WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :   572,828:   138,218    146,304    190,708    200,655    189,615    529,581    526,628:    43,246     46,200
Old  :   527,017:   130,034    143,734    173,729    183,445    170,856    487,209    488,319:    39,808     38,698
Other:    45,810:    16,924     11,311      8,239     17,209     18,759     42,373     38,309:     3,438      7,502
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     9,294:    -6,015     16,559     12,547      3,093    -18,006      9,624     11,099:      -330     -1,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.5       33.3       35.0       33.1       92.5       91.9:       7.5        8.1
Old  :     100.0:      24.7       27.3       33.0       34.8       32.4       92.4       92.7:       7.6        7.3
Other:     100.0:      36.9       24.7       18.0       37.6       40.9       92.5       83.6:       7.5       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       147        140        190        126        121        376        366:
Old  :       449:       150        137        185        124        118        370        358:
Other:       168:        39         41         30         40         71         94        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9        8.4       19.4       15.1        9.4        6.4       15.5       11.0
Old  :                 12.1        8.5       20.1       15.4        9.8        6.3       16.1       11.2
Other:                 32.9       28.7       46.7       38.8       26.1       20.2       38.4       28.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :   286,537:   106,871     33,697     51,063    102,569    173,032    260,503    257,792:    26,034     28,745
Old  :   262,313:   109,290     34,727     41,014     87,530    163,560    237,834    239,301:    24,479     23,012
Other:    24,223:     5,180      6,570      2,449     15,039      9,472     22,668     18,490:     1,555      5,733
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    -4,138:      -381     -6,146      1,888     -7,040     -2,452     -5,533     -6,710:     1,395      2,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       11.8       17.8       35.8       60.4       90.9       90.0:       9.1       10.0
Old  :     100.0:      41.7       13.2       15.6       33.4       62.4       90.7       91.2:       9.3        8.8
Other:     100.0:      21.4       27.1       10.1       62.1       39.1       93.6       76.3:       6.4       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        86         41         80         90         93        209        193:
Old  :       260:        87         43         72         87         90        204        183:
Other:       107:        13         22         16         26         59         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  :                 13.4       25.2       22.5       34.6       11.2       21.7       18.3       29.6
Old  :                 14.7       27.3       23.8       37.2       13.4       27.1       21.3       35.0
Other:                 50.3       28.3       67.6       42.5       50.0       27.4       67.3       40.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  : 1,767,900:   350,678    233,754    448,598    742,783    854,013  1,542,058  1,536,365:   225,842    231,535
Old  :   526,846:   151,089    126,474    115,924    190,062    246,560    457,075    488,958:    69,771     37,887
Other: 1,241,054:   295,187    202,879    237,075    552,721    607,453  1,084,983  1,047,407:   156,071    193,647
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :   -32,511:   -18,303     -1,647     -2,092    -22,259    -26,609    -42,653    -30,347:    10,142     -2,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       13.2       25.4       42.0       48.3       87.2       86.9:      12.8       13.1
Old  :     100.0:      28.7       24.0       22.0       36.1       46.8       86.8       92.8:      13.2        7.2
Other:     100.0:      23.8       16.3       19.1       44.5       48.9       87.4       84.4:      12.6       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       209        170        247        355        353        690        664:
Old  :       618:       154        102        101        279        212        471        377:
Other:       766:       188        179        194        280        337        571        610:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       18.3        8.0        9.4       13.2       13.2
Old  :                  9.4       19.3       16.3       29.4        9.3       16.8       15.9       26.4
Other:                 12.8       11.5       19.9       17.1       11.7        8.2       17.4       12.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :     7,914:     2,827        484      1,426        584      5,103      4,837      7,013:     3,077        901
Old  :     7,914:     2,827        484      1,426        584      5,103      4,837      7,013:     3,077        901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :      -185:      -359         35        -98         50       -138       -407       -201:       222         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        6.1       18.0        7.4       64.5       61.1       88.6:      38.9       11.4
Old  :     100.0:      35.7        6.1       18.0        7.4       64.5       61.1       88.6:      38.9       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  :        38:        18          6          7         10         11         33         19:
Old  :        38:        18          6          7         10         11         33         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  :                 18.1       50.6       29.8       68.3       16.1       45.3       26.1       62.7
Old  :                 18.1       50.6       29.8       68.3       16.1       45.3       26.1       62.7
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 08, 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  :   796,479:   130,730    108,445    214,663    397,166    377,615    742,559    700,723:    53,920     95,756
Old  :   773,241:   126,097    107,783    208,645    387,168    363,694    721,910    680,122:    51,332     93,119
Other:    23,238:     8,999      5,029      1,652      9,999     13,921     20,649     20,601:     2,589      2,637
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     2,898:   -19,226      1,190      4,827     17,767       -978      3,368      5,039:      -470     -2,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       13.6       27.0       49.9       47.4       93.2       88.0:       6.8       12.0
Old  :     100.0:      16.3       13.9       27.0       50.1       47.0       93.4       88.0:       6.6       12.0
Other:     100.0:      38.7       21.6        7.1       43.0       59.9       88.9       88.7:      11.1       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       627:       176        167        234        184        239        478        541:
Old  :       626:       173        171        232        183        235        475        536:
Other:       185:        29         34         21         33        103         71        149:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       11.4       23.2       18.4       13.8        8.4       19.9       13.7
Old  :                 15.0       11.8       23.7       18.6       14.0        8.6       20.3       14.0
Other:                 34.0       42.5       51.5       57.8       34.0       41.9       51.5       57.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :    20,588:     5,262      2,077        123          1      4,596      5,386      6,796:    15,202     13,792
Old  :    20,119:     5,048      2,026         70          1      4,504      5,119      6,600:    15,000     13,519
Other:       469:       265        102          2          0         92        267        196:       202        273
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :      -653:       -94        -17         29          0       -357        -65       -345:      -588       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       10.1        0.6        0.0       22.3       26.2       33.0:      73.8       67.0
Old  :     100.0:      25.1       10.1        0.3        0.0       22.4       25.4       32.8:      74.6       67.2
Other:     100.0:      56.5       21.7        0.4        0.0       19.6       56.9       41.8:      43.1       58.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          6          6          1         13          8         23:
Old  :        24:         5          6          4          1         13          8         21:
Other:        13:         1          6          1          0          6          1         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  :                 24.6       16.2       26.2       21.9       24.1       16.2       25.6       21.9
Old  :                 25.2       16.2       25.4       21.8       24.9       16.2       25.1       21.8
Other:                 56.9       23.7       56.9       38.0       56.5       23.7       56.5       38.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :   443,731:   125,205     55,256     95,750    183,501    266,212    404,456    417,218:    39,276     26,513
Old  :    73,706:    31,182      8,022      9,735     26,916     52,373     67,833     70,130:     5,873      3,577
Other:   370,025:   117,253     70,464     62,784    156,585    213,840    336,622    347,088:    33,403     22,936
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     5,582:     1,860      6,852      1,227      3,317     -1,533      6,404      6,546:      -821       -964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.5       21.6       41.4       60.0       91.1       94.0:       8.9        6.0
Old  :     100.0:      42.3       10.9       13.2       36.5       71.1       92.0       95.1:       8.0        4.9
Other:     100.0:      31.7       19.0       17.0       42.3       57.8       91.0       93.8:       9.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        94         67        109         84         87        241        223:
Old  :       174:        61         28         33         47         56        114        111:
Other:       278:        78         87         98         78         79        224        204:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       31.7       18.7       38.0       10.4       29.2       16.9       34.7
Old  :                 26.2       30.7       40.0       43.4       26.2       29.2       39.9       41.2
Other:                 13.7       33.0       21.9       39.2       12.4       30.7       20.0       36.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :   904,334:   194,879    131,263    120,975    422,543    461,376    738,397    713,615:   165,937    190,719
Old  :   904,334:   194,879    131,263    120,975    422,543    461,376    738,397    713,615:   165,937    190,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    27,149:    19,854     -9,430     12,730     -7,771     15,225     24,814     18,526:     2,335      8,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       14.5       13.4       46.7       51.0       81.7       78.9:      18.3       21.1
Old  :     100.0:      21.5       14.5       13.4       46.7       51.0       81.7       78.9:      18.3       21.1
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  :       175:        42         32         48         75         88        139        146:
Old  :       175:        42         32         48         75         88        139        146:
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  :                 19.4       21.1       29.2       31.0       15.1       16.3       22.7       22.8
Old  :                 19.4       21.1       29.2       31.0       15.1       16.3       22.7       22.8
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 08, 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  :   847,764:    86,334    153,159     13,490    636,433    581,478    736,257    748,127:   111,507     99,638
Old  :   847,764:    86,334    153,159     13,490    636,433    581,478    736,257    748,127:   111,507     99,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    25,880:     4,639     16,932      2,144     20,575        919     27,358     19,996:    -1,478      5,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.1        1.6       75.1       68.6       86.8       88.2:      13.2       11.8
Old  :     100.0:      10.2       18.1        1.6       75.1       68.6       86.8       88.2:      13.2       11.8
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  :       118:        13         16         10         64         69         83         89:
Old  :       118:        13         16         10         64         69         83         89:
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  :                 24.3       36.3       37.8       48.4       19.7       35.9       29.5       45.3
Old  :                 24.3       36.3       37.8       48.4       19.7       35.9       29.5       45.3
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 08, 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  :     1,780:       819         22        294        443      1,255      1,556      1,571:       224        209
Old  :     1,780:       819         22        294        443      1,255      1,556      1,571:       224        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :       -71:      -109       -104         50         39        -59        -20       -113:       -51         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        1.2       16.5       24.9       70.5       87.4       88.3:      12.6       11.7
Old  :     100.0:      46.0        1.2       16.5       24.9       70.5       87.4       88.3:      12.6       11.7
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  :        20:        11          1          3          3          7         15         10:
Old  :        20:        11          1          3          3          7         15         10:
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  :                 48.1       70.7       68.3       85.4       30.1       49.9       43.8       53.7
Old  :                 48.1       70.7       68.3       85.4       30.1       49.9       43.8       53.7
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 08, 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  :   387,970:    68,894     62,472     73,745    208,159    219,925    350,798    356,142:    37,172     31,828
Old  :    65,160:     7,521     15,403      8,062     42,178     34,342     57,760     57,806:     7,399      7,353
Other:   322,810:    71,722     57,417     55,335    165,981    185,584    293,038    298,336:    29,773     24,475
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     8,117:    -5,609        495     -3,426     16,794     11,427      7,759      8,496:       358       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.1       19.0       53.7       56.7       90.4       91.8:       9.6        8.2
Old  :     100.0:      11.5       23.6       12.4       64.7       52.7       88.6       88.7:      11.4       11.3
Other:     100.0:      22.2       17.8       17.1       51.4       57.5       90.8       92.4:       9.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        70         54         74        100         93        204        198:
Old  :       167:        35         30         22         65         62        109        105:
Other:       243:        64         58         65         91         78        187        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       25.1       22.1       31.9       13.9       19.5       19.5       25.5
Old  :                 32.6       22.9       43.1       37.3       32.5       20.2       41.6       34.0
Other:                 14.8       27.5       22.3       34.3       13.4       23.2       20.0       29.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  :    11,045:     3,264      1,946      1,183      4,191      6,610      8,639      9,740:     2,406      1,305
Old  :    11,045:     3,264      1,946      1,183      4,191      6,610      8,639      9,740:     2,406      1,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :      -119:       124       -250         76       -285        -60        -85       -234:       -34        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       17.6       10.7       37.9       59.9       78.2       88.2:      21.8       11.8
Old  :     100.0:      29.6       17.6       10.7       37.9       59.9       78.2       88.2:      21.8       11.8
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  :        76:        26         20         13         19         16         54         42:
Old  :        76:        26         20         13         19         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  :                 33.5       45.0       42.8       56.4       33.5       44.8       41.6       55.3
Old  :                 33.5       45.0       42.8       56.4       33.5       44.8       41.6       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 08, 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  : 1,432,361:   222,639    383,665     49,858  1,034,093    841,519  1,306,590  1,275,042:   125,770    157,318
Old  : 1,432,361:   222,639    383,665     49,858  1,034,093    841,519  1,306,590  1,275,042:   125,770    157,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    39,013:    37,392      7,076      1,831       -464     33,123     38,759     42,031:       254     -3,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       26.8        3.5       72.2       58.8       91.2       89.0:       8.8       11.0
Old  :     100.0:      15.5       26.8        3.5       72.2       58.8       91.2       89.0:       8.8       11.0
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  :       269:        42         57         38        124        117        187        191:
Old  :       269:        42         57         38        124        117        187        191:
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       29.0       32.3       37.5       19.8       27.4       31.0       35.1
Old  :                 19.8       29.0       32.3       37.5       19.8       27.4       31.0       35.1
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 08, 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  : 3,904,834:   873,620    645,103    462,507  2,180,240  2,216,873  3,516,368  3,324,483:   388,467    580,351
Old  : 3,904,834:   873,620    645,103    462,507  2,180,240  2,216,873  3,516,368  3,324,483:   388,467    580,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :   129,180:    39,861     26,502     58,339     46,704     43,590    144,904    128,430:   -15,724        750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       16.5       11.8       55.8       56.8       90.1       85.1:       9.9       14.9
Old  :     100.0:      22.4       16.5       11.8       55.8       56.8       90.1       85.1:       9.9       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:        83        100        107        177        200        318        349:
Old  :       416:        83        100        107        177        200        318        349:
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  :                 24.5       11.5       32.8       19.5       21.9        9.0       28.0       13.5
Old  :                 24.5       11.5       32.8       19.5       21.9        9.0       28.0       13.5
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 08, 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  :   416,365:    83,618     63,191      3,295    244,350    219,506    331,263    285,992:    85,102    130,373
Old  :   416,365:    83,618     63,191      3,295    244,350    219,506    331,263    285,992:    85,102    130,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    13,087:    12,481        892       -703       -297      4,100     11,481      4,289:     1,606      8,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       15.2        0.8       58.7       52.7       79.6       68.7:      20.4       31.3
Old  :     100.0:      20.1       15.2        0.8       58.7       52.7       79.6       68.7:      20.4       31.3
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  :        66:        11          6          7         38         38         53         47:
Old  :        66:        11          6          7         38         38         53         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       32.6       46.5       42.7       32.6       32.4       46.0       40.9
Old  :                 32.8       32.6       46.5       42.7       32.6       32.4       46.0       40.9
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 08, 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  : 3,173,332:   407,313    606,932    190,167  2,298,350  1,999,088  2,895,829  2,796,187:   277,503    377,145
Old  : 3,173,332:   407,313    606,932    190,167  2,298,350  1,999,088  2,895,829  2,796,187:   277,503    377,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    42,687:    41,474     12,533        932      8,870     16,794     51,277     30,259:    -8,589     12,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       19.1        6.0       72.4       63.0       91.3       88.1:       8.7       11.9
Old  :     100.0:      12.8       19.1        6.0       72.4       63.0       91.3       88.1:       8.7       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  :       307:        48         67         63        132        161        219        252:
Old  :       307:        48         67         63        132        161        219        252:
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  :                 33.8       18.8       45.8       28.5       31.2       18.5       39.5       26.6
Old  :                 33.8       18.8       45.8       28.5       31.2       18.5       39.5       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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  : 1,513,499:    25,747    311,772    362,175  1,093,657    774,166  1,481,580  1,448,113:    31,919     65,386
Old  : 1,513,499:    25,747    311,772    362,175  1,093,657    774,166  1,481,580  1,448,113:    31,919     65,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    61,510:     3,988      4,868     12,920     42,390     40,829     59,298     58,617:     2,212      2,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       20.6       23.9       72.3       51.2       97.9       95.7:       2.1        4.3
Old  :     100.0:       1.7       20.6       23.9       72.3       51.2       97.9       95.7:       2.1        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  :       152:        12         63         46         60         66        113        140:
Old  :       152:        12         63         46         60         66        113        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  :                 30.4       19.1       46.4       29.9       21.3        9.0       27.8       13.5
Old  :                 30.4       19.1       46.4       29.9       21.3        9.0       27.8       13.5
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 08, 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  :    72,260:    45,267      8,953      2,793     14,779     49,596     62,840     61,343:     9,420     10,917
Old  :    72,260:    45,267      8,953      2,793     14,779     49,596     62,840     61,343:     9,420     10,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     2,971:     3,523        401       -225     -1,231      2,109      2,066      2,285:       905        686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.6       12.4        3.9       20.5       68.6       87.0       84.9:      13.0       15.1
Old  :     100.0:      62.6       12.4        3.9       20.5       68.6       87.0       84.9:      13.0       15.1
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  :       129:        49         25         11         26         38         82         67:
Old  :       129:        49         25         11         26         38         82         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  :                 26.4       30.4       39.3       47.0       23.4       28.7       36.3       45.3
Old  :                 26.4       30.4       39.3       47.0       23.4       28.7       36.3       45.3
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 08, 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  :   144,520:    90,534     17,907      5,587     29,558     99,192    125,679    122,686:    18,840     21,834
Old  :   144,520:    90,534     17,907      5,587     29,558     99,192    125,679    122,686:    18,840     21,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     5,942:     7,046        803       -450     -2,463      4,218      4,133      4,571:     1,809      1,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.6       12.4        3.9       20.5       68.6       87.0       84.9:      13.0       15.1
Old  :     100.0:      62.6       12.4        3.9       20.5       68.6       87.0       84.9:      13.0       15.1
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  :       129:        49         25         11         26         38         82         67:
Old  :       129:        49         25         11         26         38         82         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  :                 26.4       30.4       39.3       47.0       23.4       28.7       36.3       45.3
Old  :                 26.4       30.4       39.3       47.0       23.4       28.7       36.3       45.3
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 08, 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  :    48,755:    33,002     48,410        256     15,445          0     48,703     48,666:        52         89
Old  :    48,755:    33,002     48,410        256     15,445          0     48,703     48,666:        52         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    -3,031:    -1,543     -1,286     -1,732        243          0     -3,032     -3,018:         1        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       99.3        0.5       31.7        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      67.7       99.3        0.5       31.7        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  :        38:        21         14          1          3          0         25         14:
Old  :        38:        21         14          1          3          0         25         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  :                 71.7       82.6       90.7       97.7       71.7       82.6       90.7       97.2
Old  :                 71.7       82.6       90.7       97.7       71.7       82.6       90.7       97.2
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 08, 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  :    31,626:    21,229      5,119         39     10,334     26,364     31,602     31,522:        24        104
Old  :    31,626:    21,229      5,119         39     10,334     26,364     31,602     31,522:        24        104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :       768:     1,281        176        -25       -454        596        802        747:       -34         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       16.2        0.1       32.7       83.4       99.9       99.7:       0.1        0.3
Old  :     100.0:      67.1       16.2        0.1       32.7       83.4       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  :        50:        13         12          1          7         20         20         33:
Old  :        50:        13         12          1          7         20         20         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       46.7       92.8       67.4       77.4       46.6       92.7       67.4
Old  :                 77.4       46.7       92.8       67.4       77.4       46.6       92.7       67.4
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 08, 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  :    22,120:    12,245      5,280         55      9,756     16,696     22,056     22,031:        64         89
Old  :    22,120:    12,245      5,280         55      9,756     16,696     22,056     22,031:        64         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :      -482:      -541        -45         48         29       -498       -464       -495:       -18         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       23.9        0.2       44.1       75.5       99.7       99.6:       0.3        0.4
Old  :     100.0:      55.4       23.9        0.2       44.1       75.5       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10          8          1          5          9         16         17:
Old  :        31:        10          8          1          5          9         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       64.6       96.6       87.5       78.8       64.6       96.3       87.5
Old  :                 78.8       64.6       96.6       87.5       78.8       64.6       96.3       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 11, 2017