WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   547,262:   152,641    139,810    172,505    180,201    181,265    505,347    493,581:    41,915     53,682
Old  :   520,075:   146,323    137,722    165,445    168,533    168,836    480,302    472,003:    39,773     48,072
Other:    27,187:     8,459      4,229      4,919     11,667     12,430     25,045     21,578:     2,143      5,610
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    66,807:    12,398    -12,162     38,103     16,495     29,733     66,996     55,673:      -189     11,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       25.5       31.5       32.9       33.1       92.3       90.2:       7.7        9.8
Old  :     100.0:      28.1       26.5       31.8       32.4       32.5       92.4       90.8:       7.6        9.2
Other:     100.0:      31.1       15.6       18.1       42.9       45.7       92.1       79.4:       7.9       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       129        151        162         98        130        330        349:
Old  :       434:       133        146        159         96        129        324        346:
Other:       134:        20         30         23         35         63         72        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5        9.4       20.9       16.5        9.7        5.7       15.7       10.5
Old  :                 12.4        9.5       21.1       16.8        9.9        5.9       16.0       10.9
Other:                 44.8       28.0       61.3       37.2       41.3       15.4       50.8       21.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   282,276:   104,405     29,889     52,936     99,865    173,514    257,207    256,340:    25,069     25,936
Old  :   267,392:   104,211     30,295     48,708     90,423    166,812    243,342    245,815:    24,049     21,577
Other:    14,884:     3,418      2,818      1,005      9,442      6,702     13,865     10,525:     1,020      4,359
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     5,512:       535    -10,768      2,884       -384     12,641      3,036      4,757:     2,476        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       10.6       18.8       35.4       61.5       91.1       90.8:       8.9        9.2
Old  :     100.0:      39.0       11.3       18.2       33.8       62.4       91.0       91.9:       9.0        8.1
Other:     100.0:      23.0       18.9        6.7       63.4       45.0       93.1       70.7:       6.9       29.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        80         50         70         78         99        191        191:
Old  :       252:        81         49         65         78         96        189        184:
Other:       100:        13         18         11         23         58         42         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       26.0       26.0       34.9       13.2       19.5       21.3       27.3
Old  :                 15.7       27.4       27.1       36.5       14.1       23.0       22.5       30.9
Other:                 57.3       25.9       71.3       39.5       56.9       25.8       70.7       36.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  : 1,753,868:   343,170    330,930    410,349    740,750    783,617  1,494,269  1,524,896:   259,599    228,972
Old  :   818,652:   257,351    184,755    165,511    286,270    394,345    709,133    744,611:   109,519     74,041
Other:   935,216:   171,251    231,607    159,405    454,479    389,272    785,136    780,285:   150,080    154,931
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    24,573:    14,604    -58,947     -7,830        410     79,552      7,184     12,775:    17,389     11,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       18.9       23.4       42.2       44.7       85.2       86.9:      14.8       13.1
Old  :     100.0:      31.4       22.6       20.2       35.0       48.2       86.6       91.0:      13.4        9.0
Other:     100.0:      18.3       24.8       17.0       48.6       41.6       84.0       83.4:      16.0       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       202        167        237        323        333        650        630:
Old  :       667:       167        140        126        262        244        489        452:
Other:       681:       160        145        150        247        305        490        521:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9       10.0       15.5       15.9        7.3        7.5       12.1       11.6
Old  :                 11.0       16.6       18.0       25.7       10.3       15.8       16.8       24.6
Other:                 13.7        8.8       21.6       14.8       11.5        6.8       17.0       11.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :     7,718:     2,858         53      1,191        630      5,327      4,679      6,570:     3,039      1,147
Old  :     7,718:     2,858         53      1,191        630      5,327      4,679      6,570:     3,039      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       818:       324         37        362         15        173        701        571:       117        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        0.7       15.4        8.2       69.0       60.6       85.1:      39.4       14.9
Old  :     100.0:      37.0        0.7       15.4        8.2       69.0       60.6       85.1:      39.4       14.9
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  :        40:        22          4          7         10         10         36         17:
Old  :        40:        22          4          7         10         10         36         17:
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  :                 14.1       45.3       26.0       64.9       13.4       44.2       22.9       63.6
Old  :                 14.1       45.3       26.0       64.9       13.4       44.2       22.9       63.6
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, July 03, 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  :   847,190:   133,455    204,257    230,463    417,790    312,249    781,709    746,970:    65,481    100,220
Old  :   157,189:    28,563     27,980     37,106     78,560     73,783    144,229    138,870:    12,961     18,319
Other:   690,001:   127,835    199,219    170,414    339,231    238,466    637,480    608,100:    52,520     81,901
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     7,523:    16,226    -26,116     11,105    -23,836     30,118      3,495     15,107:     4,028     -7,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       24.1       27.2       49.3       36.9       92.3       88.2:       7.7       11.8
Old  :     100.0:      18.2       17.8       23.6       50.0       46.9       91.8       88.3:       8.2       11.7
Other:     100.0:      18.5       28.9       24.7       49.2       34.6       92.4       88.1:       7.6       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       599:       158        181        224        182        218        459        519:
Old  :       362:        80         86         87        102        140        225        275:
Other:       580:       150        180        192        160        206        412        486:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       10.1       21.9       16.5       12.6        7.4       18.1       11.9
Old  :                 21.7       26.3       31.1       33.5       19.4       23.4       26.8       29.5
Other:                 13.2        8.3       22.2       14.8       12.7        6.1       19.2       11.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   404,306:   100,802     69,958     82,995    178,334    219,238    362,131    372,192:    42,176     32,114
Old  :   140,321:    29,972     14,030     31,305     65,752     82,845    127,028    128,180:    13,293     12,141
Other:   263,986:    86,143     71,240     36,378    112,582    136,394    235,103    244,012:    28,883     19,973
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -3,308:      -843    -11,498     -8,940     -2,713     15,543    -12,497     -4,895:     9,188      1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       17.3       20.5       44.1       54.2       89.6       92.1:      10.4        7.9
Old  :     100.0:      21.4       10.0       22.3       46.9       59.0       90.5       91.3:       9.5        8.7
Other:     100.0:      32.6       27.0       13.8       42.6       51.7       89.1       92.4:      10.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        97         71        120         88         83        251        239:
Old  :       214:        53         51         71         64         66        162        158:
Other:       263:        85         68         81         64         69        191        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       28.0       17.7       34.5       10.6       25.0       16.9       31.3
Old  :                 17.4       27.3       30.1       35.2       17.4       24.0       29.1       31.5
Other:                 16.1       28.5       24.7       37.5       15.3       26.1       23.6       34.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :   920,437:   172,745     96,102    152,063    417,717    489,322    742,526    737,487:   177,911    182,950
Old  :   920,437:   172,745     96,102    152,063    417,717    489,322    742,526    737,487:   177,911    182,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    17,247:     2,611    -10,057     15,436     10,255        238     28,302      5,618:   -11,054     11,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.4       16.5       45.4       53.2       80.7       80.1:      19.3       19.9
Old  :     100.0:      18.8       10.4       16.5       45.4       53.2       80.7       80.1:      19.3       19.9
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  :       180:        40         34         49         78         90        142        149:
Old  :       180:        40         34         49         78         90        142        149:
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  :                 18.1       19.6       28.4       29.8       13.2       15.1       20.1       20.5
Old  :                 18.1       19.6       28.4       29.8       13.2       15.1       20.1       20.5
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, July 03, 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  :   795,681:    80,936    145,118      8,883    586,739    546,125    676,558    700,125:   119,123     95,556
Old  :   795,681:    80,936    145,118      8,883    586,739    546,125    676,558    700,125:   119,123     95,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    11,522:    15,043      4,318     -2,660        976      3,593     13,358      5,251:    -1,836      6,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.2        1.1       73.7       68.6       85.0       88.0:      15.0       12.0
Old  :     100.0:      10.2       18.2        1.1       73.7       68.6       85.0       88.0:      15.0       12.0
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  :       114:        15         13          9         59         65         78         83:
Old  :       114:        15         13          9         59         65         78         83:
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  :                 21.3       31.8       35.7       44.7       17.1       31.8       27.8       42.9
Old  :                 21.3       31.8       35.7       44.7       17.1       31.8       27.8       42.9
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, July 03, 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  :     2,313:       686        438        415        980      1,314      2,081      2,167:       232        146
Old  :     2,313:       686        438        415        980      1,314      2,081      2,167:       232        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :        44:         4        126        -43        116        -37         77         46:       -33         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       18.9       17.9       42.4       56.8       90.0       93.7:      10.0        6.3
Old  :     100.0:      29.7       18.9       17.9       42.4       56.8       90.0       93.7:      10.0        6.3
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  :        21:         7          3          3          6          8         14         13:
Old  :        21:         7          3          3          6          8         14         13:
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  :                 57.0       58.7       76.4       83.9       37.0       44.7       45.8       54.2
Old  :                 57.0       58.7       76.4       83.9       37.0       44.7       45.8       54.2
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, July 03, 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  :   404,873:    70,530     98,831     87,424    198,221    175,450    356,175    361,705:    48,698     43,167
Old  :   118,566:    20,507     20,681     19,207     58,511     62,953     98,225    102,840:    20,342     15,726
Other:   286,306:    66,533     94,661     51,707    139,710    112,497    257,950    258,865:    28,356     27,441
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   -12,298:    -4,488    -16,154     -3,170     -9,379      2,944    -17,037    -16,380:     4,739      4,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       24.4       21.6       49.0       43.3       88.0       89.3:      12.0       10.7
Old  :     100.0:      17.3       17.4       16.2       49.3       53.1       82.8       86.7:      17.2       13.3
Other:     100.0:      23.2       33.1       18.1       48.8       39.3       90.1       90.4:       9.9        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        71         71         85        101         85        222        208:
Old  :       205:        51         41         41         87         67        158        131:
Other:       241:        62         68         64         89         65        190        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       18.1       20.8       24.1       12.2       11.9       17.1       17.5
Old  :                 19.0       20.5       26.8       30.9       18.8       18.3       26.1       27.4
Other:                 14.6       21.0       22.7       29.2       13.1       16.3       19.8       23.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  :    10,079:     3,316      2,243        765      3,956      5,370      8,037      8,378:     2,042      1,701
Old  :    10,079:     3,316      2,243        765      3,956      5,370      8,037      8,378:     2,042      1,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       -38:       240        251        -61        -87       -257         92        -67:      -130         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       22.3        7.6       39.3       53.3       79.7       83.1:      20.3       16.9
Old  :     100.0:      32.9       22.3        7.6       39.3       53.3       79.7       83.1:      20.3       16.9
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  :        68:        22         18         14         23         14         55         37:
Old  :        68:        22         18         14         23         14         55         37:
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  :                 37.1       41.4       47.6       56.5       37.1       41.2       47.4       56.2
Old  :                 37.1       41.4       47.6       56.5       37.1       41.2       47.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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  : 1,374,595:   180,019    437,304     47,284  1,024,743    722,500  1,252,045  1,207,088:   122,550    167,508
Old  : 1,374,595:   180,019    437,304     47,284  1,024,743    722,500  1,252,045  1,207,088:   122,550    167,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    69,592:   -32,826     82,377      4,080    100,223    -22,551     71,477     63,905:    -1,885      5,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       31.8        3.4       74.5       52.6       91.1       87.8:       8.9       12.2
Old  :     100.0:      13.1       31.8        3.4       74.5       52.6       91.1       87.8:       8.9       12.2
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  :       259:        45         57         33        113         99        174        173:
Old  :       259:        45         57         33        113         99        174        173:
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  :                 20.4       25.0       32.7       36.0       20.4       24.0       30.7       32.9
Old  :                 20.4       25.0       32.7       36.0       20.4       24.0       30.7       32.9
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, July 03, 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  : 3,688,602:   815,403    550,320    421,168  2,063,062  2,154,751  3,299,633  3,126,240:   388,969    562,362
Old  : 3,688,602:   815,403    550,320    421,168  2,063,062  2,154,751  3,299,633  3,126,240:   388,969    562,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :   102,281:   -12,515     25,789     68,340     49,590      8,386    105,415    102,515:    -3,134       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       14.9       11.4       55.9       58.4       89.5       84.8:      10.5       15.2
Old  :     100.0:      22.1       14.9       11.4       55.9       58.4       89.5       84.8:      10.5       15.2
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  :       410:        74        111        109        173        191        315        343:
Old  :       410:        74        111        109        173        191        315        343:
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  :                 23.9       13.8       32.2       21.4       21.8       11.0       28.3       15.6
Old  :                 23.9       13.8       32.2       21.4       21.8       11.0       28.3       15.6
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, July 03, 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  :   395,895:    81,467     52,455      4,453    222,565    216,514    308,485    273,422:    87,409    122,473
Old  :   395,895:    81,467     52,455      4,453    222,565    216,514    308,485    273,422:    87,409    122,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     8,994:    -5,588     -3,742      3,164      6,917     -1,097      4,493     -1,675:     4,501     10,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       13.2        1.1       56.2       54.7       77.9       69.1:      22.1       30.9
Old  :     100.0:      20.6       13.2        1.1       56.2       54.7       77.9       69.1:      22.1       30.9
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  :        62:         9          8          6         34         36         47         46:
Old  :        62:         9          8          6         34         36         47         46:
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  :                 36.6       29.8       50.1       40.1       36.3       28.9       49.7       38.0
Old  :                 36.6       29.8       50.1       40.1       36.3       28.9       49.7       38.0
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, July 03, 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  : 3,258,519:   402,685    626,128    179,153  2,398,964  2,065,215  2,980,802  2,870,496:   277,717    388,023
Old  : 3,258,519:   402,685    626,128    179,153  2,398,964  2,065,215  2,980,802  2,870,496:   277,717    388,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    -6,224:   -66,109    -13,672     20,258     35,685    -21,856    -10,167    -15,270:     3,943      9,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       19.2        5.5       73.6       63.4       91.5       88.1:       8.5       11.9
Old  :     100.0:      12.4       19.2        5.5       73.6       63.4       91.5       88.1:       8.5       11.9
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  :       303:        49         69         63        130        158        216        253:
Old  :       303:        49         69         63        130        158        216        253:
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       18.0       49.2       28.1       35.0       17.5       43.8       26.6
Old  :                 38.5       18.0       49.2       28.1       35.0       17.5       43.8       26.6
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, July 03, 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  : 1,570,011:   191,926    370,799    311,944  1,025,067    825,698  1,528,937  1,508,441:    41,073     61,570
Old  : 1,570,011:   191,926    370,799    311,944  1,025,067    825,698  1,528,937  1,508,441:    41,073     61,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :  -128,613:   -20,155     -7,172    -26,052    -78,415    -90,565   -124,622   -123,789:    -3,991     -4,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       23.6       19.9       65.3       52.6       97.4       96.1:       2.6        3.9
Old  :     100.0:      12.2       23.6       19.9       65.3       52.6       97.4       96.1:       2.6        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  :       148:        13         54         56         57         69        117        141:
Old  :       148:        13         54         56         57         69        117        141:
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       19.4       50.1       31.2       27.0       12.8       32.2       18.7
Old  :                 32.8       19.4       50.1       31.2       27.0       12.8       32.2       18.7
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, July 03, 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  :    67,985:    40,804      4,037      3,757     14,504     50,381     59,064     58,174:     8,921      9,811
Old  :    67,985:    40,804      4,037      3,757     14,504     50,381     59,064     58,174:     8,921      9,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     1,707:     1,856       -868       -196       -225      1,532      1,435        467:       272      1,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0        5.9        5.5       21.3       74.1       86.9       85.6:      13.1       14.4
Old  :     100.0:      60.0        5.9        5.5       21.3       74.1       86.9       85.6:      13.1       14.4
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  :       114:        44         18         10         26         34         74         58:
Old  :       114:        44         18         10         26         34         74         58:
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  :                 27.0       35.0       41.0       56.1       23.2       33.4       37.2       54.5
Old  :                 27.0       35.0       41.0       56.1       23.2       33.4       37.2       54.5
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, July 03, 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  :   135,970:    81,607      8,074      7,513     29,007    100,762    118,128    116,349:    17,842     19,621
Old  :   135,970:    81,607      8,074      7,513     29,007    100,762    118,128    116,349:    17,842     19,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :     3,414:     3,712     -1,736       -393       -450      3,063      2,869        935:       545      2,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0        5.9        5.5       21.3       74.1       86.9       85.6:      13.1       14.4
Old  :     100.0:      60.0        5.9        5.5       21.3       74.1       86.9       85.6:      13.1       14.4
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  :       114:        44         18         10         26         34         74         58:
Old  :       114:        44         18         10         26         34         74         58:
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  :                 27.0       35.0       41.0       56.1       23.2       33.4       37.2       54.5
Old  :                 27.0       35.0       41.0       56.1       23.2       33.4       37.2       54.5
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, July 03, 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  :    51,959:    29,409     51,387        256     22,238        210     51,903     51,853:        56        106
Old  :    51,959:    29,409     51,387        256     22,238        210     51,903     51,853:        56        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :    17,437:      -295     17,458          0     17,840          0     17,545     17,458:      -108        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       98.9        0.5       42.8        0.4       99.9       99.8:       0.1        0.2
Old  :     100.0:      56.6       98.9        0.5       42.8        0.4       99.9       99.8:       0.1        0.2
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  :        38:        20         16          1          2          1         23         17:
Old  :        38:        20         16          1          2          1         23         17:
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  :                 80.9       77.3       94.4       92.9       80.5       77.3       94.0       92.9
Old  :                 80.9       77.3       94.4       92.9       80.5       77.3       94.0       92.9
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, July 03, 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  :    29,310:    18,834      4,972         39     10,393     24,188     29,266     29,199:        44        111
Old  :    29,310:    18,834      4,972         39     10,393     24,188     29,266     29,199:        44        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :      -596:     1,496        -17          0     -2,067       -569       -571       -586:       -25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       17.0        0.1       35.5       82.5       99.8       99.6:       0.2        0.4
Old  :     100.0:      64.3       17.0        0.1       35.5       82.5       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  :        47:        11         13          1          6         19         17         33:
Old  :        47:        11         13          1          6         19         17         33:
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  :                 75.6       46.9       93.8       67.3       75.6       46.8       93.8       67.3
Old  :                 75.6       46.9       93.8       67.3       75.6       46.8       93.8       67.3
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, July 03, 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  :    22,793:    12,194      4,542          0     10,547     18,203     22,741     22,745:        52         48
Old  :    22,793:    12,194      4,542          0     10,547     18,203     22,741     22,745:        52         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2017                        :
     :       -92:      -548        -76          0        444         -3       -104        -79:        12        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       19.9        0.0       46.3       79.9       99.8       99.8:       0.2        0.2
Old  :     100.0:      53.5       19.9        0.0       46.3       79.9       99.8       99.8:       0.2        0.2
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  :        33:        10          8          0          5         11         15         19:
Old  :        33:        10          8          0          5         11         15         19:
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  :                 79.5       63.0       97.0       89.0       79.5       63.0       96.6       89.0
Old  :                 79.5       63.0       97.0       89.0       79.5       63.0       96.6       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 7, 2017