WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      548,879
COMMITMENTS
 144,398  198,331  163,719  193,850  138,544  501,967  500,594   46,912   48,285

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,185)
   3,105   10,132     -144   -2,277  -10,322      684     -334      502    1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     36.1     29.8     35.3     25.2     91.5     91.2      8.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     135      148      151      114      112      337      329                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,654
COMMITMENTS
 104,762   76,329   43,403  113,864  143,648  262,029  263,380   25,625   24,274

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -3,302)
   1,960    4,250   -6,677    2,617    1,232   -2,101   -1,196   -1,202   -2,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     26.5     15.1     39.6     49.9     91.1     91.6      8.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      88       48       64       86       82      194      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,675,001
COMMITMENTS
 336,597  374,787  404,540  702,132  686,683  1443269  1466010  231,732  208,990

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -32,699)
  -4,247   32,372  -13,606  -18,827  -31,412  -36,679  -12,646    3,980  -20,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     22.4     24.2     41.9     41.0     86.2     87.5     13.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      792)
     215      179      222      329      321      648      629                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,589
COMMITMENTS
   1,948      664    1,406      616    3,685    3,971    5,756    2,618      833

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -144)
    -348       93      -39       90     -312     -296     -258      152      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     10.1     21.3      9.4     55.9     60.3     87.4     39.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        6        7        8       10       26       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      816,962
COMMITMENTS
 131,007  135,005  233,828  396,171  357,167  761,006  725,999   55,956   90,963

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     18,413)
   3,912  -12,504   18,526   -5,888   17,937   16,549   23,958    1,864   -5,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     16.5     28.6     48.5     43.7     93.2     88.9      6.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     163      196      241      174      215      483      532                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,982
COMMITMENTS
   5,702    2,191       87        0    4,205    5,789    6,483   13,193   12,499

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:         50)
     306      177      -15        0       53      291      215     -241     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     11.5      0.5      0.0     22.2     30.5     34.2     69.5     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        6        0       12        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      458,084
COMMITMENTS
 133,554   32,694  102,263  180,321  295,336  416,138  430,293   41,946   27,791

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     16,568)
  20,963   -3,207    1,505   -9,064   19,137   13,404   17,434    3,165     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      7.1     22.3     39.4     64.5     90.8     93.9      9.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     108       64      124       88       81      275      226                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      879,354
COMMITMENTS
 179,569  136,091   96,700  425,338  457,708  701,607  690,498  177,747  188,855

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -15,327)
  10,151   13,427   14,703  -38,474  -51,642  -13,621  -23,512   -1,706    8,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     15.5     11.0     48.4     52.1     79.8     78.5     20.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      35       37       50       70       78      132      138                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      885,945
COMMITMENTS
  72,240  170,678   16,950  678,553  611,298  767,743  798,926  118,202   87,019

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -10,681)
  -3,823    5,446   -1,399   -8,919   -8,267  -14,141   -4,220    3,461   -6,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     19.3      1.9     76.6     69.0     86.7     90.2     13.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      13       17       14       67       71       90       92                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,626
COMMITMENTS
     839      378      135      431      893    1,405    1,406      221      220

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        -78)
    -201      -32       74       49     -187      -78     -145        0       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.6     23.2      8.3     26.5     54.9     86.4     86.5     13.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        3        6        8       16       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      422,614
COMMITMENTS
  67,842   83,421   91,917  217,395  213,920  377,154  389,257   45,460   33,357

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      2,124)
   1,026     -978     -166     -872    4,235      -12    3,090    2,136     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.7     21.7     51.4     50.6     89.2     92.1     10.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      67       71       88      100       89      223      211                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,685
COMMITMENTS
   3,877    1,722      543    3,908    7,241    8,329    9,506    2,356    1,179

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -232)
     477     -156     -133     -321      287       23       -2     -254     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3     16.1      5.1     36.6     67.8     77.9     89.0     22.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      34       15       12       16       16       54       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,572,675
COMMITMENTS
 248,432  399,803  109,423  1072050  915,413  1429905  1424639  142,769  148,036

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -54,974)
 -13,081   24,982  -10,027  -25,016  -56,568  -48,124  -41,614   -6,850  -13,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     25.4      7.0     68.2     58.2     90.9     90.6      9.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      61       59       42      126      135      206      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,189,652
COMMITMENTS
 872,091  654,511  567,916  2352682  2408856  3792690  3631284  396,962  558,368

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -11,267)
 -39,697   30,840  -58,800  121,939   53,007   23,442   25,047  -34,709  -36,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     15.6     13.6     56.2     57.5     90.5     86.7      9.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      82       98      110      183      206      324      355                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      427,155
COMMITMENTS
  87,841   60,307    4,858  250,425  235,692  343,124  300,857   84,031  126,298

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -420)
  -3,957   -8,886    2,336    4,962   12,547    3,341    5,997   -3,761   -6,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     14.1      1.1     58.6     55.2     80.3     70.4     19.7     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        7        8       39       41       53       53                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,399,138
COMMITMENTS
 592,348  650,672  178,933  2326077  2215634  3097358  3045239  301,779  353,899

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:   -117,093)
  16,171   40,502   17,021  -98,019 -111,614  -64,827  -54,090  -52,266  -63,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     19.1      5.3     68.4     65.2     91.1     89.6      8.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      64       64       61      138      157      231      253                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,693,393
COMMITMENTS
  40,245  284,173  392,814  1225158  949,247  1658217  1626234   35,176   67,159

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:    -65,193)
  -8,798   -3,672  -10,596  -44,607  -48,075  -64,002  -62,344   -1,191   -2,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     16.8     23.2     72.3     56.1     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      17       60       46       62       76      113      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       75,647
COMMITMENTS
  46,214    6,553    2,374   17,704   57,324   66,293   66,251    9,354    9,395

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -2,859)
  -4,055      110      492    1,162   -2,761   -2,400   -2,159     -459     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.1      8.7      3.1     23.4     75.8     87.6     87.6     12.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      48       23       12       32       34       83       66                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      151,294
COMMITMENTS
  92,429   13,107    4,749   35,408  114,647  132,586  132,503   18,708   18,791

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:     -5,719)
  -8,110      221      984    2,325   -5,523   -4,801   -4,318     -918   -1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.1      8.7      3.1     23.4     75.8     87.6     87.6     12.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      48       23       12       32       34       83       66                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,398
COMMITMENTS
  32,777   48,223       85   15,462        0   48,324   48,308       74       90

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -573)
    -440     -390     -171       32        0     -579     -561        6      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.7     99.6      0.2     31.9      0.0     99.8     99.8      0.2      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 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,527
COMMITMENTS
  22,493    5,976      316   10,663   27,148   33,472   33,440       55       87

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:      1,575)
     840      898        0      701      673    1,541    1,571       34        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.1     17.8      0.9     31.8     81.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        1        7       21       17       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,515
COMMITMENTS
  10,193    4,648        4   10,273   15,783   20,470   20,435       45       80

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:       -500)
    -142     -347        0     -371     -127     -513     -474       13      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.7     22.7      0.0     50.1     76.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        8        1        4        9       14       17                  



Updated September 8, 2017