WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      473,499
COMMITMENTS
 166,688  194,288   93,983  171,399  139,241  432,070  427,512   41,429   45,987

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     23,541)
  10,626   25,398    4,716    7,224   -6,100   22,566   24,014      975     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     41.0     19.8     36.2     29.4     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     126      149      133      111      112      316      328                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      288,214
COMMITMENTS
 111,981   63,810   45,699  105,654  151,680  263,334  261,189   24,880   27,025

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     23,208)
   2,351   15,655    8,399   11,479   -1,010   22,229   23,044      979      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     22.1     15.9     36.7     52.6     91.4     90.6      8.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      85       57       71       87       83      201      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,447,921
COMMITMENTS
 406,467  335,959  203,308  653,722  722,331  1263497  1261598  184,424  186,323

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     42,053)
   7,533   40,284    5,625   21,598   -3,174   34,756   42,735    7,297     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     23.2     14.0     45.1     49.9     87.3     87.1     12.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     184      149      167      304      309      581      555                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,922
COMMITMENTS
   2,572      999      586      491    3,647    3,649    5,232    2,273      690

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -617)
    -224       87       85     -165     -652     -304     -480     -313     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     16.9      9.9      8.3     61.6     61.6     88.3     38.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        6        5        7       10       28       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,527
COMMITMENTS
 172,725  154,687   95,341  359,202  341,635  627,268  591,663   46,259   81,864

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     26,326)
   5,124   20,371   12,107    8,177   -5,934   25,408   26,544      918     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     23.0     14.2     53.3     50.7     93.1     87.8      6.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     161      149      162      153      210      404      458                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,277
COMMITMENTS
   5,438    2,033      115        1    4,048    5,554    6,196   13,723   13,081

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -419)
     159      -45      -58        0        6      101      -97     -520     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     10.5      0.6      0.0     21.0     28.8     32.1     71.2     67.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        5        1       12        7       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      418,248
COMMITMENTS
 117,444   52,995   91,989  172,614  242,615  382,047  387,599   36,201   30,649

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      1,109)
  -9,514   -9,455    9,770   -2,730    1,218   -2,474    1,533    3,583     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     12.7     22.0     41.3     58.0     91.3     92.7      8.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      95       68      111       76       71      239      212                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      778,565
COMMITMENTS
 214,293  137,602   18,382  375,680  455,820  608,355  611,804  170,210  166,761

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     28,478)
  10,371    7,229    1,912    8,431   18,756   20,714   27,897    7,764      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     17.7      2.4     48.3     58.5     78.1     78.6     21.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      44       25       27       60       77      113      120                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      890,246
COMMITMENTS
  89,773  168,969   19,964  653,900  606,987  763,637  795,920  126,609   94,326

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     20,285)
   2,768   12,741    2,856    4,714   10,723   10,338   26,320    9,947   -6,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     19.0      2.2     73.5     68.2     85.8     89.4     14.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       16       14       64       68       87       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,665
COMMITMENTS
     926      163      132      379    1,188    1,437    1,483      228      182

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -174)
      89       29      -38     -116      -38      -65      -47     -109     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6      9.8      7.9     22.8     71.4     86.3     89.1     13.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        2        3        3        6       15       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      386,366
COMMITMENTS
  77,174   86,272   61,803  206,205  204,745  345,182  352,820   41,184   33,546

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     18,899)
    -528    9,555   11,696    2,611   -5,525   13,779   15,726    5,120    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     22.3     16.0     53.4     53.0     89.3     91.3     10.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      68       58       70       96       85      201      187                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,650
COMMITMENTS
   3,310    1,899      302    3,631    6,199    7,243    8,400    2,407    1,250

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -177)
      14       -4       51     -224     -410     -159     -363      -18      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     19.7      3.1     37.6     64.2     75.1     87.0     24.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       15        9       17       13       49       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,549,827
COMMITMENTS
 246,856  363,495   72,709  1091026  953,860  1410591  1390064  139,236  159,763

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     80,420)
  19,800    6,579   10,023   44,213   56,627   74,036   73,229    6,384    7,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     23.5      4.7     70.4     61.5     91.0     89.7      9.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      47       64       38      120      129      184      214                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,432,660
COMMITMENTS
 915,736  654,491  162,441  1983573  2063876  3061750  2880808  370,910  551,852

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     57,789)
  28,143  -32,510   24,482      591   30,949   53,216   22,921    4,573   34,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     19.1      4.7     57.8     60.1     89.2     83.9     10.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      79       91       69      164      191      280      315                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      420,002
COMMITMENTS
  81,417   68,877    3,491  248,012  224,412  332,920  296,780   87,082  123,222

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      2,039)
  -2,795    3,395   -1,340    5,453    5,917    1,318    7,972      721   -5,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     16.4      0.8     59.1     53.4     79.3     70.7     20.7     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        8        9       40       39       56       51                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,206,004
COMMITMENTS
 513,642  654,605  101,155  2292423  2078104  2907220  2833864  298,784  372,140

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     84,814)
  36,471   19,915    6,695   32,380   52,672   75,546   79,282    9,268    5,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.4      3.2     71.5     64.8     90.7     88.4      9.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      54       67       46      121      156      202      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,678,809
COMMITMENTS
  39,096  298,306  384,371  1221828  929,389  1645295  1612066   33,514   66,743

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     44,955)
   3,231  -22,435   20,218   22,731   45,395   46,180   43,178   -1,225    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     17.8     22.9     72.8     55.4     98.0     96.0      2.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      19       56       47       59       67      112      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       76,255
COMMITMENTS
  50,578    4,499    1,201   14,542   60,498   66,321   66,197    9,935   10,058

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        268)
     153   -2,274     -357      202    3,201       -2      571      270     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3      5.9      1.6     19.1     79.3     87.0     86.8     13.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      46       15        9       25       35       73       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      152,510
COMMITMENTS
 101,156    8,998    2,401   29,084  120,995  132,641  132,394   19,869   20,116

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        536)
     306   -4,547     -713      404    6,401       -3    1,141      539     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3      5.9      1.6     19.1     79.3     87.0     86.8     13.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      46       15        9       25       35       73       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,905
COMMITMENTS
  32,190   47,552      256   15,407        0   47,853   47,808       52       97

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:        -61)
     -62      -80        0        0        0      -62      -80        1       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     99.3      0.5     32.2      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       16        1        3        0       24       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,230
COMMITMENTS
  21,247    4,774      310    9,631   26,064   31,188   31,148       42       82

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -324)
     311     -323      271     -920     -189     -338     -241       14      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     15.3      1.0     30.8     83.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       14        1        7       20       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,343
COMMITMENTS
  10,885    5,209        4   10,439   16,027   21,328   21,240       15      103

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:       -736)
    -493      -17      -28     -194     -679     -715     -724      -21      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     24.4      0.0     48.9     75.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       10        1        4        9       14       19                  



Updated August 25, 2017