WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      572,828
COMMITMENTS
 138,218  146,304  190,708  200,655  189,615  529,581  526,628   43,246   46,200

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      9,294)
  -6,015   16,559   12,547    3,093  -18,006    9,624   11,099     -330   -1,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     25.5     33.3     35.0     33.1     92.5     91.9      7.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     147      140      190      126      121      376      366                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      286,537
COMMITMENTS
 106,871   33,697   51,063  102,569  173,032  260,503  257,792   26,034   28,745

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -4,138)
    -381   -6,146    1,888   -7,040   -2,452   -5,533   -6,710    1,395    2,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.3     11.8     17.8     35.8     60.4     90.9     90.0      9.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      86       41       80       90       93      209      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,767,900
COMMITMENTS
 350,678  233,754  448,598  742,783  854,013  1542058  1536365  225,842  231,535

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    -32,511)
 -18,303   -1,647   -2,092  -22,259  -26,609  -42,653  -30,347   10,142   -2,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     13.2     25.4     42.0     48.3     87.2     86.9     12.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      808)
     209      170      247      355      353      690      664                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,914
COMMITMENTS
   2,827      484    1,426      584    5,103    4,837    7,013    3,077      901

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -185)
    -359       35      -98       50     -138     -407     -201      222       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7      6.1     18.0      7.4     64.5     61.1     88.6     38.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        6        7       10       11       33       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      796,479
COMMITMENTS
 130,730  108,445  214,663  397,166  377,615  742,559  700,723   53,920   95,756

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      2,898)
 -19,226    1,190    4,827   17,767     -978    3,368    5,039     -470   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     13.6     27.0     49.9     47.4     93.2     88.0      6.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     176      167      234      184      239      478      541                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,588
COMMITMENTS
   5,262    2,077      123        1    4,596    5,386    6,796   15,202   13,792

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -653)
     -94      -17       29        0     -357      -65     -345     -588     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     10.1      0.6      0.0     22.3     26.2     33.0     73.8     67.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        6        1       13        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      443,731
COMMITMENTS
 125,205   55,256   95,750  183,501  266,212  404,456  417,218   39,276   26,513

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      5,582)
   1,860    6,852    1,227    3,317   -1,533    6,404    6,546     -821     -964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     12.5     21.6     41.4     60.0     91.1     94.0      8.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      94       67      109       84       87      241      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      904,334
COMMITMENTS
 194,879  131,263  120,975  422,543  461,376  738,397  713,615  165,937  190,719

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     27,149)
  19,854   -9,430   12,730   -7,771   15,225   24,814   18,526    2,335    8,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     14.5     13.4     46.7     51.0     81.7     78.9     18.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      42       32       48       75       88      139      146                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      847,764
COMMITMENTS
  86,334  153,159   13,490  636,433  581,478  736,257  748,127  111,507   99,638

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     25,880)
   4,639   16,932    2,144   20,575      919   27,358   19,996   -1,478    5,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     18.1      1.6     75.1     68.6     86.8     88.2     13.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       16       10       64       69       83       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,780
COMMITMENTS
     819       22      294      443    1,255    1,556    1,571      224      209

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        -71)
    -109     -104       50       39      -59      -20     -113      -51       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.0      1.2     16.5     24.9     70.5     87.4     88.3     12.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        1        3        3        7       15       10                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      387,970
COMMITMENTS
  68,894   62,472   73,745  208,159  219,925  350,798  356,142   37,172   31,828

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      8,117)
  -5,609      495   -3,426   16,794   11,427    7,759    8,496      358     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     16.1     19.0     53.7     56.7     90.4     91.8      9.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      70       54       74      100       93      204      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,045
COMMITMENTS
   3,264    1,946    1,183    4,191    6,610    8,639    9,740    2,406    1,305

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -119)
     124     -250       76     -285      -60      -85     -234      -34      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     17.6     10.7     37.9     59.9     78.2     88.2     21.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26       20       13       19       16       54       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,432,361
COMMITMENTS
 222,639  383,665   49,858  1034093  841,519  1306590  1275042  125,770  157,318

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     39,013)
  37,392    7,076    1,831     -464   33,123   38,759   42,031      254   -3,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     26.8      3.5     72.2     58.8     91.2     89.0      8.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      42       57       38      124      117      187      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,904,834
COMMITMENTS
 873,620  645,103  462,507  2180240  2216873  3516368  3324483  388,467  580,351

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:    129,180)
  39,861   26,502   58,339   46,704   43,590  144,904  128,430  -15,724      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     16.5     11.8     55.8     56.8     90.1     85.1      9.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      83      100      107      177      200      318      349                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      416,365
COMMITMENTS
  83,618   63,191    3,295  244,350  219,506  331,263  285,992   85,102  130,373

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     13,087)
  12,481      892     -703     -297    4,100   11,481    4,289    1,606    8,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     15.2      0.8     58.7     52.7     79.6     68.7     20.4     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11        6        7       38       38       53       47                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,173,332
COMMITMENTS
 407,313  606,932  190,167  2298350  1999088  2895829  2796187  277,503  377,145

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     42,687)
  41,474   12,533      932    8,870   16,794   51,277   30,259   -8,589   12,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     19.1      6.0     72.4     63.0     91.3     88.1      8.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      48       67       63      132      161      219      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,513,499
COMMITMENTS
  25,747  311,772  362,175  1093657  774,166  1481580  1448113   31,919   65,386

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     61,510)
   3,988    4,868   12,920   42,390   40,829   59,298   58,617    2,212    2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     20.6     23.9     72.3     51.2     97.9     95.7      2.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      12       63       46       60       66      113      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,260
COMMITMENTS
  45,267    8,953    2,793   14,779   49,596   62,840   61,343    9,420   10,917

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      2,971)
   3,523      401     -225   -1,231    2,109    2,066    2,285      905      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.6     12.4      3.9     20.5     68.6     87.0     84.9     13.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      49       25       11       26       38       82       67                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      144,520
COMMITMENTS
  90,534   17,907    5,587   29,558   99,192  125,679  122,686   18,840   21,834

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:      5,942)
   7,046      803     -450   -2,463    4,218    4,133    4,571    1,809    1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.6     12.4      3.9     20.5     68.6     87.0     84.9     13.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      49       25       11       26       38       82       67                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,755
COMMITMENTS
  33,002   48,410      256   15,445        0   48,703   48,666       52       89

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:     -3,031)
  -1,543   -1,286   -1,732      243        0   -3,032   -3,018        1      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.7     99.3      0.5     31.7      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21       14        1        3        0       25       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,626
COMMITMENTS
  21,229    5,119       39   10,334   26,364   31,602   31,522       24      104

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:        768)
   1,281      176      -25     -454      596      802      747      -34       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.1     16.2      0.1     32.7     83.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12        1        7       20       20       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,120
COMMITMENTS
  12,245    5,280       55    9,756   16,696   22,056   22,031       64       89

CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST:       -482)
    -541      -45       48       29     -498     -464     -495      -18       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.4     23.9      0.2     44.1     75.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        8        1        5        9       16       17                  



Updated August 11, 2017