WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      440,230
COMMITMENTS
 158,222  191,455   76,403  164,440  128,230  399,065  396,088   41,165   44,142

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -33,269)
  -8,466   -2,833  -17,580   -6,959  -11,011  -33,005  -31,424     -264   -1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     43.5     17.4     37.4     29.1     90.6     90.0      9.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     120      149      125      108      110      302      320                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      276,595
COMMITMENTS
 107,245   72,214   37,983  106,118  140,703  251,346  250,900   25,249   25,695

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -11,619)
  -4,736    8,404   -7,716      464  -10,977  -11,988  -10,289      369   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     26.1     13.7     38.4     50.9     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      90       54       64       79       77      193      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,373,874
COMMITMENTS
 360,697  358,321  200,010  627,291  637,818  1187998  1196149  185,876  177,725

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -74,047)
 -45,770   22,362   -3,298  -26,431  -84,513  -75,499  -65,449    1,452   -8,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     26.1     14.6     45.7     46.4     86.5     87.1     13.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      731)
     180      161      157      285      304      554      555                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,799
COMMITMENTS
   2,322    1,085      653      460    3,368    3,435    5,106    2,364      693

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -123)
    -250       86       67      -31     -279     -214     -126       91        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     18.7     11.3      7.9     58.1     59.2     88.0     40.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        6        4        6        9       23       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      652,422
COMMITMENTS
 144,096  158,803   98,096  363,106  313,125  605,298  570,024   47,124   82,398

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -21,105)
 -28,629    4,116    2,755    3,904  -28,510  -21,970  -21,639      865      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     24.3     15.0     55.7     48.0     92.8     87.4      7.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     136      164      156      152      196      389      445                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,932
COMMITMENTS
   5,396    2,014      102        0    4,152    5,498    6,268   13,434   12,664

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -345)
     -42      -19      -13       -1      104      -56       72     -289     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     10.6      0.5      0.0     21.9     29.0     33.1     71.0     66.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        6        0       12        7       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      418,511
COMMITMENTS
 116,088   38,101   83,677  180,805  268,637  380,570  390,415   37,941   28,096

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        263)
  -1,356  -14,894   -8,312    8,191   26,022   -1,477    2,816    1,740   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      9.1     20.0     43.2     64.2     90.9     93.3      9.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      96       71      117       79       74      251      221                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      798,122
COMMITMENTS
 186,307  129,803   15,920  424,103  482,404  626,330  628,127  171,792  169,995

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     19,557)
 -27,986   -7,799   -2,462   48,423   26,584   17,975   16,323    1,582    3,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     16.3      2.0     53.1     60.4     78.5     78.7     21.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      40       24       22       65       76      113      114                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      896,507
COMMITMENTS
  76,063  165,237   18,344  687,457  619,561  781,864  803,142  114,643   93,365

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      6,261)
 -13,710   -3,732   -1,620   33,557   12,574   18,227    7,222  -11,966     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     18.4      2.0     76.7     69.1     87.2     89.6     12.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      13       13       13       67       69       89       86                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,704
COMMITMENTS
   1,040      410       61      382    1,080    1,483    1,551      221      153

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:         39)
     114      247      -71        3     -108       46       68       -7      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     24.1      3.6     22.4     63.4     87.0     91.0     13.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        4        3        6        9       17       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      389,025
COMMITMENTS
  76,863   85,759   65,727  205,433  204,568  348,023  356,054   41,002   32,971

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,659)
    -311     -513    3,924     -772     -177    2,841    3,234     -182     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     22.0     16.9     52.8     52.6     89.5     91.5     10.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      64       60       72       94       86      205      187                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,442
COMMITMENTS
   3,428    1,903      362    4,112    6,810    7,902    9,075    2,540    1,367

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        792)
     118        4       60      481      611      659      675      133      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     18.2      3.5     39.4     65.2     75.7     86.9     24.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       18        6       17       15       46       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,551,935
COMMITMENTS
 258,694  389,143   70,177  1074326  933,235  1403197  1392555  148,738  159,380

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,108)
  11,838   25,648   -2,532  -16,700  -20,625   -7,394    2,491    9,502     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     25.1      4.5     69.2     60.1     90.4     89.7      9.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      51       65       39      119      127      188      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,578,517
COMMITMENTS
 929,076  645,357  282,122  1956409  2080110  3167607  3007589  410,910  570,928

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    145,857)
  13,340   -9,134  119,681  -27,164   16,234  105,857  126,781   40,000   19,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     18.0      7.9     54.7     58.1     88.5     84.0     11.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      86       92       74      155      189      282      315                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      427,575
COMMITMENTS
  91,798   69,193    2,522  245,463  223,145  339,783  294,860   87,792  132,715

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      7,573)
  10,381      316     -969   -2,549   -1,267    6,863   -1,920      710    9,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     16.2      0.6     57.4     52.2     79.5     69.0     20.5     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12        8        9       39       38       56       50                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,365,343
COMMITMENTS
 579,570  628,060   64,962  2372433  2262728  3016965  2955750  348,378  409,593

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    159,339)
  65,928  -26,545  -36,193   80,010  184,624  109,745  121,886   49,594   37,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     18.7      1.9     70.5     67.2     89.6     87.8     10.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      50       58       39      127      157      200      231                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,758,247
COMMITMENTS
  48,930  287,846  403,297  1269653  997,097  1721880  1688240   36,367   70,007

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     79,438)
   9,834  -10,460   18,926   47,825   67,708   76,585   76,174    2,853    3,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     16.4     22.9     72.2     56.7     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      20       60       48       65       71      119      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,718
COMMITMENTS
  50,255    6,610    1,387   16,388   59,835   68,029   67,831    9,689    9,888

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,463)
    -324    2,111      186    1,846     -663    1,709    1,634     -246     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7      8.5      1.8     21.1     77.0     87.5     87.3     12.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      46       21        9       27       31       74       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      155,436
COMMITMENTS
 100,509   13,219    2,773   32,776  119,669  136,058  135,661   19,378   19,775

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,926)
    -647    4,221      372    3,692   -1,326    3,417    3,267     -491     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7      8.5      1.8     21.1     77.0     87.5     87.3     12.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      46       21        9       27       31       74       60                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,971
COMMITMENTS
  33,217   48,613      256   15,430        0   48,903   48,869       68      102

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,066)
   1,027    1,061        0       23        0    1,050    1,061       16        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     99.3      0.5     31.5      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22       14        1        3        0       26       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,952
COMMITMENTS
  21,653    5,078      316    9,962   26,475   31,931   31,869       21       83

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        722)
     406      304        6      331      411      743      721      -21        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     15.9      1.0     31.2     82.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        1        6       21       16       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,015
COMMITMENTS
  10,335    4,995        4   10,644   15,910   20,983   20,909       32      106

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -328)
    -550     -214        0      205     -117     -345     -331       17        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     23.8      0.0     50.6     75.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        9        1        4        9       14       18                  



Updated September 1, 2017