WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,512
COMMITMENTS
 150,830  130,064   76,276  161,706  178,225  388,812  384,565   37,700   41,947

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -10,876)
 -13,989  -12,573    3,988    4,765   -3,787   -5,236  -12,372   -5,640    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     30.5     17.9     37.9     41.8     91.2     90.2      8.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     116      132      135      100      112      304      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,690
COMMITMENTS
 110,587   27,592   36,549   91,423  176,217  238,559  240,358   24,131   22,332

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     -3,763)
  -4,538    2,577      492      -59   -5,793   -4,105   -2,724      342   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     10.5     13.9     34.8     67.1     90.8     91.5      9.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      87       45       69       75       98      190      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,400,075
COMMITMENTS
 394,247  222,182  203,928  632,020  784,586  1230195  1210696  169,880  189,379

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        -56)
  -8,184   -3,102   17,212  -13,424  -20,564   -4,396   -6,454    4,340    6,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     15.9     14.6     45.1     56.0     87.9     86.5     12.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      725)
     180      130      173      268      321      543      557                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,820
COMMITMENTS
   3,076      928      462      598    4,538    4,136    5,928    2,684      892

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        119)
     175      -87       21        3      256      199      190      -80      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     13.6      6.8      8.8     66.5     60.6     86.9     39.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        6        5        7       10       30       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      628,115
COMMITMENTS
 170,233  111,448   68,555  340,309  361,690  579,097  541,693   49,018   86,422

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -24,113)
     906  -17,048  -11,087  -12,593    3,269  -22,774  -24,866   -1,339      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     17.7     10.9     54.2     57.6     92.2     86.2      7.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     150      146      162      172      224      416      460                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,233
COMMITMENTS
   6,196    2,116      113        0    4,920    6,309    7,149   15,924   15,084

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:         65)
     735       20      -61     -151       85      523       44     -458       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      9.5      0.5      0.0     22.1     28.4     32.2     71.6     67.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        3        0       15        6       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      403,261
COMMITMENTS
 122,658   50,623   76,429  168,288  250,056  367,375  377,108   35,886   26,153

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:       -442)
   8,864   -4,004   -6,374   -1,831   11,717      659    1,339   -1,101   -1,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     12.6     19.0     41.7     62.0     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     100       65      110       81       85      244      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      730,692
COMMITMENTS
 191,262  134,894   15,694  371,029  414,503  577,985  565,091  152,707  165,601

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:      4,344)
   1,662   -3,256    2,959   -3,087   12,068    1,534   11,771    2,810   -7,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     18.5      2.1     50.8     56.7     79.1     77.3     20.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      46       23       24       65       72      117      113                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      808,128
COMMITMENTS
  77,531  135,765   11,415  611,566  564,815  700,512  711,995  107,616   96,133

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     13,757)
   6,025      583   -1,595   10,880    6,450   15,310    5,438   -1,553    8,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.8      1.4     75.7     69.9     86.7     88.1     13.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       16        9       62       68       79       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,811
COMMITMENTS
     866      228      195      434    1,300    1,495    1,723      316       88

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:       -194)
      60      -81     -195     -126      124     -261     -152       67      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     12.6     10.8     24.0     71.8     82.6     95.1     17.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        2        3       10       11       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      349,698
COMMITMENTS
  83,508   67,307   49,892  180,059  202,974  313,459  320,173   36,239   29,525

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     -6,076)
    -421   -1,356   -4,738      528    1,647   -4,631   -4,447   -1,445   -1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     19.2     14.3     51.5     58.0     89.6     91.6     10.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      66       52       75       96       91      206      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,666
COMMITMENTS
   3,317    2,374      199    4,080    5,975    7,596    8,548    2,070    1,118

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        168)
      12      -64      -22       90      254       80      168       88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     24.6      2.1     42.2     61.8     78.6     88.4     21.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       15        6       17       14       45       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,366,412
COMMITMENTS
 191,134  436,640   33,982  1015347  741,673  1240463  1212295  125,949  154,117

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:      9,717)
  14,649  -14,058    4,973   -2,993   30,104   16,629   21,019   -6,912  -11,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     32.0      2.5     74.3     54.3     90.8     88.7      9.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      43       61       36      110      109      171      188                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,200,017
COMMITMENTS
 873,702  593,018  130,861  1831547  1929360  2836110  2653239  363,907  546,778

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     39,113)
  21,247   22,892    4,676    6,682  -27,549   32,605       19    6,508   39,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     18.5      4.1     57.2     60.3     88.6     82.9     11.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      76       88       67      142      172      258      287                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      401,907
COMMITMENTS
  69,121   54,746    4,870  246,146  223,609  320,137  283,225   81,770  118,682

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     11,220)
   4,341    2,132   -2,139   10,400   12,823   12,602   12,816   -1,382   -1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.6      1.2     61.2     55.6     79.7     70.5     20.3     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        7        6       37       39       49       49                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,973,111
COMMITMENTS
 341,044  635,432  102,571  2254311  1860241  2697926  2598244  275,185  374,867

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -28,565)
  -4,421    7,642    5,474  -24,217  -37,045  -23,164  -23,929   -5,401   -4,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     21.4      3.4     75.8     62.6     90.7     87.4      9.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      39       72       47      115      147      185      235                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,649,496
COMMITMENTS
 183,086  383,623  321,200  1105882  872,564  1610168  1577387   39,328   72,109

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     12,482)
     540    4,700    1,102   10,178    1,337   11,820    7,139      662    5,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     23.3     19.5     67.0     52.9     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      14       58       48       58       68      111      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,152
COMMITMENTS
  39,925    4,986    3,605   13,472   46,560   57,002   55,150    8,150   10,002

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        533)
     454     -468      -28     -280     -182      146     -677      387    1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3      7.7      5.5     20.7     71.5     87.5     84.6     12.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      45       18        9       24       32       72       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,303
COMMITMENTS
  79,850    9,971    7,209   26,944   93,119  114,003  110,299   16,300   20,004

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:      1,066)
     907     -935      -56     -559     -363      292   -1,354      774    2,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3      7.7      5.5     20.7     71.5     87.5     84.6     12.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      45       18        9       24       32       72       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,471
COMMITMENTS
  30,402   47,090      256   16,763        0   47,421   47,346       50      125

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        800)
     746      812        0       52        0      798      812        2      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.0     99.2      0.5     35.3      0.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23       14        1        3        0       27       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,396
COMMITMENTS
  20,218    5,915       39   11,088   25,345   31,345   31,299       51       97

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        596)
     535      327        0       56      263      591      590        5        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     18.8      0.1     35.3     80.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       14        1        6       20       18       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/25/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,943
COMMITMENTS
  12,063    5,439        1   10,839   17,424   22,903   22,864       40       79

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:       -170)
     193      -36       -8     -360     -121     -175     -165        5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     23.7      0.0     47.2     75.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       11        1        5       10       16       21                  



Updated July 28, 2017