WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      563,534
COMMITMENTS
 144,233  129,745  178,162  197,562  207,621  519,957  515,528   43,577   48,006

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     22,238)
     -51    9,265   11,661    8,677   -1,731   20,288   19,196    1,950    3,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     23.0     31.6     35.1     36.8     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     152      125      181      118      118      365      343                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,675
COMMITMENTS
 107,252   39,843   49,175  109,609  175,484  266,036  264,502   24,639   26,173

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     11,005)
    -441   12,791      -15   12,381   -4,521   11,925    8,255     -921    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     13.7     16.9     37.7     60.4     91.5     91.0      8.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      89       53       89       87       95      219      203                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,800,411
COMMITMENTS
 368,980  235,401  450,689  765,041  880,622  1584711  1566713  215,700  233,698

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     41,801)
  -2,481   30,574    8,864   36,810    6,561   43,193   45,999   -1,392   -4,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     13.1     25.0     42.5     48.9     88.0     87.0     12.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      824)
     216      171      247      355      354      699      666                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,099
COMMITMENTS
   3,186      449    1,524      534    5,241    5,244    7,214    2,855      885

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        184)
     223       54       89     -128       68      184      211        0      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3      5.5     18.8      6.6     64.7     64.8     89.1     35.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        6        8       11       11       39       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      793,582
COMMITMENTS
 149,956  107,255  209,836  379,400  378,593  739,192  695,685   54,390   97,897

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -387)
  -6,563      384   13,020   -3,418  -11,518    3,039    1,887   -3,426   -2,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     13.5     26.4     47.8     47.7     93.1     87.7      6.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      647)
     176      184      239      184      243      489      559                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,241
COMMITMENTS
   5,356    2,094       94        1    4,953    5,451    7,141   15,790   14,100

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -992)
    -840      -22      -19        1       33     -858       -8     -134     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2      9.9      0.4      0.0     23.3     25.7     33.6     74.3     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        1       15        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      438,149
COMMITMENTS
 123,345   48,404   94,522  180,184  267,746  398,052  410,672   40,097   27,477

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     11,329)
   4,903   -1,720    2,819      385    9,889    8,107   10,988    3,222      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     11.0     21.6     41.1     61.1     90.8     93.7      9.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     102       58      106       81       89      241      219                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      877,185
COMMITMENTS
 175,025  140,693  108,245  430,314  446,151  713,583  695,089  163,602  182,096

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     18,788)
  -5,749   11,078    9,427   16,522   -4,360   20,200   16,145   -1,412    2,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     16.0     12.3     49.1     50.9     81.3     79.2     18.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      35       39       50       81       89      145      149                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      821,884
COMMITMENTS
  81,695  136,227   11,346  615,858  580,559  708,899  728,131  112,986   93,753

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     13,414)
   4,164      458      -69    4,260   15,736    8,355   16,126    5,059   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     16.6      1.4     74.9     70.6     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      11       15        9       61       69       77       88                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,851
COMMITMENTS
     928      126      244      404    1,314    1,576    1,684      275      167

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:         40)
      62     -102       49      -30       14       81      -39      -41       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1      6.8     13.2     21.8     71.0     85.1     91.0     14.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        3        2        7       13       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      379,853
COMMITMENTS
  74,503   61,977   77,172  191,365  208,498  343,039  347,646   36,813   32,207

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     -2,819)
  -4,303   -1,842    3,161    1,591   -5,238      449   -3,919   -3,269    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     16.3     20.3     50.4     54.9     90.3     91.5      9.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      66       60       86       98       88      214      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,163
COMMITMENTS
   3,140    2,196    1,107    4,476    6,670    8,723    9,973    2,440    1,190

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:        330)
     -99     -192       72      117      426       90      306      240       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     19.7      9.9     40.1     59.7     78.1     89.3     21.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      30       18       12       20       16       54       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,393,348
COMMITMENTS
 185,246  376,588   48,027  1034558  808,396  1267831  1233012  125,517  160,336

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     17,926)
  -7,015  -57,454    7,367   19,158   64,199   19,510   14,112   -1,584    3,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     27.0      3.4     74.2     58.0     91.0     88.5      9.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      47       51       39      120      115      186      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,775,654
COMMITMENTS
 833,759  618,601  404,169  2133536  2173283  3371464  3196053  404,190  579,601

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:    100,409)
 -19,979   33,609   30,545   77,533   40,132   88,099  104,285   12,310   -3,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     16.4     10.7     56.5     57.6     89.3     84.6     10.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      77       98      106      169      192      305      337                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      403,278
COMMITMENTS
  71,137   62,299    3,998  244,647  215,406  319,782  281,703   83,496  121,575

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      1,344)
   1,989    7,553     -872   -1,499   -8,203     -382   -1,522    1,726    2,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     15.4      1.0     60.7     53.4     79.3     69.9     20.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        6        7       39       38       52       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,130,644
COMMITMENTS
 365,838  594,400  189,234  2289480  1982294  2844552  2765928  286,092  364,717

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:     19,618)
  26,180  -38,479    1,501  -13,579   76,462   14,102   39,483    5,516  -19,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     19.0      6.0     73.1     63.3     90.9     88.4      9.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      51       65       63      132      157      219      249                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,451,989
COMMITMENTS
  21,759  306,904  349,255  1051267  733,337  1422281  1389496   29,707   62,492

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:   -197,537)
-161,342  -76,708   28,042  -54,615 -139,227 -187,914 -187,893   -9,623   -9,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     21.1     24.1     72.4     50.5     98.0     95.7      2.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      12       58       46       59       66      111      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       69,289
COMMITMENTS
  41,744    8,552    3,018   16,010   47,487   60,773   59,058    8,516   10,231

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      3,523)
   1,813    3,689     -878    2,363      658    3,298    3,469      225       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.2     12.3      4.4     23.1     68.5     87.7     85.2     12.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      44       25       10       29       37       78       67                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      138,578
COMMITMENTS
  83,489   17,104    6,037   32,021   94,975  121,546  118,116   17,031   20,462

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      7,045)
   3,626    7,379   -1,757    4,727    1,315    6,596    6,937      450      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.2     12.3      4.4     23.1     68.5     87.7     85.2     12.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      44       25       10       29       37       78       67                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,786
COMMITMENTS
  34,545   49,696    1,988   15,202        0   51,735   51,684       51      102

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:      4,315)
   4,143    2,606    1,732   -1,561        0    4,314    4,338        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.7     96.0      3.8     29.4      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       12        2        3        0       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,858
COMMITMENTS
  19,948    4,943       64   10,788   25,768   30,800   30,775       58       83

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -538)
    -270     -972       25     -300      423     -545     -524        7      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.6     16.0      0.2     35.0     83.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       13        1        6       20       17       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,602
COMMITMENTS
  12,786    5,325        7    9,727   17,194   22,520   22,526       82       76

CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST:       -341)
     723     -114        6   -1,112     -230     -383     -338       42       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.6     23.6      0.0     43.0     76.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        8        2        5       10       16       19                  



Updated August 4, 2017