WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,652
COMMITMENTS
 165,122  201,153   72,272  159,389  119,778  396,783  393,203   41,869   45,449

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -1,578)
   6,900    9,698   -4,131   -5,051   -8,452   -2,282   -2,885      704    1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     45.9     16.5     36.3     27.3     90.5     89.6      9.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     132      132      108       93      103      284      291                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      272,800
COMMITMENTS
 108,904   76,498   31,470  108,900  141,315  249,274  249,283   23,526   23,517

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -3,795)
   1,659    4,284   -6,513    2,782      612   -2,072   -1,617   -1,723   -2,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     28.0     11.5     39.9     51.8     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      86       49       53       80       78      186      166                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,337,632
COMMITMENTS
 369,919  383,919  177,345  605,079  610,511  1152343  1171775  185,289  165,857

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -36,242)
   9,222   25,598  -22,665  -22,212  -27,307  -35,655  -24,374     -587  -11,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     28.7     13.3     45.2     45.6     86.1     87.6     13.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      731)
     191      157      152      256      287      525      535                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,636
COMMITMENTS
   1,993      962      687      479    3,233    3,159    4,882    2,477      754

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -163)
    -329     -123       34       19     -135     -276     -224      113       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     17.1     12.2      8.5     57.4     56.1     86.6     43.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        5        5        6        9       22       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      663,179
COMMITMENTS
 145,638  147,682  109,852  359,539  327,239  615,029  584,773   48,150   78,406

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     10,757)
   1,542  -11,121   11,756   -3,567   14,114    9,731   14,749    1,026   -3,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     22.3     16.6     54.2     49.3     92.7     88.2      7.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     140      159      164      144      199      387      454                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,982
COMMITMENTS
   5,702    2,191       87        0    4,205    5,789    6,483   13,193   12,499

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:         50)
     306      177      -15        0       53      291      215     -241     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     11.5      0.5      0.0     22.2     30.5     34.2     69.5     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        6        0       12        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      430,341
COMMITMENTS
 135,974   37,460   81,153  171,927  284,463  389,054  403,076   41,287   27,265

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     11,830)
  19,886     -641   -2,524   -8,878   15,826    8,484   12,661    3,346     -831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      8.7     18.9     40.0     66.1     90.4     93.7      9.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     104       65      115       76       74      256      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      753,180
COMMITMENTS
 194,025  141,744   15,385  375,656  421,986  585,066  579,115  168,114  174,065

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -44,942)
   7,718   11,941     -535  -48,447  -60,418  -41,264  -49,012   -3,678    4,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     18.8      2.0     49.9     56.0     77.7     76.9     22.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      39       28       19       57       72      104      111                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      885,504
COMMITMENTS
  72,240  170,686   16,942  678,538  611,294  767,720  798,922  117,784   86,582

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -11,003)
  -3,823    5,449   -1,402   -8,919   -8,267  -14,144   -4,220    3,141   -6,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     19.3      1.9     76.6     69.0     86.7     90.2     13.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      13       17       14       67       70       90       91                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,626
COMMITMENTS
     839      378      135      431      893    1,405    1,406      221      220

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        -78)
    -201      -32       74       49     -187      -78     -145        0       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     23.2      8.3     26.5     54.9     86.4     86.5     13.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        3        6        8       16       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      390,740
COMMITMENTS
  76,153   85,022   66,191  205,717  207,451  348,061  358,664   42,679   32,076

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,715)
    -710     -737      464      284    2,883       38    2,610    1,677     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     21.8     16.9     52.6     53.1     89.1     91.8     10.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      62       66       77       92       85      206      196                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,067
COMMITMENTS
   3,923    1,729      149    3,718    7,070    7,790    8,948    2,277    1,119

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -375)
     495     -174     -213     -394      260     -112     -127     -263     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     17.2      1.5     36.9     70.2     77.4     88.9     22.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       15        6       14       16       47       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,490,582
COMMITMENTS
 244,874  416,476   52,826  1050881  874,742  1348581  1344044  142,001  146,538

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -61,353)
 -13,820   27,333  -17,351  -23,445  -58,493  -54,616  -48,511   -6,737  -12,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     27.9      3.5     70.5     58.7     90.5     90.2      9.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      54       64       29      118      132      184      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,403,957
COMMITMENTS
 890,781  668,975  151,218  1991664  2054298  3033663  2874491  370,294  529,466

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:   -174,560)
 -38,295   23,618 -130,904   35,255  -25,812 -133,944 -133,098  -40,616  -41,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     19.7      4.4     58.5     60.4     89.1     84.4     10.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
      84       92       56      153      190      269      306                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      427,155
COMMITMENTS
  87,841   60,307    4,858  250,425  235,692  343,124  300,857   84,031  126,298

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -420)
  -3,957   -8,886    2,336    4,962   12,547    3,341    5,997   -3,761   -6,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     14.1      1.1     58.6     55.2     80.3     70.4     19.7     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        7        8       39       41       53       53                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,225,663
COMMITMENTS
 599,887  676,427   61,771  2269943  2143481  2931601  2881679  294,062  343,984

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:   -139,680)
  20,317   48,367   -3,191 -102,490 -119,247  -85,364  -74,071  -54,316  -65,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     21.0      1.9     70.4     66.5     90.9     89.3      9.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      55       70       34      129      153      203      238                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,693,063
COMMITMENTS
  40,136  284,174  392,703  1225048  949,028  1657887  1625905   35,176   67,158

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -65,184)
  -8,794   -3,672  -10,594  -44,605  -48,069  -63,993  -62,335   -1,191   -2,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     16.8     23.2     72.4     56.1     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      17       60       46       62       76      113      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,819
COMMITMENTS
  46,191    6,705    1,848   17,555   57,061   65,593   65,614    9,226    9,205

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,900)
  -4,064       96      462    1,167   -2,774   -2,436   -2,217     -464     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7      9.0      2.5     23.5     76.3     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       23        8       31       32       78       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      149,637
COMMITMENTS
  92,381   13,410    3,696   35,109  114,121  131,186  131,227   18,451   18,410

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,799)
  -8,128      191      923    2,333   -5,548   -4,872   -4,434     -927   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7      9.0      2.5     23.5     76.3     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       23        8       31       32       78       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,398
COMMITMENTS
  32,777   48,223       85   15,462        0   48,324   48,308       74       90

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -573)
    -440     -390     -171       32        0     -579     -561        6      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7     99.6      0.2     31.9      0.0     99.8     99.8      0.2      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 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,527
COMMITMENTS
  22,493    5,976      316   10,663   27,148   33,472   33,440       55       87

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,575)
     840      898        0      701      673    1,541    1,571       34        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     17.8      0.9     31.8     81.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        1        7       21       17       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/05/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,515
COMMITMENTS
  10,193    4,648        4   10,273   15,783   20,470   20,435       45       80

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -500)
    -142     -347        0     -371     -127     -513     -474       13      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     22.7      0.0     50.1     76.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        8        1        4        9       14       17                  



Updated September 8, 2017