WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :   563,534:   144,233    129,745    178,162    197,562    207,621    519,957    515,528:    43,577     48,006
Old  :   519,649:   137,229    127,814    161,776    180,781    189,796    479,787    479,386:    39,862     40,263
Other:    43,885:    15,151     10,079      8,239     16,781     17,825     40,171     36,142:     3,715      7,743
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    22,238:       -51      9,265     11,661      8,677     -1,731     20,288     19,196:     1,950      3,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       23.0       31.6       35.1       36.8       92.3       91.5:       7.7        8.5
Old  :     100.0:      26.4       24.6       31.1       34.8       36.5       92.3       92.3:       7.7        7.7
Other:     100.0:      34.5       23.0       18.8       38.2       40.6       91.5       82.4:       8.5       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       152        125        181        118        118        365        343:
Old  :       429:       155        122        177        117        115        360        336:
Other:       160:        37         36         24         38         69         90        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9        8.5       20.5       15.3        8.7        5.9       14.7       10.7
Old  :                 13.1        8.8       21.3       15.8        9.0        5.9       15.3       10.9
Other:                 34.3       29.1       49.0       40.7       28.4       21.6       41.1       30.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :   290,675:   107,252     39,843     49,175    109,609    175,484    266,036    264,502:    24,639     26,173
Old  :   267,097:   109,242     40,214     39,408     95,099    166,302    243,749    245,924:    23,348     21,173
Other:    23,578:     5,518      7,138      2,259     14,510      9,182     22,287     18,578:     1,291      5,000
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    11,005:      -441     12,791        -15     12,381     -4,521     11,925      8,255:      -921      2,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       13.7       16.9       37.7       60.4       91.5       91.0:       8.5        9.0
Old  :     100.0:      40.9       15.1       14.8       35.6       62.3       91.3       92.1:       8.7        7.9
Other:     100.0:      23.4       30.3        9.6       61.5       38.9       94.5       78.8:       5.5       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        89         53         89         87         95        219        203:
Old  :       271:        93         50         82         84         93        214        195:
Other:       110:        13         25         16         25         57         51         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       26.0       24.6       35.6       11.2       21.7       18.3       29.5
Old  :                 15.6       28.2       25.7       38.2       13.6       26.9       21.0       35.1
Other:                 50.5       28.6       67.7       44.4       50.2       28.4       67.4       41.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  : 1,800,411:   368,980    235,401    450,689    765,041    880,622  1,584,711  1,566,713:   215,700    233,698
Old  :   649,088:   237,138    156,453    117,001    223,816    331,509    577,955    604,964:    71,133     44,124
Other: 1,151,324:   256,572    203,678    208,959    541,225    549,113  1,006,756    961,749:   144,568    189,574
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    41,801:    -2,481     30,574      8,864     36,810      6,561     43,193     45,999:    -1,392     -4,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       13.1       25.0       42.5       48.9       88.0       87.0:      12.0       13.0
Old  :     100.0:      36.5       24.1       18.0       34.5       51.1       89.0       93.2:      11.0        6.8
Other:     100.0:      22.3       17.7       18.1       47.0       47.7       87.4       83.5:      12.6       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       824:       216        171        247        355        354        699        666:
Old  :       645:       154        122        101        280        229        478        408:
Other:       772:       202        168        182        278        339        568        604:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       12.2       17.0       17.6        7.4        8.5       12.4       12.0
Old  :                 12.3       20.1       19.1       30.5       12.1       17.7       18.8       27.7
Other:                 15.1       10.7       22.9       16.4       13.8        7.1       19.6       11.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :     8,099:     3,186        449      1,524        534      5,241      5,244      7,214:     2,855        885
Old  :     8,099:     3,186        449      1,524        534      5,241      5,244      7,214:     2,855        885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :       184:       223         54         89       -128         68        184        211:         0        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        5.5       18.8        6.6       64.7       64.8       89.1:      35.2       10.9
Old  :     100.0:      39.3        5.5       18.8        6.6       64.7       64.8       89.1:      35.2       10.9
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  :        44:        22          6          8         11         11         39         20:
Old  :        44:        22          6          8         11         11         39         20:
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  :                 16.5       48.3       28.2       65.9       14.7       44.1       23.5       60.6
Old  :                 16.5       48.3       28.2       65.9       14.7       44.1       23.5       60.6
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, August 01, 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  :   793,582:   149,956    107,255    209,836    379,400    378,593    739,192    695,685:    54,390     97,897
Old  :   773,733:   147,806    106,825    202,812    370,650    368,812    721,268    678,448:    52,465     95,285
Other:    19,848:     7,698      5,979      1,476      8,750      9,781     17,924     17,237:     1,925      2,612
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :      -387:    -6,563        384     13,020     -3,418    -11,518      3,039      1,887:    -3,426     -2,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       13.5       26.4       47.8       47.7       93.1       87.7:       6.9       12.3
Old  :     100.0:      19.1       13.8       26.2       47.9       47.7       93.2       87.7:       6.8       12.3
Other:     100.0:      38.8       30.1        7.4       44.1       49.3       90.3       86.8:       9.7       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       647:       176        184        239        184        243        489        559:
Old  :       647:       172        190        235        183        240        486        554:
Other:       191:        33         34         20         31        107         74        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       10.9       23.0       17.6       13.9        7.9       19.9       13.1
Old  :                 14.8       11.2       23.4       17.8       14.1        8.0       20.3       13.2
Other:                 37.4       40.5       52.7       53.9       37.4       40.5       52.7       53.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :    21,241:     5,356      2,094         94          1      4,953      5,451      7,141:    15,790     14,100
Old  :    20,753:     5,102      2,043         72          1      4,856      5,175      6,971:    15,578     13,782
Other:       488:       274         71          2          0         97        276        170:       212        318
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :      -992:      -840        -22        -19          1         33       -858         -8:      -134       -984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        9.9        0.4        0.0       23.3       25.7       33.6:      74.3       66.4
Old  :     100.0:      24.6        9.8        0.3        0.0       23.4       24.9       33.6:      75.1       66.4
Other:     100.0:      56.1       14.5        0.4        0.0       19.9       56.6       34.8:      43.4       65.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          4          1         15          8         23:
Old  :        26:         5          6          4          1         15          8         23:
Other:        14:         2          4          1          0          8          2         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       15.6       25.7       21.2       23.8       15.6       25.2       21.2
Old  :                 24.7       15.6       24.9       21.2       24.4       15.6       24.6       21.1
Other:                 56.6       22.3       56.6       32.4       56.1       22.3       56.1       32.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :   438,149:   123,345     48,404     94,522    180,184    267,746    398,052    410,672:    40,097     27,477
Old  :    84,248:    34,378      7,124     10,682     31,493     60,900     76,552     78,706:     7,696      5,542
Other:   353,901:   115,936     68,248     56,872    148,692    206,846    321,499    331,966:    32,401     21,935
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    11,329:     4,903     -1,720      2,819        385      9,889      8,107     10,988:     3,222        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       11.0       21.6       41.1       61.1       90.8       93.7:       9.2        6.3
Old  :     100.0:      40.8        8.5       12.7       37.4       72.3       90.9       93.4:       9.1        6.6
Other:     100.0:      32.8       19.3       16.1       42.0       58.4       90.8       93.8:       9.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       102         58        106         81         89        241        219:
Old  :       182:        61         27         34         53         63        123        116:
Other:       279:        89         80         89         69         78        216        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       32.8       18.5       39.1       10.6       29.5       16.9       35.1
Old  :                 23.9       32.6       35.8       46.0       23.9       30.8       35.7       43.1
Other:                 13.7       33.2       22.2       40.0       13.1       29.8       20.9       36.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :   877,185:   175,025    140,693    108,245    430,314    446,151    713,583    695,089:   163,602    182,096
Old  :   877,185:   175,025    140,693    108,245    430,314    446,151    713,583    695,089:   163,602    182,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    18,788:    -5,749     11,078      9,427     16,522     -4,360     20,200     16,145:    -1,412      2,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       16.0       12.3       49.1       50.9       81.3       79.2:      18.7       20.8
Old  :     100.0:      20.0       16.0       12.3       49.1       50.9       81.3       79.2:      18.7       20.8
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  :       178:        35         39         50         81         89        145        149:
Old  :       178:        35         39         50         81         89        145        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  :                 20.2       21.7       29.8       32.2       15.4       16.4       23.0       23.7
Old  :                 20.2       21.7       29.8       32.2       15.4       16.4       23.0       23.7
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, August 01, 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  :   821,884:    81,695    136,227     11,346    615,858    580,559    708,899    728,131:   112,986     93,753
Old  :   821,884:    81,695    136,227     11,346    615,858    580,559    708,899    728,131:   112,986     93,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    13,414:     4,164        458        -69      4,260     15,736      8,355     16,126:     5,059     -2,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.6        1.4       74.9       70.6       86.3       88.6:      13.7       11.4
Old  :     100.0:       9.9       16.6        1.4       74.9       70.6       86.3       88.6:      13.7       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  :       116:        11         15          9         61         69         77         88:
Old  :       116:        11         15          9         61         69         77         88:
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       34.0       38.0       47.0       19.3       34.0       29.4       44.4
Old  :                 23.9       34.0       38.0       47.0       19.3       34.0       29.4       44.4
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, August 01, 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  :     1,851:       928        126        244        404      1,314      1,576      1,684:       275        167
Old  :     1,851:       928        126        244        404      1,314      1,576      1,684:       275        167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :        40:        62       -102         49        -30         14         81        -39:       -41         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        6.8       13.2       21.8       71.0       85.1       91.0:      14.9        9.0
Old  :     100.0:      50.1        6.8       13.2       21.8       71.0       85.1       91.0:      14.9        9.0
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  :        20:        11          2          3          2          7         13         12:
Old  :        20:        11          2          3          2          7         13         12:
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  :                 54.2       66.2       74.3       85.8       32.1       51.6       44.7       57.2
Old  :                 54.2       66.2       74.3       85.8       32.1       51.6       44.7       57.2
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, August 01, 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  :   379,853:    74,503     61,977     77,172    191,365    208,498    343,039    347,646:    36,813     32,207
Old  :    68,304:     9,090     15,871      8,036     42,870     34,616     59,995     58,523:     8,308      9,781
Other:   311,549:    77,686     58,378     56,863    148,495    173,882    283,044    289,123:    28,505     22,426
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    -2,819:    -4,303     -1,842      3,161      1,591     -5,238        449     -3,919:    -3,269      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       16.3       20.3       50.4       54.9       90.3       91.5:       9.7        8.5
Old  :     100.0:      13.3       23.2       11.8       62.8       50.7       87.8       85.7:      12.2       14.3
Other:     100.0:      24.9       18.7       18.3       47.7       55.8       90.9       92.8:       9.1        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        66         60         86         98         88        214        201:
Old  :       175:        42         30         27         66         59        123        103:
Other:       245:        63         69         72         87         77        192        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       24.2       21.0       30.8       13.2       18.7       18.6       24.2
Old  :                 30.4       20.2       42.0       33.0       30.2       16.4       40.1       28.9
Other:                 13.6       26.8       21.3       34.7       12.3       22.2       19.0       29.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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  :    11,163:     3,140      2,196      1,107      4,476      6,670      8,723      9,973:     2,440      1,190
Old  :    11,163:     3,140      2,196      1,107      4,476      6,670      8,723      9,973:     2,440      1,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :       330:       -99       -192         72        117        426         90        306:       240         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.7        9.9       40.1       59.7       78.1       89.3:      21.9       10.7
Old  :     100.0:      28.1       19.7        9.9       40.1       59.7       78.1       89.3:      21.9       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        30         18         12         20         16         54         42:
Old  :        77:        30         18         12         20         16         54         42:
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  :                 34.1       45.0       45.2       56.3       34.1       44.8       43.9       55.3
Old  :                 34.1       45.0       45.2       56.3       34.1       44.8       43.9       55.3
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, August 01, 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  : 1,393,348:   185,246    376,588     48,027  1,034,558    808,396  1,267,831  1,233,012:   125,517    160,336
Old  : 1,393,348:   185,246    376,588     48,027  1,034,558    808,396  1,267,831  1,233,012:   125,517    160,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    17,926:    -7,015    -57,454      7,367     19,158     64,199     19,510     14,112:    -1,584      3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       27.0        3.4       74.2       58.0       91.0       88.5:       9.0       11.5
Old  :     100.0:      13.3       27.0        3.4       74.2       58.0       91.0       88.5:       9.0       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  :       269:        47         51         39        120        115        186        186:
Old  :       269:        47         51         39        120        115        186        186:
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  :                 21.2       27.6       33.1       35.6       20.3       25.9       31.6       33.2
Old  :                 21.2       27.6       33.1       35.6       20.3       25.9       31.6       33.2
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, August 01, 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  : 3,775,654:   833,759    618,601    404,169  2,133,536  2,173,283  3,371,464  3,196,053:   404,190    579,601
Old  : 3,775,654:   833,759    618,601    404,169  2,133,536  2,173,283  3,371,464  3,196,053:   404,190    579,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :   100,409:   -19,979     33,609     30,545     77,533     40,132     88,099    104,285:    12,310     -3,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       16.4       10.7       56.5       57.6       89.3       84.6:      10.7       15.4
Old  :     100.0:      22.1       16.4       10.7       56.5       57.6       89.3       84.6:      10.7       15.4
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  :       400:        77         98        106        169        192        305        337:
Old  :       400:        77         98        106        169        192        305        337:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       11.1       33.5       19.9       22.1        8.5       28.3       12.9
Old  :                 24.9       11.1       33.5       19.9       22.1        8.5       28.3       12.9
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, August 01, 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  :   403,278:    71,137     62,299      3,998    244,647    215,406    319,782    281,703:    83,496    121,575
Old  :   403,278:    71,137     62,299      3,998    244,647    215,406    319,782    281,703:    83,496    121,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     1,344:     1,989      7,553       -872     -1,499     -8,203       -382     -1,522:     1,726      2,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       15.4        1.0       60.7       53.4       79.3       69.9:      20.7       30.1
Old  :     100.0:      17.6       15.4        1.0       60.7       53.4       79.3       69.9:      20.7       30.1
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:        10          6          7         39         38         52         48:
Old  :        66:        10          6          7         39         38         52         48:
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  :                 32.6       33.1       46.0       43.3       32.4       32.8       45.7       41.5
Old  :                 32.6       33.1       46.0       43.3       32.4       32.8       45.7       41.5
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, August 01, 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  : 3,130,644:   365,838    594,400    189,234  2,289,480  1,982,294  2,844,552  2,765,928:   286,092    364,717
Old  : 3,130,644:   365,838    594,400    189,234  2,289,480  1,982,294  2,844,552  2,765,928:   286,092    364,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    19,618:    26,180    -38,479      1,501    -13,579     76,462     14,102     39,483:     5,516    -19,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       19.0        6.0       73.1       63.3       90.9       88.4:       9.1       11.6
Old  :     100.0:      11.7       19.0        6.0       73.1       63.3       90.9       88.4:       9.1       11.6
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:        51         65         63        132        157        219        249:
Old  :       303:        51         65         63        132        157        219        249:
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  :                 34.5       17.9       46.3       27.7       31.4       17.5       40.3       25.6
Old  :                 34.5       17.9       46.3       27.7       31.4       17.5       40.3       25.6
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, August 01, 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  : 1,451,989:    21,759    306,904    349,255  1,051,267    733,337  1,422,281  1,389,496:    29,707     62,492
Old  : 1,451,989:    21,759    306,904    349,255  1,051,267    733,337  1,422,281  1,389,496:    29,707     62,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :  -197,537:  -161,342    -76,708     28,042    -54,615   -139,227   -187,914   -187,893:    -9,623     -9,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       21.1       24.1       72.4       50.5       98.0       95.7:       2.0        4.3
Old  :     100.0:       1.5       21.1       24.1       72.4       50.5       98.0       95.7:       2.0        4.3
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  :       147:        12         58         46         59         66        111        137:
Old  :       147:        12         58         46         59         66        111        137:
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  :                 31.1       17.4       46.8       29.1       20.6        8.9       28.1       14.3
Old  :                 31.1       17.4       46.8       29.1       20.6        8.9       28.1       14.3
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, August 01, 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  :    69,289:    41,744      8,552      3,018     16,010     47,487     60,773     59,058:     8,516     10,231
Old  :    69,289:    41,744      8,552      3,018     16,010     47,487     60,773     59,058:     8,516     10,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     3,523:     1,813      3,689       -878      2,363        658      3,298      3,469:       225         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       12.3        4.4       23.1       68.5       87.7       85.2:      12.3       14.8
Old  :     100.0:      60.2       12.3        4.4       23.1       68.5       87.7       85.2:      12.3       14.8
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  :       126:        44         25         10         29         37         78         67:
Old  :       126:        44         25         10         29         37         78         67:
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  :                 27.1       31.1       39.7       48.4       23.6       29.3       36.2       46.6
Old  :                 27.1       31.1       39.7       48.4       23.6       29.3       36.2       46.6
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, August 01, 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  :   138,578:    83,489     17,104      6,037     32,021     94,975    121,546    118,116:    17,031     20,462
Old  :   138,578:    83,489     17,104      6,037     32,021     94,975    121,546    118,116:    17,031     20,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     7,045:     3,626      7,379     -1,757      4,727      1,315      6,596      6,937:       450        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       12.3        4.4       23.1       68.5       87.7       85.2:      12.3       14.8
Old  :     100.0:      60.2       12.3        4.4       23.1       68.5       87.7       85.2:      12.3       14.8
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  :       126:        44         25         10         29         37         78         67:
Old  :       126:        44         25         10         29         37         78         67:
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  :                 27.1       31.1       39.7       48.4       23.6       29.3       36.2       46.6
Old  :                 27.1       31.1       39.7       48.4       23.6       29.3       36.2       46.6
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, August 01, 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  :    51,786:    34,545     49,696      1,988     15,202          0     51,735     51,684:        51        102
Old  :    51,786:    34,545     49,696      1,988     15,202          0     51,735     51,684:        51        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     4,315:     4,143      2,606      1,732     -1,561          0      4,314      4,338:         1        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       96.0        3.8       29.4        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      66.7       96.0        3.8       29.4        0.0       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  :        36:        21         12          2          3          0         25         13:
Old  :        36:        21         12          2          3          0         25         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  :                 67.6       83.6       89.3       96.5       67.0       83.6       85.9       94.5
Old  :                 67.6       83.6       89.3       96.5       67.0       83.6       85.9       94.5
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, August 01, 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  :    30,858:    19,948      4,943         64     10,788     25,768     30,800     30,775:        58         83
Old  :    30,858:    19,948      4,943         64     10,788     25,768     30,800     30,775:        58         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :      -538:      -270       -972         25       -300        423       -545       -524:         7        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6       16.0        0.2       35.0       83.5       99.8       99.7:       0.2        0.3
Old  :     100.0:      64.6       16.0        0.2       35.0       83.5       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  :        48:        11         13          1          6         20         17         34:
Old  :        48:        11         13          1          6         20         17         34:
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       45.9       93.7       67.2       76.2       45.9       93.7       67.2
Old  :                 76.2       45.9       93.7       67.2       76.2       45.9       93.7       67.2
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, August 01, 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  :    22,602:    12,786      5,325          7      9,727     17,194     22,520     22,526:        82         76
Old  :    22,602:    12,786      5,325          7      9,727     17,194     22,520     22,526:        82         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :      -341:       723       -114          6     -1,112       -230       -383       -338:        42         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       23.6        0.0       43.0       76.1       99.6       99.7:       0.4        0.3
Old  :     100.0:      56.6       23.6        0.0       43.0       76.1       99.6       99.7:       0.4        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  :        32:        10          8          2          5         10         16         19:
Old  :        32:        10          8          2          5         10         16         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  :                 83.2       65.1       96.9       86.9       83.2       65.1       96.3       86.9
Old  :                 83.2       65.1       96.9       86.9       83.2       65.1       96.3       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 4, 2017