WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      445,752
COMMITMENTS
 152,086  156,039   87,963  167,176  158,672  407,225  402,674   38,527   43,078

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      3,349)
  -2,552   16,914    6,539     -296  -18,325    3,691    5,128     -342   -1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     35.0     19.7     37.5     35.6     91.4     90.3      8.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
     122      139      144      106      114      315      328                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      268,862
COMMITMENTS
 110,419   34,674   37,229   96,516  169,386  244,164  241,289   24,698   27,573

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -4,527)
      73   -6,117    1,017   -7,171   -1,982   -6,081   -7,082    1,554    2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     12.9     13.8     35.9     63.0     90.8     89.7      9.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      82       42       68       83       89      195      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,391,126
COMMITMENTS
 394,605  256,841  185,199  635,002  764,036  1214806  1206076  176,320  185,050

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    -43,121)
  -6,682    3,749  -17,509  -24,375  -28,883  -48,566  -42,643    5,445     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     18.5     13.3     45.6     54.9     87.3     86.7     12.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     167      149      175      283      325      547      576                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,836
COMMITMENTS
   2,910    1,074      457      520    4,436    3,887    5,967    2,949      869

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -166)
    -386       73      -87       49     -156     -424     -170      258        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     15.7      6.7      7.6     64.9     56.9     87.3     43.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        6        5        6       10       27       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      619,352
COMMITMENTS
 159,239  117,827   69,272  345,874  350,154  574,385  537,253   44,967   82,099

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -4,296)
 -12,884      409   -3,512   13,185     -235   -3,211   -3,338   -1,085     -958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     19.0     11.2     55.8     56.5     92.7     86.7      7.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     145      134      153      158      221      391      444                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,588
COMMITMENTS
   5,262    2,077      123        1    4,596    5,386    6,796   15,202   13,792

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -653)
     -94      -17       29        0     -357      -65     -345     -588     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     10.1      0.6      0.0     22.3     26.2     33.0     73.8     67.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        6        1       13        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      413,020
COMMITMENTS
 129,054   55,530   76,113  169,283  255,450  374,450  387,093   38,570   25,927

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      4,580)
   3,422    6,094     -238    1,940     -540    5,124    5,316     -544     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     13.4     18.4     41.0     61.8     90.7     93.7      9.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      94       65      102       75       79      228      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      756,551
COMMITMENTS
 217,525  140,908   14,684  374,147  427,176  606,356  582,768  150,195  173,783

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     19,078)
  21,416   -6,391   -1,141   -1,564   19,148   18,711   11,616      367    7,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     18.6      1.9     49.5     56.5     80.1     77.0     19.9     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      42       28       23       61       78      111      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      847,472
COMMITMENTS
  86,334  153,156   13,490  636,405  581,472  736,229  748,118  111,243   99,354

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     25,895)
   4,639   16,932    2,144   20,572      919   27,355   19,995   -1,460    5,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     18.1      1.6     75.1     68.6     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       16       10       64       68       83       88                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,780
COMMITMENTS
     819       22      294      443    1,255    1,556    1,571      224      209

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        -71)
    -109     -104       50       39      -59      -20     -113      -51       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      1.2     16.5     24.9     70.5     87.4     88.3     12.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        1        3        3        7       15       10                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      352,317
COMMITMENTS
  76,283   65,453   45,934  196,091  210,529  318,308  321,916   34,009   30,401

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      6,315)
  -4,639      215   -4,871   15,426   11,453    5,916    6,797      399     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     18.6     13.0     55.7     59.8     90.3     91.4      9.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      68       50       68       92       88      193      185                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,952
COMMITMENTS
   3,425    1,932      364    3,897    6,397    7,686    8,693    2,266    1,259

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:         23)
     197     -252      139     -303       13       33     -100      -10      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     19.4      3.7     39.2     64.3     77.2     87.3     22.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      29       13        8       15       15       47       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,410,507
COMMITMENTS
 222,079  386,613   36,335  1027689  831,508  1286103  1254456  124,404  156,051

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     28,085)
  38,309    6,357   -3,397   -6,803   26,584   28,109   29,544      -24   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     27.4      2.6     72.9     59.0     91.2     88.9      8.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      41       57       33      122      117      180      190                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,322,841
COMMITMENTS
 900,742  670,906  138,289  1923826  1970530  2962857  2779725  359,984  543,116

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     95,348)
  50,136   31,180   19,487   43,479   45,127  113,102   95,794  -17,754     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     20.2      4.2     57.9     59.3     89.2     83.7     10.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      78       97       68      147      183      264      309                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      416,341
COMMITMENTS
  83,594   63,191    3,295  244,350  219,506  331,239  285,992   85,102  130,349

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     13,083)
  12,477      892     -703     -297    4,100   11,477    4,289    1,606    8,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.2      0.8     58.7     52.7     79.6     68.7     20.4     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11        6        7       38       38       53       47                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,016,821
COMMITMENTS
 411,315  622,438   87,583  2246290  1939482  2745188  2649503  271,633  367,318

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     37,821)
  41,188   10,610   -3,119    8,744   16,017   46,813   23,508   -8,992   14,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     20.6      2.9     74.5     64.3     91.0     87.8      9.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      47       66       47      117      156      192      241                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,513,482
COMMITMENTS
  25,738  311,779  362,168  1093657  774,166  1481563  1448113   31,919   65,369

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     61,510)
   3,988    4,868   12,920   42,390   40,829   59,298   58,617    2,212    2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     20.6     23.9     72.3     51.2     97.9     95.7      2.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      12       63       46       60       66      113      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       71,449
COMMITMENTS
  45,252    9,185    2,322   14,575   49,274   62,148   60,780    9,301   10,669

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      2,944)
   3,513      443     -282   -1,196    2,119    2,035    2,280      909      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     12.9      3.2     20.4     69.0     87.0     85.1     13.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      48       25        8       25       36       77       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      142,898
COMMITMENTS
  90,503   18,370    4,643   29,150   98,547  124,296  121,560   18,602   21,338

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      5,887)
   7,026      886     -564   -2,392    4,238    4,070    4,560    1,817    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     12.9      3.2     20.4     69.0     87.0     85.1     13.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      48       25        8       25       36       77       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,755
COMMITMENTS
  33,002   48,410      256   15,445        0   48,703   48,666       52       89

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -3,031)
  -1,543   -1,286   -1,732      243        0   -3,032   -3,018        1      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7     99.3      0.5     31.7      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21       14        1        3        0       25       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,626
COMMITMENTS
  21,229    5,119       39   10,334   26,364   31,602   31,522       24      104

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        768)
   1,281      176      -25     -454      596      802      747      -34       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     16.2      0.1     32.7     83.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12        1        7       20       20       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/08/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,120
COMMITMENTS
  12,245    5,280       55    9,756   16,696   22,056   22,031       64       89

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -482)
    -541      -45       48       29     -498     -464     -495      -18       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4     23.9      0.2     44.1     75.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        8        1        5        9       16       17                  



Updated August 11, 2017