WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      436,850
COMMITMENTS
 172,136  144,698   68,160  156,652  183,493  396,948  396,351   39,902   40,499

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     26,112)
   7,498   -5,183    3,194   10,611   33,104   21,303   31,115    4,809   -5,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     33.1     15.6     35.9     42.0     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     133      128      123       88      115      298      303                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,659
COMMITMENTS
 116,456   22,614   37,947   92,681  185,501  247,084  246,062   22,575   23,597

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      8,419)
   9,393   -8,163        9   -1,396   17,040    8,006    8,886      413     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      8.4     14.1     34.4     68.8     91.6     91.2      8.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      92       39       67       68      105      184      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,373,866
COMMITMENTS
 413,616  237,871  166,926  626,020  788,378  1206562  1193175  167,304  180,691

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     43,346)
  37,831  -94,434   15,060    5,613  123,413   58,504   44,039  -15,158     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     17.3     12.2     45.6     57.4     87.8     86.8     12.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      774)
     202      133      186      261      336      558      590                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,564
COMMITMENTS
   2,828      833      360      586    4,523    3,774    5,716    2,790      848

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         58)
     -14      197       78      -38       48       26      323       32     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     12.7      5.5      8.9     68.9     57.5     87.1     42.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      20        6        5        8       10       32       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      675,354
COMMITMENTS
 167,912  149,912   86,492  371,521  353,368  625,925  589,772   49,429   85,582

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     16,837)
  24,287  -53,142   -5,187    1,229   74,856   20,329   16,527   -3,492      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     22.2     12.8     55.0     52.3     92.7     87.3      7.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     157      153      169      167      229      420      475                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,222
COMMITMENTS
   4,774    2,054       30      157    4,997    4,961    7,081   17,261   15,141

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      9.2      0.1      0.7     22.5     22.3     31.9     77.7     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        6        3        2       15        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,791
COMMITMENTS
 110,853   57,459   76,734  174,907  239,118  362,494  373,311   38,297   27,480

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     26,118)
   4,292  -13,136   14,029   10,481   28,814   28,802   29,707   -2,684   -3,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.3     19.1     43.6     59.7     90.4     93.1      9.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      94       72      110       83       75      242      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      730,834
COMMITMENTS
 190,123  139,691   14,648  381,681  416,034  586,452  570,373  144,382  160,461

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,726)
   5,745   22,334    2,432    6,186  -23,258   14,363    1,508  -18,089   -5,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     19.1      2.0     52.2     56.9     80.2     78.0     19.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      48       26       17       66       77      121      113                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      785,147
COMMITMENTS
  74,586  130,526   12,624  588,069  545,751  675,279  688,901  109,868   96,246

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,181)
  -6,344  -14,589    3,789    1,369     -342   -1,186  -11,142   -8,995      961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     16.6      1.6     74.9     69.5     86.0     87.7     14.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      15       15        8       58       65       77       84                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,232
COMMITMENTS
     756      366      456      768    1,297    1,980    2,119      252      113

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        -81)
      70      -72       41     -212      -17     -101      -48       20      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     16.4     20.4     34.4     58.1     88.7     94.9     11.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        3        3        7        9       15       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      352,336
COMMITMENTS
  83,884   76,139   51,417  177,790  194,402  313,091  321,958   39,245   30,378

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -12,509)
   5,470  -22,209   -8,334   -4,422   28,846   -7,286   -1,697   -5,223  -10,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     21.6     14.6     50.5     55.2     88.9     91.4     11.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      72       61       77       92       80      210      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,407
COMMITMENTS
   3,474    2,595      353    3,618    5,060    7,445    8,008    1,962    1,399

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         80)
      45      359      126      -90     -181       81      304       -1     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     27.6      3.8     38.5     53.8     79.1     85.1     20.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23       17       10       18       10       48       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,333,159
COMMITMENTS
 182,001  438,814   30,885  1002435  699,940  1215321  1169639  117,838  163,520

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -32,206)
   2,182    1,808   -9,435  -21,132  -21,665  -28,385  -29,292   -3,821   -2,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     32.9      2.3     75.2     52.5     91.2     87.7      8.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      39       59       32      107      100      162      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,136,441
COMMITMENTS
 822,734  565,707  123,451  1855469  1919305  2801654  2608463  334,787  527,978

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     48,578)
  -2,220    3,715    7,802   65,996   28,235   71,578   39,752  -23,000    8,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     18.0      3.9     59.2     61.2     89.3     83.2     10.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
      85       87       54      139      181      247      299                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      392,806
COMMITMENTS
  75,198   50,933    3,401  226,840  214,050  305,439  268,384   87,367  124,422

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,045)
  -6,226   -1,522   -1,052    4,275   -2,464   -3,003   -5,038      -42    1,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     13.0      0.9     57.7     54.5     77.8     68.3     22.2     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        7        7       36       36       48       46                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,986,911
COMMITMENTS
 353,310  628,904   91,937  2288462  1883706  2733709  2604547  253,202  382,364

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -77,855)
 -50,106    6,195   32,836  -44,318 -125,624  -61,588  -86,593  -16,267    8,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     21.1      3.1     76.6     63.1     91.5     87.2      8.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      46       71       42      110      150      183      236                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,582,233
COMMITMENTS
 183,956  362,921  324,759  1037066  836,774  1545781  1524454   36,452   57,779

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     12,308)
  -7,970   -7,936   12,886   11,999   11,076   16,915   16,026   -4,607   -3,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     22.9     20.5     65.5     52.9     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      11       59       56       59       69      119      144                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,752
COMMITMENTS
  39,098    4,292    3,407   13,795   47,949   56,300   55,648    8,452    9,104

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,660)
  -1,733       87       17     -577   -2,234   -2,293   -2,131     -368     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4      6.6      5.3     21.3     74.1     86.9     85.9     13.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      40       19        8       25       29       66       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,503
COMMITMENTS
  78,196    8,584    6,814   27,590   95,897  112,600  111,295   16,903   18,208

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,320)
  -3,465      174       33   -1,153   -4,468   -4,585   -4,261     -735   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4      6.6      5.3     21.3     74.1     86.9     85.9     13.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      40       19        8       25       29       66       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       44,922
COMMITMENTS
  29,267   44,340      256   15,358      210   44,881   44,806       41      116

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,037)
    -142   -7,047        0   -6,880        0   -7,022   -7,047      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     98.7      0.6     34.2      0.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19       17        1        2        1       22       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,615
COMMITMENTS
  19,535    5,422       39    9,970   24,047   29,544   29,508       71      107

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        305)
     701      450        0     -423     -141      278      309       27       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     18.3      0.1     33.7     81.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       13        1        6       20       17       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,873
COMMITMENTS
  12,694    5,143       13   10,127   17,638   22,834   22,794       39       79

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         80)
     500      601       13     -420     -565       93       49      -13       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     22.5      0.1     44.3     77.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        9        1        5       10       15       19                  



Updated July 14, 2017