WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   566,189:   133,537    231,113    177,539    205,421    113,751    516,497    522,403:    49,692     43,786
Old  :   557,054:   132,631    232,519    174,227    201,727    109,073    508,585    515,819:    48,470     41,235
Other:     9,135:     3,874      1,562        345      3,695      4,677      7,913      6,584:     1,222      2,551
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :      -136:    -3,271      3,327     -9,378     14,317      3,829      1,669     -2,222:    -1,805      2,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       40.8       31.4       36.3       20.1       91.2       92.3:       8.8        7.7
Old  :     100.0:      23.8       41.7       31.3       36.2       19.6       91.3       92.6:       8.7        7.4
Other:     100.0:      42.4       17.1        3.8       40.4       51.2       86.6       72.1:      13.4       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       143        150        168        124        103        365        337:
Old  :       446:       147        148        167        124        100        364        334:
Other:        75:         9         14          8         22         39         35         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5        9.3       18.5       17.1        9.2        7.7       14.9       14.4
Old  :                 11.6        9.4       18.7       17.3        9.4        7.8       15.2       14.6
Other:                 53.6       28.2       67.0       41.2       53.6       27.9       65.7       38.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   294,038:    90,862     79,299     60,372    115,189    129,338    266,423    269,009:    27,614     25,029
Old  :   287,272:    91,252     80,265     57,871    110,707    125,884    259,829    264,019:    27,443     23,253
Other:     6,766:     1,830      1,253        283      4,482      3,454      6,594      4,990:       172      1,776
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     8,619:      -922     -1,021      7,306      1,263      1,547      7,646      7,832:       973        787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       27.0       20.5       39.2       44.0       90.6       91.5:       9.4        8.5
Old  :     100.0:      31.8       27.9       20.1       38.5       43.8       90.4       91.9:       9.6        8.1
Other:     100.0:      27.0       18.5        4.2       66.2       51.1       97.5       73.8:       2.5       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        73         58         74         96         88        206        194:
Old  :       264:        73         59         73         96         88        206        193:
Other:        58:        12          6          8         18         26         33         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       20.7       26.1       31.5       13.1       16.0       21.2       24.7
Old  :                 15.3       21.2       25.9       32.3       13.5       17.3       22.0       26.2
Other:                 59.5       32.3       79.2       52.9       59.5       32.3       78.9       51.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,797,132:   327,466    465,504    456,037    771,950    668,255  1,555,454  1,589,797:   241,678    207,335
Old  : 1,191,797:   292,061    462,667    266,652    478,160    363,972  1,036,873  1,093,291:   154,924     98,506
Other:   605,335:   120,571     88,003    104,221    293,790    304,283    518,581    496,506:    86,754    108,829
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :   -37,086:    -5,076     21,807    -34,785     -2,232    -27,234    -42,094    -40,212:     5,009      3,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       25.9       25.4       43.0       37.2       86.6       88.5:      13.4       11.5
Old  :     100.0:      24.5       38.8       22.4       40.1       30.5       87.0       91.7:      13.0        8.3
Other:     100.0:      19.9       14.5       17.2       48.5       50.3       85.7       82.0:      14.3       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       791:       215        168        236        336        318        670        627:
Old  :       740:       206        165        173        308        262        587        530:
Other:       587:       127        125        111        208        282        399        457:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.1        8.3       15.3       14.5        7.2        6.3       11.7       11.2
Old  :                  9.3        9.9       14.8       18.3        8.7        9.7       14.0       17.1
Other:                 16.6       11.8       25.2       19.4       12.1        6.9       18.2       11.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,158:     1,686        542        674      2,305      4,957      4,664      6,173:     2,493        984
Old  :     7,158:     1,686        542        674      2,305      4,957      4,664      6,173:     2,493        984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :        41:        46          4        -55        -40        -53        -49       -104:        90        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.6        9.4       32.2       69.3       65.2       86.2:      34.8       13.8
Old  :     100.0:      23.5        7.6        9.4       32.2       69.3       65.2       86.2:      34.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12          7          5         13         13         29         21:
Old  :        37:        12          7          5         13         13         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       45.9       39.7       63.6       21.1       42.7       30.4       54.3
Old  :                 29.8       45.9       39.7       63.6       21.1       42.7       30.4       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   881,728:   126,700    202,976    242,492    452,325    313,726    821,518    759,195:    60,210    122,533
Old  :   513,055:   107,786    193,111    102,075    270,408    170,864    480,270    466,050:    32,786     47,005
Other:   368,673:    76,727     67,678     82,604    181,917    142,862    341,248    293,144:    27,425     75,528
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    38,710:    -5,885     19,881     16,385     24,463       -966     34,963     35,300:     3,747      3,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       23.0       27.5       51.3       35.6       93.2       86.1:       6.8       13.9
Old  :     100.0:      21.0       37.6       19.9       52.7       33.3       93.6       90.8:       6.4        9.2
Other:     100.0:      20.8       18.4       22.4       49.3       38.8       92.6       79.5:       7.4       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       187        194        246        201        225        518        556:
Old  :       599:       193        152        149        173        177        426        424:
Other:       531:       128        159        158        142        208        364        438:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       10.5       21.2       16.2       13.1        7.9       19.2       12.0
Old  :                 15.6       16.0       23.7       23.8       15.3       13.4       22.4       20.4
Other:                 16.8        8.5       26.2       15.4       16.3        6.8       22.7       11.6
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,351:     3,620      2,503      3,239      7,934      9,174     14,794     14,917:       557        434
Old  :    15,305:     3,643      2,503      3,202      7,934      9,174     14,779     14,879:       526        426
Other:        46:         7         30          8          0          0         15         38:        31          8
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     1,077:       173         10         57        821        910      1,050        976:        27        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       16.3       21.1       51.7       59.8       96.4       97.2:       3.6        2.8
Old  :     100.0:      23.8       16.4       20.9       51.8       59.9       96.6       97.2:       3.4        2.8
Other:     100.0:      15.8       64.5       17.4        0.0        0.0       33.2       81.9:      66.8       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          8         11         11         12         23         24:
Old  :        29:         5          8         11         11         12         23         24:
Other:         2:         1          1          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       46.3       84.3       67.7       59.0       40.7       64.8       56.0
Old  :                 65.3       46.5       84.4       67.9       59.3       40.9       65.1       56.1
Other:                 33.2       81.9       33.2       81.9       15.8       64.5       15.8       64.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   474,362:   110,068    118,210    115,985    213,826    203,219    439,879    437,414:    34,483     36,948
Old  :   306,214:    99,128    118,234     58,410    127,447    102,426    284,985    279,070:    21,229     27,144
Other:   168,149:    43,247     32,284     25,268     86,378    100,793    154,894    158,344:    13,255      9,804
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    16,194:       495     11,794      7,452      8,459     -7,182     16,407     12,065:      -212      4,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       24.9       24.5       45.1       42.8       92.7       92.2:       7.3        7.8
Old  :     100.0:      32.4       38.6       19.1       41.6       33.4       93.1       91.1:       6.9        8.9
Other:     100.0:      25.7       19.2       15.0       51.4       59.9       92.1       94.2:       7.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        99        104        128         95         84        266        269:
Old  :       330:       101        109         98         82         74        232        242:
Other:       212:        61         58         56         63         60        162        140:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       19.1       15.7       25.7        8.8       14.8       14.8       21.3
Old  :                 10.5       12.7       19.3       21.9       10.5       10.8       19.3       19.5
Other:                 19.0       35.8       29.5       46.6       18.7       31.7       28.8       41.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   865,142:   134,560    119,312    125,376    421,247    441,563    681,182    686,250:   183,960    178,892
Old  :   865,142:   134,560    119,312    125,376    421,247    441,563    681,182    686,250:   183,960    178,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :  -115,288:   -11,787     11,574    -43,010    -63,157    -66,283   -117,954    -97,718:     2,666    -17,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       13.8       14.5       48.7       51.0       78.7       79.3:      21.3       20.7
Old  :     100.0:      15.6       13.8       14.5       48.7       51.0       78.7       79.3:      21.3       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        34         34         42         71         76        124        133:
Old  :       162:        34         34         42         71         76        124        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       16.3       27.6       26.0       13.4       13.7       20.6       19.6
Old  :                 18.6       16.3       27.6       26.0       13.4       13.7       20.6       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   775,586:    31,191    143,632     16,067    604,129    519,717    651,387    679,416:   124,199     96,170
Old  :   775,586:    31,191    143,632     16,067    604,129    519,717    651,387    679,416:   124,199     96,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     1,009:    -1,104      2,639      3,005     19,248      8,279     21,149     13,924:   -20,140    -12,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       18.5        2.1       77.9       67.0       84.0       87.6:      16.0       12.4
Old  :     100.0:       4.0       18.5        2.1       77.9       67.0       84.0       87.6:      16.0       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        12         15         12         64         65         83         85:
Old  :       111:        12         15         12         64         65         83         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       31.6       33.0       49.4       14.6       30.9       24.9       45.2
Old  :                 19.2       31.6       33.0       49.4       14.6       30.9       24.9       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     3,397:     1,150        387        834      1,169      2,017      3,153      3,238:       244        159
Old  :     3,397:     1,150        387        834      1,169      2,017      3,153      3,238:       244        159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :        54:       -71        139        191        -35       -245         85         85:       -31        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       11.4       24.6       34.4       59.4       92.8       95.3:       7.2        4.7
Old  :     100.0:      33.9       11.4       24.6       34.4       59.4       92.8       95.3:       7.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          4          4          8         11         17         18:
Old  :        23:         8          4          4          8         11         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       62.6       80.1       81.5       33.0       36.7       43.6       46.5
Old  :                 56.9       62.6       80.1       81.5       33.0       36.7       43.6       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   449,312:    83,799    106,918     92,204    226,271    204,865    402,274    403,986:    47,038     45,326
Old  :   288,593:    82,765    108,347     37,948    136,024    109,222    256,736    255,517:    31,857     33,077
Other:   160,719:    31,976     29,512     23,315     90,247     95,643    145,538    148,469:    15,181     12,250
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    13,779:    -1,794      9,683       -794     15,328      1,604     12,741     10,493:     1,038      3,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       23.8       20.5       50.4       45.6       89.5       89.9:      10.5       10.1
Old  :     100.0:      28.7       37.5       13.1       47.1       37.8       89.0       88.5:      11.0       11.5
Other:     100.0:      19.9       18.4       14.5       56.2       59.5       90.6       92.4:       9.4        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        73         85         98        108         96        241        234:
Old  :       286:        85         75         74        100         85        220        204:
Other:       199:        40         60         48         71         59        148        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       19.0       20.7       25.6       11.3       13.0       16.6       18.1
Old  :                 16.8       14.2       25.0       21.9       16.1       13.3       23.8       21.0
Other:                 16.3       34.9       27.8       44.7       15.5       29.4       25.7       37.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,422:     2,421      1,929      1,331      4,713      5,450      8,466      8,711:     1,957      1,711
Old  :     8,501:     2,568      1,828        639      3,966      4,916      7,173      7,383:     1,328      1,117
Other:     1,922:       175        423        370        747        534      1,293      1,327:       629        594
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :       -70:       101       -222        142       -276         17        -33        -63:       -37         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       18.5       12.8       45.2       52.3       81.2       83.6:      18.8       16.4
Old  :     100.0:      30.2       21.5        7.5       46.7       57.8       84.4       86.9:      15.6       13.1
Other:     100.0:       9.1       22.0       19.3       38.9       27.8       67.3       69.1:      32.7       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        25         17         17         20         14         52         41:
Old  :        64:        25         14         13         18         12         48         34:
Other:        35:         7         11         10         13          9         25         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       34.8       49.1       53.1       36.9       34.7       46.8       52.0
Old  :                 41.9       38.5       53.7       60.2       40.5       38.5       52.0       59.3
Other:                 31.9       32.2       44.5       46.2       30.5       30.8       38.1       40.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,328,005:   229,578    240,330     70,392    897,506    835,582  1,197,476  1,146,304:   130,529    181,701
Old  : 1,328,005:   229,578    240,330     70,392    897,506    835,582  1,197,476  1,146,304:   130,529    181,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :  -131,103:       949     -7,927    -39,408    -63,316    -62,964   -101,775   -110,299:   -29,328    -20,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       18.1        5.3       67.6       62.9       90.2       86.3:       9.8       13.7
Old  :     100.0:      17.3       18.1        5.3       67.6       62.9       90.2       86.3:       9.8       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        60         52         43        114        115        196        188:
Old  :       268:        60         52         43        114        115        196        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       26.2       28.9       33.3       18.4       22.0       27.4       28.3
Old  :                 18.4       26.2       28.9       33.3       18.4       22.0       27.4       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,751,619:   870,446    622,416    350,941  2,101,525  2,178,755  3,322,911  3,152,111:   428,708    599,508
Old  : 3,751,619:   870,446    622,416    350,941  2,101,525  2,178,755  3,322,911  3,152,111:   428,708    599,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :  -485,513:   -49,574     67,408   -222,950   -242,623   -348,160   -515,147   -503,702:    29,634     18,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.6        9.4       56.0       58.1       88.6       84.0:      11.4       16.0
Old  :     100.0:      23.2       16.6        9.4       56.0       58.1       88.6       84.0:      11.4       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:        85         92        101        163        178        301        320:
Old  :       389:        85         92        101        163        178        301        320:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       15.5       33.0       24.2       20.9       13.5       28.2       18.7
Old  :                 24.2       15.5       33.0       24.2       20.9       13.5       28.2       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   374,990:    78,711     38,847      3,267    203,948    211,274    285,926    253,388:    89,064    121,602
Old  :   374,990:    78,711     38,847      3,267    203,948    211,274    285,926    253,388:    89,064    121,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     4,238:    11,010      5,361     -1,077     -6,020      3,082      3,913      7,366:       325     -3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       10.4        0.9       54.4       56.3       76.2       67.6:      23.8       32.4
Old  :     100.0:      21.0       10.4        0.9       54.4       56.3       76.2       67.6:      23.8       32.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        10          6          7         33         36         47         45:
Old  :        56:        10          6          7         33         36         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       27.0       49.8       37.5       37.6       26.1       48.9       35.4
Old  :                 38.5       27.0       49.8       37.5       37.6       26.1       48.9       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,416,561:   499,622    577,586    213,890  2,359,193  2,200,599  3,072,705  2,992,074:   343,856    424,487
Old  : 3,416,561:   499,622    577,586    213,890  2,359,193  2,200,599  3,072,705  2,992,074:   343,856    424,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :  -135,265:     6,405    -12,801   -106,609    -62,524    -55,457   -162,728   -174,867:    27,463     39,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       16.9        6.3       69.1       64.4       89.9       87.6:      10.1       12.4
Old  :     100.0:      14.6       16.9        6.3       69.1       64.4       89.9       87.6:      10.1       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        54         58         63        129        149        215        240:
Old  :       294:        54         58         63        129        149        215        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       16.4       45.1       26.2       30.7       15.5       39.8       24.6
Old  :                 35.6       16.4       45.1       26.2       30.7       15.5       39.8       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,720,444:   300,539    302,479    358,533  1,014,434    992,658  1,673,506  1,653,669:    46,938     66,775
Old  : 1,720,444:   300,539    302,479    358,533  1,014,434    992,658  1,673,506  1,653,669:    46,938     66,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    63,043:     3,933        915      9,705     42,068     51,539     55,705     62,159:     7,337        883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       17.6       20.8       59.0       57.7       97.3       96.1:       2.7        3.9
Old  :     100.0:      17.5       17.6       20.8       59.0       57.7       97.3       96.1:       2.7        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        21         56         55         63         75        124        154:
Old  :       164:        21         56         55         63         75        124        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       17.6       50.5       29.2       25.3        9.9       33.6       16.4
Old  :                 32.8       17.6       50.5       29.2       25.3        9.9       33.6       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,648:    30,362      7,234      3,059     18,495     41,081     51,916     51,373:     8,732      9,275
Old  :    60,648:    30,362      7,234      3,059     18,495     41,081     51,916     51,373:     8,732      9,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :      -242:     1,577        564         73     -1,298     -1,329        352       -692:      -595        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       11.9        5.0       30.5       67.7       85.6       84.7:      14.4       15.3
Old  :     100.0:      50.1       11.9        5.0       30.5       67.7       85.6       84.7:      14.4       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        46         19         11         31         30         80         57:
Old  :       116:        46         19         11         31         30         80         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       33.8       35.8       52.1       20.3       31.1       32.7       49.2
Old  :                 23.4       33.8       35.8       52.1       20.3       31.1       32.7       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   121,296:    60,725     14,467      6,118     36,990     82,161    103,832    102,746:    17,463     18,550
Old  :   121,296:    60,725     14,467      6,118     36,990     82,161    103,832    102,746:    17,463     18,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :      -485:     3,154      1,128        146     -2,595     -2,659        705     -1,384:    -1,190        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       11.9        5.0       30.5       67.7       85.6       84.7:      14.4       15.3
Old  :     100.0:      50.1       11.9        5.0       30.5       67.7       85.6       84.7:      14.4       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        46         19         11         31         30         80         57:
Old  :       116:        46         19         11         31         30         80         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       33.8       35.8       52.1       20.3       31.1       32.7       49.2
Old  :                 23.4       33.8       35.8       52.1       20.3       31.1       32.7       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    40,851:    39,286     39,941        257      1,249        544     40,792     40,742:        59        109
Old  :    40,851:    39,286     39,941        257      1,249        544     40,792     40,742:        59        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    -8,014:    -8,022     -8,046          1          0          0     -8,021     -8,045:         7         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      96.2       97.8        0.6        3.1        1.3       99.9       99.7:       0.1        0.3
Old  :     100.0:      96.2       97.8        0.6        3.1        1.3       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        22         13          2          1          1         24         15:
Old  :        37:        22         13          2          1          1         24         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       87.4       88.3       97.4       72.3       87.4       88.3       96.7
Old  :                 72.3       87.4       88.3       97.4       72.3       87.4       88.3       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,634:     4,409      5,490        110     25,088     23,928     29,607     29,528:        27        106
Old  :    29,634:     4,409      5,490        110     25,088     23,928     29,607     29,528:        27        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :      -186:      -245        207         18         53       -388       -174       -163:       -12        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.5        0.4       84.7       80.7       99.9       99.6:       0.1        0.4
Old  :     100.0:      14.9       18.5        0.4       84.7       80.7       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        13         14          2          9         20         22         36:
Old  :        51:        13         14          2          9         20         22         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       52.4       94.6       68.3       82.9       52.4       94.3       68.3
Old  :                 82.9       52.4       94.6       68.3       82.9       52.4       94.3       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    24,614:     9,266      5,784        130     15,170     18,590     24,566     24,504:        48        110
Old  :    24,614:     9,266      5,784        130     15,170     18,590     24,566     24,504:        48        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    -1,292:    -1,181        -16        130       -231     -1,437     -1,282     -1,323:       -10         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       23.5        0.5       61.6       75.5       99.8       99.6:       0.2        0.4
Old  :     100.0:      37.6       23.5        0.5       61.6       75.5       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8         10          1          6         10         14         21:
Old  :        32:         8         10          1          6         10         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.2       70.6       98.2       88.6       90.6       70.6       97.2       88.6
Old  :                 91.2       70.6       98.2       88.6       90.6       70.6       97.2       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 2, 2017