WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   541,295:   144,284    120,480    166,500    188,885    209,352    499,669    496,332:    41,626     44,963
Old  :   497,723:   138,249    117,782    150,477    170,867    192,147    459,592    460,405:    38,131     37,318
Other:    43,572:    14,084     10,747      7,975     18,018     17,205     40,077     35,927:     3,495      7,645
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -40,251:    -9,685     -1,789    -27,260      2,460    -10,676    -34,486    -39,725:    -5,766       -527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       22.3       30.8       34.9       38.7       92.3       91.7:       7.7        8.3
Old  :     100.0:      27.8       23.7       30.2       34.3       38.6       92.3       92.5:       7.7        7.5
Other:     100.0:      32.3       24.7       18.3       41.4       39.5       92.0       82.5:       8.0       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       129        139        178        117        122        355        346:
Old  :       425:       131        137        175        113        120        347        341:
Other:       157:        32         38         27         41         70         88        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0        8.8       21.0       16.2        9.3        7.0       15.9       12.2
Old  :                 13.1        9.2       21.8       16.3        9.6        6.9       16.6       12.2
Other:                 34.9       29.9       49.5       39.8       29.3       21.8       42.3       29.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   279,670:   107,693     27,052     49,189     97,229    180,005    254,110    256,246:    25,559     23,423
Old  :   257,373:   108,837     27,917     40,229     84,037    170,498    233,103    238,643:    24,269     18,730
Other:    22,297:     5,551      5,831      2,265     13,191      9,507     21,007     17,604:     1,290      4,694
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -7,001:    -4,982      2,770     -1,803       -185     -6,733     -6,970     -5,766:       -31     -1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        9.7       17.6       34.8       64.4       90.9       91.6:       9.1        8.4
Old  :     100.0:      42.3       10.8       15.6       32.7       66.2       90.6       92.7:       9.4        7.3
Other:     100.0:      24.9       26.2       10.2       59.2       42.6       94.2       78.9:       5.8       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        90         44         78         82        102        203        202:
Old  :       267:        95         42         70         79         99        198        192:
Other:       113:        12         26         16         23         63         49         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       28.1       25.4       37.2       12.2       21.8       19.6       29.9
Old  :                 16.2       30.5       27.0       40.0       14.4       26.9       22.1       35.1
Other:                 48.6       27.7       66.0       41.8       48.2       27.2       65.7       39.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  : 1,758,611:   371,462    204,827    441,825    728,231    874,062  1,541,518  1,520,714:   217,093    237,897
Old  :   655,981:   247,322    153,784    108,807    225,206    342,034    581,335    604,625:    74,646     51,356
Other: 1,102,629:   248,562    175,465    208,596    503,025    532,028    960,182    916,089:   142,447    186,541
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -48,999:    -8,078     -8,614    -10,670    -22,011    -36,367    -40,758    -55,651:    -8,241      6,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       11.6       25.1       41.4       49.7       87.7       86.5:      12.3       13.5
Old  :     100.0:      37.7       23.4       16.6       34.3       52.1       88.6       92.2:      11.4        7.8
Other:     100.0:      22.5       15.9       18.9       45.6       48.3       87.1       83.1:      12.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       798:       218        148        241        347        349        686        641:
Old  :       650:       159        120        100        274        242        472        423:
Other:       741:       196        147        166        267        332        543        572:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       12.5       16.2       18.0        7.7        8.6       12.9       12.3
Old  :                 12.3       21.2       19.5       30.0       12.1       19.7       19.2       28.1
Other:                 14.2       10.4       22.2       16.5       12.7        6.6       18.5       11.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :     7,915:     2,963        395      1,435        662      5,173      5,060      7,003:     2,855        912
Old  :     7,915:     2,963        395      1,435        662      5,173      5,060      7,003:     2,855        912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :        50:       163       -151         20         10        253        193        122:      -143        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        5.0       18.1        8.4       65.4       63.9       88.5:      36.1       11.5
Old  :     100.0:      37.4        5.0       18.1        8.4       65.4       63.9       88.5:      36.1       11.5
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  :        41:        20          6          7         11         11         36         19:
Old  :        41:        20          6          7         11         11         36         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  :                 16.8       46.3       29.1       65.4       15.3       43.4       24.9       60.0
Old  :                 16.8       46.3       29.1       65.4       15.3       43.4       24.9       60.0
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 25, 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  :   793,968:   156,519    106,871    196,816    382,817    390,111    736,152    693,798:    57,816    100,170
Old  :    39,430:     5,536      4,615         59     28,332     28,745     33,927     33,419:     5,503      6,011
Other:   754,538:   155,677    106,950    192,063    354,485    361,366    702,225    660,379:    52,313     94,159
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -66,683:     3,897    -11,885    -46,450    -20,202     -8,095    -62,755    -66,430:    -3,928       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       13.5       24.8       48.2       49.1       92.7       87.4:       7.3       12.6
Old  :     100.0:      14.0       11.7        0.1       71.9       72.9       86.0       84.8:      14.0       15.2
Other:     100.0:      20.6       14.2       25.5       47.0       47.9       93.1       87.5:       6.9       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       637:       185        173        231        197        242        498        546:
Old  :       241:        36         31          5         85        104        125        136:
Other:       636:       183        180        216        173        239        459        542:
     :----------------------------------------------------------------------------------------------------
     :             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       10.2       22.2       17.2       13.2        8.4       19.3       13.1
Old  :                 31.0       27.5       48.0       40.3       30.1       27.5       45.1       39.9
Other:                 14.3       10.4       22.9       17.5       13.6        8.4       20.0       13.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,233:     6,196      2,116        113          0      4,920      6,309      7,149:    15,924     15,084
Old  :     1,209:     1,142         95          0          0         89      1,142        184:        67      1,025
Other:    21,024:     5,054      2,021        113          0      4,831      5,167      6,965:    15,857     14,059
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :        65:       735         20        -61       -151         85        523         44:      -458         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.5        0.5        0.0       22.1       28.4       32.2:      71.6       67.8
Old  :     100.0:      94.5        7.9        0.0        0.0        7.4       94.5       15.2:       5.5       84.8
Other:     100.0:      24.0        9.6        0.5        0.0       23.0       24.6       33.1:      75.4       66.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          3          0         15          6         23:
Old  :        14:         4          2          0          0          8          4         10:
Other:        26:         5          6          3          0         15          6         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       14.8       28.4       20.2       26.5       14.8       27.9       20.2
Old  :                 94.5       12.5       94.5       14.7       94.5       12.5       94.5       14.7
Other:                 23.0       15.1       24.6       20.8       22.6       15.1       24.0       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   426,819:   118,442     50,124     91,703    179,800    257,857    389,944    399,683:    36,875     27,136
Old  :   102,330:    32,760     11,315     14,687     46,252     68,682     93,699     94,684:     8,631      7,646
Other:   324,489:   110,411     63,538     52,286    133,548    189,175    296,245    304,999:    28,244     19,490
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -5,518:     9,386     -3,900    -10,613     -2,836     10,827     -4,063     -3,686:    -1,454     -1,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       11.7       21.5       42.1       60.4       91.4       93.6:       8.6        6.4
Old  :     100.0:      32.0       11.1       14.4       45.2       67.1       91.6       92.5:       8.4        7.5
Other:     100.0:      34.0       19.6       16.1       41.2       58.3       91.3       94.0:       8.7        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        98         66        118         83         92        251        235:
Old  :       203:        58         36         54         57         70        144        143:
Other:       276:        85         78         89         68         76        211        197:
     :----------------------------------------------------------------------------------------------------
     :             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       32.1       18.5       38.4       11.2       29.9       17.5       35.5
Old  :                 20.9       30.2       32.5       39.7       20.9       28.4       32.4       36.8
Other:                 15.0       33.1       23.7       40.8       14.7       31.2       22.7       38.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   858,397:   180,773    129,615     98,818    413,792    450,511    693,383    678,944:   165,014    179,453
Old  :   858,397:   180,773    129,615     98,818    413,792    450,511    693,383    678,944:   165,014    179,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -45,292:    18,745      7,180    -48,464    -18,881      9,760    -48,599    -31,524:     3,308    -13,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.1       11.5       48.2       52.5       80.8       79.1:      19.2       20.9
Old  :     100.0:      21.1       15.1       11.5       48.2       52.5       80.8       79.1:      19.2       20.9
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  :       170:        39         32         47         76         81        135        140:
Old  :       170:        39         32         47         76         81        135        140:
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  :                 19.8       20.9       29.8       32.0       15.6       16.4       23.5       24.3
Old  :                 19.8       20.9       29.8       32.0       15.6       16.4       23.5       24.3
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 25, 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  :   808,470:    77,531    135,768     11,415    611,597    564,822    700,543    712,006:   107,927     96,465
Old  :   808,470:    77,531    135,768     11,415    611,597    564,822    700,543    712,006:   107,927     96,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    13,742:     6,107        585     -1,736     10,867      6,456     15,237      5,304:    -1,495      8,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       16.8        1.4       75.6       69.9       86.7       88.1:      13.3       11.9
Old  :     100.0:       9.6       16.8        1.4       75.6       69.9       86.7       88.1:      13.3       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  :       118:        13         16          9         62         69         79         90:
Old  :       118:        13         16          9         62         69         79         90:
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  :                 23.2       33.8       37.6       46.8       18.7       33.8       29.0       44.2
Old  :                 23.2       33.8       37.6       46.8       18.7       33.8       29.0       44.2
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, July 25, 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  :     1,811:       866        228        195        434      1,300      1,495      1,723:       316         88
Old  :     1,811:       866        228        195        434      1,300      1,495      1,723:       316         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :      -194:        60        -81       -195       -126        124       -261       -152:        67        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8       12.6       10.8       24.0       71.8       82.6       95.1:      17.4        4.9
Old  :     100.0:      47.8       12.6       10.8       24.0       71.8       82.6       95.1:      17.4        4.9
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  :        20:         7          3          2          3         10         11         14:
Old  :        20:         7          3          2          3         10         11         14:
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  :                 60.7       63.8       77.1       84.1       40.3       48.2       50.1       59.3
Old  :                 60.7       63.8       77.1       84.1       40.3       48.2       50.1       59.3
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 25, 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  :   382,672:    78,806     63,819     74,011    189,774    213,736    342,590    351,565:    40,082     31,107
Old  :    82,006:    14,176     17,607      9,338     46,938     44,433     70,452     71,378:    11,554     10,628
Other:   300,666:    79,241     60,822     50,062    142,835    169,303    272,138    280,187:    28,528     20,479
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -16,306:       -62        402    -12,976       -920     -1,715    -13,958    -14,289:    -2,348     -2,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.7       19.3       49.6       55.9       89.5       91.9:      10.5        8.1
Old  :     100.0:      17.3       21.5       11.4       57.2       54.2       85.9       87.0:      14.1       13.0
Other:     100.0:      26.4       20.2       16.7       47.5       56.3       90.5       93.2:       9.5        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        63         60         81        103         96        215        204:
Old  :       187:        40         33         29         84         73        141        121:
Other:       238:        59         64         67         86         80        185        176:
     :----------------------------------------------------------------------------------------------------
     :             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       24.2       20.7       30.6       12.8       19.0       18.2       24.5
Old  :                 22.6       19.1       31.1       30.7       22.4       17.0       30.1       27.6
Other:                 13.7       27.7       21.4       35.4       12.5       22.9       19.3       29.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :    10,833:     3,239      2,388      1,035      4,360      6,244      8,633      9,667:     2,200      1,166
Old  :    10,833:     3,239      2,388      1,035      4,360      6,244      8,633      9,667:     2,200      1,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :       341:        92        -73         72         62        353        226        352:       115        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       22.0        9.6       40.2       57.6       79.7       89.2:      20.3       10.8
Old  :     100.0:      29.9       22.0        9.6       40.2       57.6       79.7       89.2:      20.3       10.8
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  :        74:        30         15         12         21         16         53         41:
Old  :        74:        30         15         12         21         16         53         41:
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  :                 34.9       43.3       46.5       56.1       34.9       43.0       45.1       55.5
Old  :                 34.9       43.3       46.5       56.1       34.9       43.0       45.1       55.5
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 25, 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  : 1,375,422:   192,262    434,042     40,660  1,015,400    744,197  1,248,322  1,218,900:   127,100    156,522
Old  : 1,375,422:   192,262    434,042     40,660  1,015,400    744,197  1,248,322  1,218,900:   127,100    156,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :     7,864:    15,476    -11,670      3,205     -3,967     27,790     14,714     19,325:    -6,850    -11,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       31.6        3.0       73.8       54.1       90.8       88.6:       9.2       11.4
Old  :     100.0:      14.0       31.6        3.0       73.8       54.1       90.8       88.6:       9.2       11.4
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  :       266:        44         61         41        111        109        178        188:
Old  :       266:        44         61         41        111        109        178        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  :                 21.1       24.5       33.5       34.1       19.9       24.0       31.9       31.3
Old  :                 21.1       24.5       33.5       34.1       19.9       24.0       31.9       31.3
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, July 25, 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  : 3,675,246:   853,739    584,993    373,624  2,056,003  2,133,151  3,283,365  3,091,768:   391,880    583,478
Old  : 3,675,246:   853,739    584,993    373,624  2,056,003  2,133,151  3,283,365  3,091,768:   391,880    583,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :  -132,184:    65,726     14,523    -67,090   -137,092   -121,244   -138,456   -173,812:     6,272     41,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       15.9       10.2       55.9       58.0       89.3       84.1:      10.7       15.9
Old  :     100.0:      23.2       15.9       10.2       55.9       58.0       89.3       84.1:      10.7       15.9
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  :       392:        76         95        103        164        186        299        325:
Old  :       392:        76         95        103        164        186        299        325:
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  :                 26.7       11.7       35.1       20.4       23.9        8.7       30.9       13.4
Old  :                 26.7       11.7       35.1       20.4       23.9        8.7       30.9       13.4
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 25, 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  :   401,935:    69,148     54,746      4,870    246,146    223,609    320,164    283,225:    81,770    118,710
Old  :   401,935:    69,148     54,746      4,870    246,146    223,609    320,164    283,225:    81,770    118,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    11,225:     4,346      2,132     -2,139     10,400     12,823     12,607     12,816:    -1,382     -1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.6        1.2       61.2       55.6       79.7       70.5:      20.3       29.5
Old  :     100.0:      17.2       13.6        1.2       61.2       55.6       79.7       70.5:      20.3       29.5
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  :        66:         9          7          6         37         39         49         49:
Old  :        66:         9          7          6         37         39         49         49:
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  :                 35.8       32.2       48.9       42.4       35.5       31.4       48.5       40.2
Old  :                 35.8       32.2       48.9       42.4       35.5       31.4       48.5       40.2
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 25, 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  : 3,111,027:   339,658    632,879    187,734  2,303,059  1,905,833  2,830,450  2,726,445:   280,576    384,582
Old  : 3,111,027:   339,658    632,879    187,734  2,303,059  1,905,833  2,830,450  2,726,445:   280,576    384,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :   -63,812:    -4,679     24,225    -18,939    -36,575    -66,720    -60,192    -61,434:    -3,620     -2,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       20.3        6.0       74.0       61.3       91.0       87.6:       9.0       12.4
Old  :     100.0:      10.9       20.3        6.0       74.0       61.3       91.0       87.6:       9.0       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  :       294:        44         69         65        127        154        212        247:
Old  :       294:        44         69         65        127        154        212        247:
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  :                 37.6       17.7       48.2       27.5       33.3       17.2       42.5       24.6
Old  :                 37.6       17.7       48.2       27.5       33.3       17.2       42.5       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, July 25, 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  : 1,649,526:   183,101    383,612    321,213  1,105,882    872,564  1,610,196  1,577,389:    39,330     72,137
Old  : 1,649,526:   183,101    383,612    321,213  1,105,882    872,564  1,610,196  1,577,389:    39,330     72,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    12,483:       555      4,714      1,088     10,178      1,337     11,821      7,139:       662      5,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       23.3       19.5       67.0       52.9       97.6       95.6:       2.4        4.4
Old  :     100.0:      11.1       23.3       19.5       67.0       52.9       97.6       95.6:       2.4        4.4
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  :       151:        14         58         48         58         68        111        142:
Old  :       151:        14         58         48         58         68        111        142:
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  :                 33.3       19.8       50.2       30.8       26.5       10.4       32.1       15.6
Old  :                 33.3       19.8       50.2       30.8       26.5       10.4       32.1       15.6
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 25, 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  :    65,766:    39,932      4,863      3,897     13,647     46,830     57,475     55,589:     8,291     10,177
Old  :    65,766:    39,932      4,863      3,897     13,647     46,830     57,475     55,589:     8,291     10,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :       573:       457       -494        -26       -269       -130        161       -650:       412      1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.7        7.4        5.9       20.8       71.2       87.4       84.5:      12.6       15.5
Old  :     100.0:      60.7        7.4        5.9       20.8       71.2       87.4       84.5:      12.6       15.5
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  :       115:        46         18         13         25         34         78         58:
Old  :       115:        46         18         13         25         34         78         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  :                 27.6       33.0       41.3       49.8       24.4       31.4       37.3       48.2
Old  :                 27.6       33.0       41.3       49.8       24.4       31.4       37.3       48.2
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, July 25, 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  :   131,532:    79,863      9,725      7,794     27,294     93,660    114,951    111,178:    16,582     20,354
Old  :   131,532:    79,863      9,725      7,794     27,294     93,660    114,951    111,178:    16,582     20,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :     1,147:       913       -988        -53       -538       -261        323     -1,301:       824      2,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.7        7.4        5.9       20.8       71.2       87.4       84.5:      12.6       15.5
Old  :     100.0:      60.7        7.4        5.9       20.8       71.2       87.4       84.5:      12.6       15.5
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  :       115:        46         18         13         25         34         78         58:
Old  :       115:        46         18         13         25         34         78         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  :                 27.6       33.0       41.3       49.8       24.4       31.4       37.3       48.2
Old  :                 27.6       33.0       41.3       49.8       24.4       31.4       37.3       48.2
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, July 25, 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  :    47,471:    30,402     47,090        256     16,763          0     47,421     47,346:        50        125
Old  :    47,471:    30,402     47,090        256     16,763          0     47,421     47,346:        50        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :       800:       746        812          0         52          0        798        812:         2        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       99.2        0.5       35.3        0.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      64.0       99.2        0.5       35.3        0.0       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  :        40:        23         14          1          3          0         27         14:
Old  :        40:        23         14          1          3          0         27         14:
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  :                 75.4       82.1       90.5       97.2       75.4       82.1       90.5       96.7
Old  :                 75.4       82.1       90.5       97.2       75.4       82.1       90.5       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, July 25, 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  :    31,396:    20,218      5,915         39     11,088     25,345     31,345     31,299:        51         97
Old  :    31,396:    20,218      5,915         39     11,088     25,345     31,345     31,299:        51         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :       596:       535        327          0         56        263        591        590:         5          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       18.8        0.1       35.3       80.7       99.8       99.7:       0.2        0.3
Old  :     100.0:      64.4       18.8        0.1       35.3       80.7       99.8       99.7:       0.2        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  :        50:        12         14          1          6         20         18         35:
Old  :        50:        12         14          1          6         20         18         35:
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  :                 76.2       44.2       94.3       64.9       76.2       44.2       94.3       64.9
Old  :                 76.2       44.2       94.3       64.9       76.2       44.2       94.3       64.9
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 25, 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  :    22,943:    12,063      5,439          1     10,839     17,424     22,903     22,864:        40         79
Old  :    22,943:    12,063      5,439          1     10,839     17,424     22,903     22,864:        40         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :      -170:       193        -36         -8       -360       -121       -175       -165:         5         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       23.7        0.0       47.2       75.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      52.6       23.7        0.0       47.2       75.9       99.8       99.7:       0.2        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  :        35:        10         11          1          5         10         16         21:
Old  :        35:        10         11          1          5         10         16         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  :                 80.7       63.6       96.6       85.9       80.7       63.6       96.1       85.9
Old  :                 80.7       63.6       96.6       85.9       80.7       63.6       96.1       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 28, 2017