WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      442,403
COMMITMENTS
 154,638  139,125   81,424  167,472  176,997  403,534  397,546   38,869   44,857

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     15,891)
   3,808    9,061    5,148    5,766   -1,228   14,722   12,981    1,169    2,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     31.4     18.4     37.9     40.0     91.2     89.9      8.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     127      127      133      100      110      307      304                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,389
COMMITMENTS
 110,346   40,791   36,212  103,687  171,368  250,245  248,371   23,144   25,018

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     10,699)
    -241   13,199     -337   12,264   -4,849   11,686    8,013     -987    2,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     14.9     13.2     37.9     62.7     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      89       51       77       82       91      207      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,434,247
COMMITMENTS
 401,287  253,092  202,708  659,377  792,919  1263372  1248719  170,875  185,528

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     34,172)
   7,040   30,910   -1,220   27,357    8,333   33,177   38,023      995   -3,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     17.6     14.1     46.0     55.3     88.1     87.1     11.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      749)
     179      148      174      279      326      556      577                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,002
COMMITMENTS
   3,296    1,001      544      471    4,592    4,311    6,137    2,691      865

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        182)
     220       73       82     -127       54      175      209        7      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     14.3      7.8      6.7     65.6     61.6     87.6     38.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21        6        6        7       10       33       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,648
COMMITMENTS
 172,123  117,418   72,784  332,689  350,389  577,596  540,591   46,052   83,057

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -4,467)
   1,890    5,970    4,229   -7,620  -11,301   -1,501   -1,102   -2,966   -3,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     18.8     11.7     53.3     56.2     92.6     86.7      7.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     149      152      165      153      225      400      472                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,241
COMMITMENTS
   5,356    2,094       94        1    4,953    5,451    7,141   15,790   14,100

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -992)
    -840      -22      -19        1       33     -858       -8     -134     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      9.9      0.4      0.0     23.3     25.7     33.6     74.3     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        1       15        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      408,440
COMMITMENTS
 125,632   49,436   76,351  167,343  255,990  369,326  381,777   39,114   26,663

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      5,179)
   2,974   -1,187      -78     -945    5,934    1,951    4,669    3,228      510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     12.1     18.7     41.0     62.7     90.4     93.5      9.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     104       55       98       78       81      232      208                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,473
COMMITMENTS
 196,109  147,299   15,825  375,711  408,028  587,645  571,152  149,828  166,321

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      6,781)
   4,847   12,405      131    4,682   -6,475    9,660    6,061   -2,879      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     20.0      2.1     50.9     55.3     79.7     77.4     20.3     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      44       26       27       61       79      112      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      821,577
COMMITMENTS
  81,695  136,224   11,346  615,833  580,553  708,874  728,123  112,703   93,454

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     13,449)
   4,164      459      -69    4,267   15,738    8,362   16,128    5,087   -2,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     16.6      1.4     75.0     70.7     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      11       15        9       61       68       77       87                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,851
COMMITMENTS
     928      126      244      404    1,314    1,576    1,684      275      167

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         40)
      62     -102       49      -30       14       81      -39      -41       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      6.8     13.2     21.8     71.0     85.1     91.0     14.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        3        2        7       13       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      346,002
COMMITMENTS
  80,922   65,238   50,805  180,665  199,076  312,392  315,119   33,610   30,883

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -3,696)
  -2,586   -2,069      913      606   -3,898   -1,067   -5,054   -2,629    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     18.9     14.7     52.2     57.5     90.3     91.1      9.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      68       54       80       90       83      206      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,929
COMMITMENTS
   3,228    2,184      225    4,200    6,384    7,653    8,793    2,276    1,136

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        263)
     -89     -190       26      120      409       57      245      206       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     22.0      2.3     42.3     64.3     77.1     88.6     22.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       15        7       16       14       47       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,382,422
COMMITMENTS
 183,770  380,256   39,732  1034492  804,924  1257994  1224912  124,428  157,510

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     16,010)
  -7,364  -56,384    5,750   19,145   63,251   17,531   12,617   -1,521    3,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     27.5      2.9     74.8     58.2     91.0     88.6      9.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      43       54       34      119      115      179      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,227,493
COMMITMENTS
 850,606  639,726  118,802  1880347  1925403  2849755  2683931  377,738  543,562

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     27,476)
 -23,096   46,708  -12,059   48,800   -3,957   13,645   30,692   13,831   -3,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     19.8      3.7     58.3     59.7     88.3     83.2     11.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      73       95       69      142      178      255      302                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      403,258
COMMITMENTS
  71,117   62,299    3,998  244,647  215,406  319,762  281,703   83,496  121,555

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,351)
   1,996    7,553     -872   -1,499   -8,203     -375   -1,522    1,726    2,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     15.4      1.0     60.7     53.4     79.3     69.9     20.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        6        7       39       38       52       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,979,000
COMMITMENTS
 370,127  611,828   90,702  2237546  1923465  2698375  2625995  280,625  353,005

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      5,889)
  29,083  -23,604  -11,869  -16,765   63,224      449   27,751    5,440  -21,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     20.5      3.0     75.1     64.6     90.6     88.2      9.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      45       69       43      116      152      190      235                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,451,972
COMMITMENTS
  21,750  306,911  349,248  1051267  733,337  1422265  1389496   29,707   62,476

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:   -197,524)
-161,336  -76,712   28,048  -54,615 -139,227 -187,903 -187,891   -9,621   -9,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     21.1     24.1     72.4     50.5     98.0     95.7      2.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      12       58       46       59       66      111      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,506
COMMITMENTS
  41,739    8,742    2,604   15,771   47,155   60,113   58,500    8,393   10,006

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      3,354)
   1,814    3,757   -1,001    2,299      595    3,112    3,351      243        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     12.8      3.8     23.0     68.8     87.7     85.4     12.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      43       25        7       28       35       73       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      137,011
COMMITMENTS
  83,477   17,484    5,207   31,542   94,309  120,226  117,000   16,785   20,011

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      6,708)
   3,627    7,513   -2,002    4,598    1,190    6,223    6,701      485        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     12.8      3.8     23.0     68.8     87.7     85.4     12.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      43       25        7       28       35       73       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,786
COMMITMENTS
  34,545   49,696    1,988   15,202        0   51,735   51,684       51      102

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      4,315)
   4,143    2,606    1,732   -1,561        0    4,314    4,338        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     96.0      3.8     29.4      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       12        2        3        0       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,858
COMMITMENTS
  19,948    4,943       64   10,788   25,768   30,800   30,775       58       83

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -538)
    -270     -972       25     -300      423     -545     -524        7      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     16.0      0.2     35.0     83.5     99.8     99.7      0.2      0.3

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 08/01/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,602
COMMITMENTS
  12,786    5,325        7    9,727   17,194   22,520   22,526       82       76

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -341)
     723     -114        6   -1,112     -230     -383     -338       42       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     23.6      0.0     43.0     76.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        8        2        5       10       16       19                  



Updated August 4, 2017