848:   106,074     77,192     30,840    113,192    142,056    250,106    250,088:    22,742     22,760
Old  :   238,232:   105,689     76,824     18,825     93,003    125,063    217,517    220,712:    20,715     17,520
Other:    34,616:    10,084     10,067      2,316     20,189     16,993     32,589     29,376:     2,027      5,240
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :      -596:    -1,955       -796        -46      2,737      1,408        736        566:    -1,332     -1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       28.3       11.3       41.5       52.1       91.7       91.7:       8.3        8.3
Old  :     100.0:      44.4       32.2        7.9       39.0       52.5       91.3       92.6:       8.7        7.4
Other:     100.0:      29.1       29.1        6.7       58.3       49.1       94.1       84.9:       5.9       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        83         53         55         86         82        190        174:
Old  :       261:        82         55         44         81         78        178        163:
Other:       117:        19         26         12         32         55         59         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       20.9       24.6       31.3       12.8       16.9       20.1       25.9
Old  :                 15.6       23.7       25.4       34.8       15.6       22.6       24.2       32.6
Other:                 42.7       25.4       61.6       42.2       42.0       25.4       59.0       40.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 19, 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  : 1,395,966:   378,228    416,253    192,432    629,960    611,110  1,200,620  1,219,795:   195,346    176,171
Old  : 1,303,300:   377,972    423,778    161,889    573,303    560,334  1,113,164  1,146,001:   190,136    157,299
Other:    92,666:    29,219     21,438      1,580     56,657     50,776     87,456     73,794:     5,210     18,872
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    27,241:     4,435     17,846      5,376     12,558     -1,461     22,369     21,761:     4,872      5,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       29.8       13.8       45.1       43.8       86.0       87.4:      14.0       12.6
Old  :     100.0:      29.0       32.5       12.4       44.0       43.0       85.4       87.9:      14.6       12.1
Other:     100.0:      31.5       23.1        1.7       61.1       54.8       94.4       79.6:       5.6       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       176        165        155        282        284        548        535:
Old  :       728:       187        165        135        275        272        531        512:
Other:       315:        38         52         13         57        186        103        244:
     :----------------------------------------------------------------------------------------------------
     :             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       13.9       17.6       20.4        9.8       12.0       16.3       17.9
Old  :                 11.0       14.7       18.2       21.5       11.0       13.1       17.8       19.6
Other:                 29.8       23.8       44.6       33.3       29.8       23.8       44.5       33.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 19, 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  :     5,922:     1,841        798        702      1,064      3,652      3,607      5,152:     2,315        770
Old  :     5,894:     1,841        798        702      1,060      3,652      3,603      5,152:     2,291        742
Other:        28:         0          0          0          4          0          4          0:        24         28
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :        60:        20       -270        -20        237        245        237        -45:      -177        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       13.5       11.9       18.0       61.7       60.9       87.0:      39.1       13.0
Old  :     100.0:      31.2       13.5       11.9       18.0       62.0       61.1       87.4:      38.9       12.6
Other:     100.0:       0.0        0.0        0.0       14.3        0.0       14.3        0.0:      85.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          6          5          8         11         24         19:
Old  :        33:        13          6          5          8         11         24         19:
Other:         1:         0          0          0          1          0          1          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  :                 29.6       56.3       43.0       73.4       18.2       40.0       29.9       55.0
Old  :                 29.7       56.6       43.2       73.7       18.3       40.2       30.0       55.3
Other:                 14.3        0.0       14.3        0.0       14.3        0.0       14.3        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 19, 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  :   662,802:   155,105    134,981    108,146    351,358    336,371    614,609    579,498:    48,193     83,304
Old  :   630,091:   152,609    133,755     99,980    332,641    316,871    585,230    550,606:    44,861     79,485
Other:    32,711:     9,973      8,703        689     18,717     19,500     29,379     28,892:     3,332      3,819
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -4,231:     5,230    -11,302      2,692    -12,978      4,327     -5,056     -4,283:       825         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       20.4       16.3       53.0       50.7       92.7       87.4:       7.3       12.6
Old  :     100.0:      24.2       21.2       15.9       52.8       50.3       92.9       87.4:       7.1       12.6
Other:     100.0:      30.5       26.6        2.1       57.2       59.6       89.8       88.3:      10.2       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       140        178        174        148        191        398        463:
Old  :       578:       139        181        166        145        189        390        456:
Other:       195:        38         38         13         39         95         84        140:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       12.1       26.5       20.0       16.6       10.5       23.1       16.0
Old  :                 18.8       12.2       27.0       19.8       17.2       11.0       24.1       16.9
Other:                 32.5       55.0       48.5       64.9       32.5       54.7       48.5       64.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 19, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    17,683:     6,255      1,506         44          4      3,777      6,303      5,327:    11,380     12,356
Old  :    17,125:     5,949      1,453         20          4      3,680      5,973      5,153:    11,152     11,972
Other:       558:       328         75          2          0         97        330        174:       228        384
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :      -704:       351       -855        -43          4       -157        312     -1,055:    -1,016        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        8.5        0.2        0.0       21.4       35.6       30.1:      64.4       69.9
Old  :     100.0:      34.7        8.5        0.1        0.0       21.5       34.9       30.1:      65.1       69.9
Other:     100.0:      58.8       13.4        0.4        0.0       17.4       59.1       31.2:      40.9       68.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          4          2         11          8         18:
Old  :        20:         5          4          3          2         11          8         17:
Other:        13:         3          4          1          0          6          3         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       15.2       35.6       21.9       33.5       15.2       35.4       21.9
Old  :                 34.4       15.2       34.9       21.9       34.4       15.2       34.7       21.9
Other:                 59.1       20.3       59.1       30.1       58.8       20.3       58.8       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 19, 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  :   445,806:   143,495     37,612     85,657    178,616    294,249    407,768    417,518:    38,038     28,288
Old  :   428,064:   138,675     38,084     81,629    171,780    281,524    392,084    401,237:    35,980     26,827
Other:    17,742:     7,779      2,487      1,069      6,836     12,725     15,684     16,281:     2,058      1,461
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :       972:    -2,342      1,307       -922      4,340     -1,345      1,076       -960:      -104      1,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        8.4       19.2       40.1       66.0       91.5       93.7:       8.5        6.3
Old  :     100.0:      32.4        8.9       19.1       40.1       65.8       91.6       93.7:       8.4        6.3
Other:     100.0:      43.8       14.0        6.0       38.5       71.7       88.4       91.8:      11.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       104         66        124         78         70        262        223:
Old  :       316:       109         71        121         77         69        260        220:
Other:        60:        14         13         10         19         18         40         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       35.7       21.1       42.3       11.2       34.1       17.8       40.6
Old  :                 14.6       35.7       22.0       42.6       11.6       34.4       18.6       41.1
Other:                 41.1       49.4       63.4       65.9       40.2       48.5       59.0       62.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 19, 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  :   723,358:   178,726    120,603     17,406    362,471    423,882    558,603    561,891:   164,755    161,467
Old  :   723,358:   178,726    120,603     17,406    362,471    423,882    558,603    561,891:   164,755    161,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -19,504:   -17,161    -24,788     -2,119     -2,806     -2,640    -22,086    -29,547:     2,582     10,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       16.7        2.4       50.1       58.6       77.2       77.7:      22.8       22.3
Old  :     100.0:      24.7       16.7        2.4       50.1       58.6       77.2       77.7:      22.8       22.3
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  :       163:        40         28         17         62         71        107        111:
Old  :       163:        40         28         17         62         71        107        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       25.3       32.4       38.6       16.9       19.4       24.2       28.3
Old  :                 23.3       25.3       32.4       38.6       16.9       19.4       24.2       28.3
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, September 19, 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  :   823,924:    57,786    145,625     12,057    642,172    574,619    712,015    732,301:   111,909     91,623
Old  :   823,924:    57,786    145,625     12,057    642,172    574,619    712,015    732,301:   111,909     91,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -18,253:    -3,658     -3,879     -4,817     -2,718     -9,362    -11,193    -18,058:    -7,060       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       17.7        1.5       77.9       69.7       86.4       88.9:      13.6       11.1
Old  :     100.0:       7.0       17.7        1.5       77.9       69.7       86.4       88.9:      13.6       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  :       113:        15         11         12         65         65         88         80:
Old  :       113:        15         11         12         65         65         88         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       41.3       37.2       53.4       17.8       41.0       28.0       50.9
Old  :                 23.5       41.3       37.2       53.4       17.8       41.0       28.0       50.9
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, September 19, 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  :   382,400:    79,608     70,520     59,138    201,346    221,786    340,092    351,444:    42,308     30,956
Old  :   362,951:    80,300     70,765     52,762    189,238    210,480    322,300    334,007:    40,651     28,944
Other:    19,449:     1,908      2,355      3,776     12,108     11,306     17,792     17,437:     1,657      2,012
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -8,115:     2,052    -12,335     -3,354     -6,270      9,195     -7,572     -6,494:      -543     -1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.4       15.5       52.7       58.0       88.9       91.9:      11.1        8.1
Old  :     100.0:      22.1       19.5       14.5       52.1       58.0       88.8       92.0:      11.2        8.0
Other:     100.0:       9.8       12.1       19.4       62.3       58.1       91.5       89.7:       8.5       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        70         59         86         95         87        216        200:
Old  :       266:        76         58         81         94         85        213        195:
Other:        74:        15         12         16         30         20         55         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       26.1       21.7       32.9       14.4       23.2       19.9       29.0
Old  :                 15.8       26.2       22.4       33.3       14.9       23.7       20.5       29.7
Other:                 33.0       33.4       51.6       53.3       29.1       26.4       41.1       39.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 19, 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  :    10,737:     3,978      2,314        131      4,402      7,204      8,511      9,649:     2,226      1,088
Old  :    10,737:     3,978      2,314        131      4,402      7,204      8,511      9,649:     2,226      1,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :       241:        53        266        -42        287         21        298        245:       -57         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       21.6        1.2       41.0       67.1       79.3       89.9:      20.7       10.1
Old  :     100.0:      37.0       21.6        1.2       41.0       67.1       79.3       89.9:      20.7       10.1
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  :        73:        30         16          6         14         16         47         36:
Old  :        73:        30         16          6         14         16         47         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       52.8       47.5       67.9       36.9       52.8       47.2       67.9
Old  :                 36.9       52.8       47.5       67.9       36.9       52.8       47.2       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 19, 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  : 1,505,108:   262,220    361,607     40,864  1,071,388    947,037  1,374,472  1,349,508:   130,636    155,600
Old  : 1,505,108:   262,220    361,607     40,864  1,071,388    947,037  1,374,472  1,349,508:   130,636    155,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -4,682:   -23,626    -27,045     -9,321     37,011     35,693      4,064       -673:    -8,746     -4,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       24.0        2.7       71.2       62.9       91.3       89.7:       8.7       10.3
Old  :     100.0:      17.4       24.0        2.7       71.2       62.9       91.3       89.7:       8.7       10.3
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  :       272:        52         54         31        114        120        181        190:
Old  :       272:        52         54         31        114        120        181        190:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       27.7       34.5       39.7       22.3       26.3       32.5       34.7
Old  :                 23.6       27.7       34.5       39.7       22.3       26.3       32.5       34.7
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, September 19, 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  : 3,273,096:   925,297    655,177    145,697  1,819,821  1,964,572  2,890,815  2,765,446:   382,281    507,650
Old  : 3,273,096:   925,297    655,177    145,697  1,819,821  1,964,572  2,890,815  2,765,446:   382,281    507,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -31,372:    41,617     23,176     -9,282    -67,793    -31,389    -35,458    -17,495:     4,086    -13,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       20.0        4.5       55.6       60.0       88.3       84.5:      11.7       15.5
Old  :     100.0:      28.3       20.0        4.5       55.6       60.0       88.3       84.5:      11.7       15.5
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  :       419:        84         96         60        159        180        280        299:
Old  :       419:        84         96         60        159        180        280        299:
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  :                 29.1       14.6       36.5       23.6       26.2       11.7       32.4       17.4
Old  :                 29.1       14.6       36.5       23.6       26.2       11.7       32.4       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, September 19, 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  :   424,252:    92,144     52,158      6,920    244,527    236,450    343,591    295,528:    80,661    128,724
Old  :   424,252:    92,144     52,158      6,920    244,527    236,450    343,591    295,528:    80,661    128,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :     2,539:     3,271        807      2,630     -1,402      5,931      4,499      9,368:    -1,960     -6,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       12.3        1.6       57.6       55.7       81.0       69.7:      19.0       30.3
Old  :     100.0:      21.7       12.3        1.6       57.6       55.7       81.0       69.7:      19.0       30.3
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  :        69:        11          7          6         37         43         51         53:
Old  :        69:        11          7          6         37         43         51         53:
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  :                 36.1       27.1       48.6       37.8       35.9       25.9       48.3       35.0
Old  :                 36.1       27.1       48.6       37.8       35.9       25.9       48.3       35.0
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, September 19, 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  : 2,980,492:   450,808    661,671     73,026  2,165,232  1,874,160  2,689,066  2,608,857:   291,426    371,635
Old  : 2,980,492:   450,808    661,671     73,026  2,165,232  1,874,160  2,689,066  2,608,857:   291,426    371,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :  -165,924:  -130,173    -39,470     11,560    -32,928   -153,169   -151,541   -181,079:   -14,383     15,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       22.2        2.5       72.6       62.9       90.2       87.5:       9.8       12.5
Old  :     100.0:      15.1       22.2        2.5       72.6       62.9       90.2       87.5:       9.8       12.5
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  :       294:        47         67         36        116        143        181        228:
Old  :       294:        47         67         36        116        143        181        228:
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  :                 34.4       22.8       46.4       31.8       30.8       22.6       40.8       30.6
Old  :                 34.4       22.8       46.4       31.8       30.8       22.6       40.8       30.6
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, September 19, 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  : 1,652,402:    63,250    235,933    347,717  1,204,948  1,003,110  1,615,915  1,586,760:    36,487     65,642
Old  : 1,652,402:    63,250    235,933    347,717  1,204,948  1,003,110  1,615,915  1,586,760:    36,487     65,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -84,393:    12,413    -12,411    -65,561    -28,377     -1,956    -81,525    -79,928:    -2,868     -4,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       14.3       21.0       72.9       60.7       97.8       96.0:       2.2        4.0
Old  :     100.0:       3.8       14.3       21.0       72.9       60.7       97.8       96.0:       2.2        4.0
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  :       171:        21         57         49         64         82        118        161:
Old  :       171:        21         57         49         64         82        118        161:
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  :                 35.2       22.4       49.4       33.1       24.0       10.2       29.5       14.5
Old  :                 35.2       22.4       49.4       33.1       24.0       10.2       29.5       14.5
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, September 19, 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  :    76,971:    49,588      6,219      1,714     15,863     59,138     67,165     67,071:     9,806      9,901
Old  :    76,971:    49,588      6,219      1,714     15,863     59,138     67,165     67,071:     9,806      9,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -7,389:     2,277        357     -1,050     -8,435     -6,028     -7,208     -6,721:      -181       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4        8.1        2.2       20.6       76.8       87.3       87.1:      12.7       12.9
Old  :     100.0:      64.4        8.1        2.2       20.6       76.8       87.3       87.1:      12.7       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  :       117:        45         20          6         24         33         70         58:
Old  :       117:        45         20          6         24         33         70         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.7       41.1       58.0       25.2       36.4       39.3       56.8
Old  :                 27.0       37.7       41.1       58.0       25.2       36.4       39.3       56.8
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, September 19, 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  :   153,942:    99,176     12,437      3,428     31,726    118,276    134,330    134,141:    19,612     19,801
Old  :   153,942:    99,176     12,437      3,428     31,726    118,276    134,330    134,141:    19,612     19,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -14,777:     4,553        714     -2,099    -16,869    -12,056    -14,415    -13,441:      -362     -1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4        8.1        2.2       20.6       76.8       87.3       87.1:      12.7       12.9
Old  :     100.0:      64.4        8.1        2.2       20.6       76.8       87.3       87.1:      12.7       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  :       117:        45         20          6         24         33         70         58:
Old  :       117:        45         20          6         24         33         70         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.7       41.1       58.0       25.2       36.4       39.3       56.8
Old  :                 27.0       37.7       41.1       58.0       25.2       36.4       39.3       56.8
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, September 19, 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  :   102,318:    62,507     77,922     24,361     15,374          0    102,242    102,283:        76         35
Old  :   102,318:    62,507     77,922     24,361     15,374          0    102,242    102,283:        76         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    36,911:    13,333     13,220     23,690        -88          0     36,935     36,910:       -24          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       76.2       23.8       15.0        0.0       99.9      100.0:       0.1        0.0
Old  :     100.0:      61.1       76.2       23.8       15.0        0.0       99.9      100.0:       0.1        0.0
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  :        40:        23         13          3          2          0         28         15:
Old  :        40:        23         13          3          2          0         28         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  :                 72.3       88.1       90.2       96.9       56.6       69.5       71.0       75.0
Old  :                 72.3       88.1       90.2       96.9       56.6       69.5       71.0       75.0
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, September 19, 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  :    27,378:    12,812      5,286          3     14,508     22,017     27,323     27,306:        55         72
Old  :    27,378:    12,812      5,286          3     14,508     22,017     27,323     27,306:        55         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -10,235:    -9,548       -207     -1,122        435     -8,942    -10,235    -10,271:         0         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       19.3        0.0       53.0       80.4       99.8       99.7:       0.2        0.3
Old  :     100.0:      46.8       19.3        0.0       53.0       80.4       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         12          1          7         19         17         32:
Old  :        46:        10         12          1          7         19         17         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       45.1       92.0       65.2       73.1       45.1       92.0       65.2
Old  :                 73.1       45.1       92.0       65.2       73.1       45.1       92.0       65.2
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, September 19, 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  :    20,118:    16,606      4,916         49      3,376     15,109     20,031     20,074:        87         44
Old  :    20,118:    16,606      4,916         49      3,376     15,109     20,031     20,074:        87         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -2,772:     5,643        355     -1,921     -6,535     -1,187     -2,813     -2,753:        41        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.5       24.4        0.2       16.8       75.1       99.6       99.8:       0.4        0.2
Old  :     100.0:      82.5       24.4        0.2       16.8       75.1       99.6       99.8:       0.4        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  :        31:        12          7          1          3         10         16         17:
Old  :        31:        12          7          1          3         10         16         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  :                 84.6       65.0       97.2       87.9       84.6       65.0       96.6       87.9
Old  :                 84.6       65.0       97.2       87.9       84.6       65.0       96.6       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 22, 2017