WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,295
COMMITMENTS
 144,284  120,480  166,500  188,885  209,352  499,669  496,332   41,626   44,963

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -40,251)
  -9,685   -1,789  -27,260    2,460  -10,676  -34,486  -39,725   -5,766     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     22.3     30.8     34.9     38.7     92.3     91.7      7.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     129      139      178      117      122      355      346                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      279,670
COMMITMENTS
 107,693   27,052   49,189   97,229  180,005  254,110  256,246   25,559   23,423

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     -7,001)
  -4,982    2,770   -1,803     -185   -6,733   -6,970   -5,766      -31   -1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      9.7     17.6     34.8     64.4     90.9     91.6      9.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      90       44       78       82      102      203      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,758,611
COMMITMENTS
 371,462  204,827  441,825  728,231  874,062  1541518  1520714  217,093  237,897

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -48,999)
  -8,078   -8,614  -10,670  -22,011  -36,367  -40,758  -55,651   -8,241    6,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     11.6     25.1     41.4     49.7     87.7     86.5     12.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      798)
     218      148      241      347      349      686      641                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,915
COMMITMENTS
   2,963      395    1,435      662    5,173    5,060    7,003    2,855      912

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:         50)
     163     -151       20       10      253      193      122     -143      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4      5.0     18.1      8.4     65.4     63.9     88.5     36.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        6        7       11       11       36       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      793,968
COMMITMENTS
 156,519  106,871  196,816  382,817  390,111  736,152  693,798   57,816  100,170

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -66,683)
   3,897  -11,885  -46,450  -20,202   -8,095  -62,755  -66,430   -3,928     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     13.5     24.8     48.2     49.1     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     185      173      231      197      242      498      546                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,233
COMMITMENTS
   6,196    2,116      113        0    4,920    6,309    7,149   15,924   15,084

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:         65)
     735       20      -61     -151       85      523       44     -458       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      9.5      0.5      0.0     22.1     28.4     32.2     71.6     67.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        3        0       15        6       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      426,819
COMMITMENTS
 118,442   50,124   91,703  179,800  257,857  389,944  399,683   36,875   27,136

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     -5,518)
   9,386   -3,900  -10,613   -2,836   10,827   -4,063   -3,686   -1,454   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     11.7     21.5     42.1     60.4     91.4     93.6      8.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      98       66      118       83       92      251      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      858,397
COMMITMENTS
 180,773  129,615   98,818  413,792  450,511  693,383  678,944  165,014  179,453

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -45,292)
  18,745    7,180  -48,464  -18,881    9,760  -48,599  -31,524    3,308  -13,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     15.1     11.5     48.2     52.5     80.8     79.1     19.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      39       32       47       76       81      135      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      808,470
COMMITMENTS
  77,531  135,768   11,415  611,597  564,822  700,543  712,006  107,927   96,465

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     13,742)
   6,107      585   -1,736   10,867    6,456   15,237    5,304   -1,495    8,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     16.8      1.4     75.6     69.9     86.7     88.1     13.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       16        9       62       69       79       90                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,811
COMMITMENTS
     866      228      195      434    1,300    1,495    1,723      316       88

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:       -194)
      60      -81     -195     -126      124     -261     -152       67      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     12.6     10.8     24.0     71.8     82.6     95.1     17.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        2        3       10       11       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      382,672
COMMITMENTS
  78,806   63,819   74,011  189,774  213,736  342,590  351,565   40,082   31,107

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -16,306)
     -62      402  -12,976     -920   -1,715  -13,958  -14,289   -2,348   -2,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     16.7     19.3     49.6     55.9     89.5     91.9     10.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      63       60       81      103       96      215      204                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,833
COMMITMENTS
   3,239    2,388    1,035    4,360    6,244    8,633    9,667    2,200    1,166

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        341)
      92      -73       72       62      353      226      352      115      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     22.0      9.6     40.2     57.6     79.7     89.2     20.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       15       12       21       16       53       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,375,422
COMMITMENTS
 192,262  434,042   40,660  1015400  744,197  1248322  1218900  127,100  156,522

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:      7,864)
  15,476  -11,670    3,205   -3,967   27,790   14,714   19,325   -6,850  -11,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     31.6      3.0     73.8     54.1     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      44       61       41      111      109      178      188                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,675,246
COMMITMENTS
 853,739  584,993  373,624  2056003  2133151  3283365  3091768  391,880  583,478

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:   -132,184)
  65,726   14,523  -67,090 -137,092 -121,244 -138,456 -173,812    6,272   41,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     15.9     10.2     55.9     58.0     89.3     84.1     10.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      76       95      103      164      186      299      325                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      401,935
COMMITMENTS
  69,148   54,746    4,870  246,146  223,609  320,164  283,225   81,770  118,710

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     11,225)
   4,346    2,132   -2,139   10,400   12,823   12,607   12,816   -1,382   -1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     13.6      1.2     61.2     55.6     79.7     70.5     20.3     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        7        6       37       39       49       49                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,111,027
COMMITMENTS
 339,658  632,879  187,734  2303059  1905833  2830450  2726445  280,576  384,582

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:    -63,812)
  -4,679   24,225  -18,939  -36,575  -66,720  -60,192  -61,434   -3,620   -2,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     20.3      6.0     74.0     61.3     91.0     87.6      9.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      44       69       65      127      154      212      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,649,526
COMMITMENTS
 183,101  383,612  321,213  1105882  872,564  1610196  1577389   39,330   72,137

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:     12,483)
     555    4,714    1,088   10,178    1,337   11,821    7,139      662    5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     23.3     19.5     67.0     52.9     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      14       58       48       58       68      111      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,766
COMMITMENTS
  39,932    4,863    3,897   13,647   46,830   57,475   55,589    8,291   10,177

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        573)
     457     -494      -26     -269     -130      161     -650      412    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.7      7.4      5.9     20.8     71.2     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      46       18       13       25       34       78       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,532
COMMITMENTS
  79,863    9,725    7,794   27,294   93,660  114,951  111,178   16,582   20,354

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:      1,147)
     913     -988      -53     -538     -261      323   -1,301      824    2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.7      7.4      5.9     20.8     71.2     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      46       18       13       25       34       78       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,471
COMMITMENTS
  30,402   47,090      256   16,763        0   47,421   47,346       50      125

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        800)
     746      812        0       52        0      798      812        2      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0     99.2      0.5     35.3      0.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23       14        1        3        0       27       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,396
COMMITMENTS
  20,218    5,915       39   11,088   25,345   31,345   31,299       51       97

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:        596)
     535      327        0       56      263      591      590        5        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.4     18.8      0.1     35.3     80.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       14        1        6       20       18       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,943
COMMITMENTS
  12,063    5,439        1   10,839   17,424   22,903   22,864       40       79

CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST:       -170)
     193      -36       -8     -360     -121     -175     -165        5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.6     23.7      0.0     47.2     75.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       11        1        5       10       16       21                  



Updated July 28, 2017