WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,958
COMMITMENTS
 156,062  168,890   89,267  164,175  145,341  409,504  403,498   40,454   46,460

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      4,206)
   3,976   12,851    1,304   -3,001  -13,331    2,279      824    1,927    3,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     37.5     19.8     36.5     32.3     91.0     89.7      9.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     118      136      132      104      111      298      323                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      265,006
COMMITMENTS
 109,630   48,155   37,300   94,175  152,690  241,105  238,145   23,901   26,861

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -3,856)
    -789   13,481       71   -2,341  -16,696   -3,059   -3,144     -797     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     18.2     14.1     35.5     57.6     91.0     89.9      9.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      85       56       66       83       83      193      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,405,868
COMMITMENTS
 398,934  295,675  197,683  632,124  725,505  1228741  1218863  177,127  187,005

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     14,742)
   4,329   38,834   12,484   -2,878  -38,531   13,935   12,787      807    1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     21.0     14.1     45.0     51.6     87.4     86.7     12.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     177      156      177      299      312      573      569                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,539
COMMITMENTS
   2,796      912      501      656    4,299    3,953    5,712    2,586      827

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -297)
    -114     -162       44      136     -137       66     -255     -363      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     13.9      7.7     10.0     65.7     60.5     87.4     39.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        5        5        8       11       29       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      647,201
COMMITMENTS
 167,601  134,316   83,234  351,025  347,569  601,860  565,119   45,341   82,082

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     27,849)
   8,362   16,489   13,962    5,151   -2,585   27,475   27,866      374      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     20.8     12.9     54.2     53.7     93.0     87.3      7.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     155      153      152      160      215      400      459                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,696
COMMITMENTS
   5,279    2,078      173        1    4,042    5,453    6,293   14,243   13,403

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -892)
      17        1       50        0     -554       67     -503     -959     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     10.6      0.9      0.0     20.5     27.7     32.0     72.3     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        6        1       12        8       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      417,139
COMMITMENTS
 126,958   62,450   82,219  175,344  241,397  384,521  386,066   32,618   31,073

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      4,119)
  -2,096    6,920    6,106    6,061  -14,053   10,071   -1,027   -5,952    5,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     15.0     19.7     42.0     57.9     92.2     92.6      7.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      91       72      109       77       73      235      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      750,087
COMMITMENTS
 203,922  130,373   16,470  367,249  437,064  587,641  583,907  162,446  166,180

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -6,464)
 -13,603  -10,535    1,786   -6,898    9,888  -18,715    1,139   12,251   -7,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     17.4      2.2     49.0     58.3     78.3     77.8     21.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      46       23       26       62       74      116      115                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      869,961
COMMITMENTS
  87,005  156,228   17,108  649,186  596,264  753,299  769,600  116,662  100,361

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     22,489)
     671    3,072    3,618   12,781   14,792   17,070   21,482    5,419    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     18.0      2.0     74.6     68.5     86.6     88.5     13.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       15       12       67       69       88       88                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,839
COMMITMENTS
     837      134      170      495    1,226    1,502    1,530      337      309

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:         59)
      18      112     -124       52      -29      -54      -41      113      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5      7.3      9.2     26.9     66.7     81.7     83.2     18.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        2        3        4        6       17       10                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      367,467
COMMITMENTS
  77,702   76,717   50,107  203,594  210,270  331,403  337,094   36,064   30,373

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     15,150)
   1,419   11,264    4,173    7,503     -259   13,095   15,178    2,055      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     20.9     13.6     55.4     57.2     90.2     91.7      9.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      71       54       72       93       84      203      187                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,827
COMMITMENTS
   3,296    1,903      251    3,855    6,609    7,402    8,763    2,425    1,064

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -125)
    -129      -29     -113      -42      212     -284       70      159     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     19.4      2.6     39.2     67.3     75.3     89.2     24.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      27       14        8       17       16       47       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,469,407
COMMITMENTS
 227,056  356,916   62,686  1046813  897,233  1336555  1316835  132,852  152,572

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     58,900)
   4,977  -29,697   26,351   19,124   65,725   50,452   62,379    8,448   -3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     24.3      4.3     71.2     61.1     91.0     89.6      9.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      40       63       34      122      124      180      203                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,374,871
COMMITMENTS
 887,593  687,001  137,959  1982982  2032927  3008534  2857887  366,337  516,984

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     52,030)
 -13,149   16,095     -330   59,156   62,397   45,677   78,162    6,353  -26,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     20.4      4.1     58.8     60.2     89.1     84.7     10.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
      81       92       70      161      191      279      316                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      417,963
COMMITMENTS
  84,212   65,482    4,831  242,559  218,495  331,602  288,808   86,361  129,155

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      1,622)
     618    2,291    1,536   -1,791   -1,011      363    2,816    1,259   -1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.7      1.2     58.0     52.3     79.3     69.1     20.7     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12        7        8       37       37       53       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,121,190
COMMITMENTS
 477,171  634,690   94,460  2260043  2025432  2831674  2754582  289,516  366,608

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    104,369)
  65,856   12,252    6,877   13,753   85,950   86,486  105,079   17,883     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     20.3      3.0     72.4     64.9     90.7     88.3      9.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      48       72       47      122      151      201      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,633,854
COMMITMENTS
  35,865  320,741  364,153  1199097  883,994  1599115  1568888   34,739   64,966

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    120,372)
  10,127    8,962    1,985  105,440  109,828  117,552  120,775    2,820     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     19.6     22.3     73.4     54.1     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      14       60       45       62       69      113      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       75,987
COMMITMENTS
  50,425    6,773    1,557   14,340   57,297   66,322   65,627    9,665   10,361

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      4,538)
   5,174   -2,413     -765     -235    8,024    4,174    4,847      364     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4      8.9      2.0     18.9     75.4     87.3     86.4     12.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      44       20        7       25       33       71       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      151,974
COMMITMENTS
 100,850   13,545    3,114   28,680  114,594  132,644  131,253   19,330   20,721

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:      9,076)
  10,347   -4,825   -1,529     -470   16,047    8,348    9,693      728     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4      8.9      2.0     18.9     75.4     87.3     86.4     12.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      44       20        7       25       33       71       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,966
COMMITMENTS
  32,252   47,632      256   15,407        0   47,915   47,888       51       78

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -789)
    -750     -778        0      -38        0     -788     -778       -1      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     99.3      0.5     32.1      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      20       15        1        3        0       24       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,554
COMMITMENTS
  20,936    5,097       39   10,551   26,253   31,526   31,389       28      165

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        -72)
    -293      -22        0      217     -111      -76     -133        4       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     16.2      0.1     33.4     83.2     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       12        1        7       20       18       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,079
COMMITMENTS
  11,378    5,226       32   10,633   16,706   22,043   21,964       36      115

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:        -41)
    -867      -54      -23      877       10      -13      -67      -28       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     23.7      0.1     48.2     75.7     99.8     99.5      0.2      0.5

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



Updated August 18, 2017