WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      581,547
COMMITMENTS
 153,969  122,269  193,760  186,425  220,028  534,155  536,057   47,392   45,490

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -9,351)
  -5,556     -776   -2,828   -3,699   -4,036  -12,083   -7,640    2,732   -1,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     21.0     33.3     32.1     37.8     91.9     92.2      8.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     147      154      185      112      126      374      361                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      286,671
COMMITMENTS
 112,674   24,282   50,993   97,413  186,738  261,080  262,013   25,591   24,658

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -5,645)
  -1,441    2,676   -3,290   -1,469   -4,384   -6,200   -4,998      556     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3      8.5     17.8     34.0     65.1     91.1     91.4      8.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      92       43       73       80      100      202      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,807,610
COMMITMENTS
 379,539  213,441  452,495  750,242  910,429  1582276  1576365  225,334  231,245

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -33,207)
  -8,520  -16,963   -2,331    1,514  -15,211   -9,337  -34,506  -23,870    1,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     11.8     25.0     41.5     50.4     87.5     87.2     12.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      822)
     221      164      249      344      359      695      660                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,865
COMMITMENTS
   2,800      547    1,415      653    4,920    4,867    6,881    2,998      984

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         60)
      24      273       55       37     -361      116      -33      -56       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6      7.0     18.0      8.3     62.6     61.9     87.5     38.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      21        5        7       11       11       36       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      860,651
COMMITMENTS
 152,622  118,756  243,266  403,019  398,206  798,907  760,228   61,744  100,423

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -48,210)
  -2,727  -19,860  -26,369  -18,135   -1,778  -47,231  -48,007     -979     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     13.8     28.3     46.8     46.3     92.8     88.3      7.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     175      170      237      194      239      495      535                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,168
COMMITMENTS
   5,461    2,096      174      151    4,835    5,786    7,105   16,382   15,063

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        -54)
     687       42      144       -6     -162      825       24     -879      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      9.5      0.8      0.7     21.8     26.1     32.1     73.9     67.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        1       14        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      432,337
COMMITMENTS
 109,056   54,023  102,316  182,636  247,030  394,007  403,369   38,329   28,968

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        215)
   3,194   -2,493    3,892   -5,613   -1,344    1,473       55   -1,257      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     12.5     23.7     42.2     57.1     91.1     93.3      8.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     101       63      116       88       89      255      232                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      903,689
COMMITMENTS
 162,028  122,435  147,282  432,673  440,751  741,983  710,468  161,706  193,221

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -19,544)
  -6,926    7,347  -17,306      270  -24,073  -23,962  -34,032    4,418   14,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     13.5     16.3     47.9     48.8     82.1     78.6     17.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      41       32       50       73       80      136      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      794,728
COMMITMENTS
  71,424  135,183   13,151  600,731  558,367  685,306  706,701  109,421   88,027

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      9,023)
  -3,145    4,654      395   12,614   12,586    9,864   17,634     -841   -8,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     17.0      1.7     75.6     70.3     86.2     88.9     13.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      12       17       12       60       70       78       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,005
COMMITMENTS
     806      309      390      560    1,176    1,756    1,875      249      130

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -227)
      50      -57      -66     -208     -121     -224     -244       -3       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.2     15.4     19.5     27.9     58.7     87.6     93.5     12.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        3        7        9       16       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      398,978
COMMITMENTS
  78,868   63,417   86,987  190,693  215,450  356,548  365,854   42,430   33,125

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -1,087)
    -706   -9,396    1,519     -251    6,425      563   -1,452   -1,650      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     15.9     21.8     47.8     54.0     89.4     91.7     10.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      69       64       90      104       93      231      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,492
COMMITMENTS
   3,147    2,461      963    4,297    5,891    8,408    9,315    2,085    1,178

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         57)
    -224     -172     -121      367      653       22      360       35     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     23.5      9.2     41.0     56.1     80.1     88.8     19.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       19       16       22       16       55       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,367,558
COMMITMENTS
 176,786  445,712   37,456  1019367  716,407  1233608  1199575  133,950  167,983

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     24,259)
  -5,698    8,193     -841   15,777   13,396    9,238   20,748   15,021    3,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     32.6      2.7     74.5     52.4     90.2     87.7      9.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      42       55       38      113      103      175      176                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,807,430
COMMITMENTS
 788,013  570,470  440,714  2193095  2254396  3421822  3265580  385,609  541,850

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     18,761)
  29,833   35,844  -46,161   16,311   59,780      -17   49,463   18,778  -30,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     15.0     11.6     57.6     59.2     89.9     85.8     10.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      79       98      105      175      198      313      342                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      390,710
COMMITMENTS
  64,803   52,614    7,009  235,746  210,786  307,558  270,409   83,152  120,301

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -2,142)
 -10,441    1,681    3,608    8,906   -3,264    2,073    2,025   -4,215   -4,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     13.5      1.8     60.3     53.9     78.7     69.2     21.3     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        8        8       37       37       51       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,174,839
COMMITMENTS
 344,337  608,654  206,672  2339633  1972553  2890642  2787879  284,197  386,960

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -4,832)
  -2,872  -17,906   -9,515  -19,415   27,170  -31,802     -250   26,970   -4,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     19.2      6.5     73.7     62.1     91.0     87.8      9.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      49       66       65      126      160      210      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,637,043
COMMITMENTS
 182,546  378,898  320,124  1095704  871,227  1598374  1570250   38,668   66,793

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     54,748)
  -1,410   16,014   -4,683   58,638   34,453   52,545   45,784    2,203    8,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     23.1     19.6     66.9     53.2     97.6     95.9      2.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      13       57       51       58       70      113      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,193
COMMITMENTS
  39,475    5,357    3,923   13,916   46,960   57,314   56,240    7,879    8,953

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -133)
     401    1,236      126        0   -1,163      527      198     -660     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.6      8.2      6.0     21.3     72.0     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      43       23       15       26       35       77       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,386
COMMITMENTS
  78,950   10,713    7,846   27,832   93,920  114,628  112,479   15,758   17,906

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -266)
     803    2,472      251       -1   -2,327    1,054      397   -1,320     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.6      8.2      6.0     21.3     72.0     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      43       23       15       26       35       77       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       46,671
COMMITMENTS
  29,656   46,278      256   16,711        0   46,623   46,534       48      137

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,749)
     389    1,938        0    1,353     -210    1,742    1,728        7       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.5     99.2      0.5     35.8      0.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22       15        1        3        0       26       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,800
COMMITMENTS
  19,683    5,588       39   11,032   25,082   30,754   30,709       46       91

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      1,185)
     148      166        0    1,062    1,035    1,210    1,201      -25      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.9     18.1      0.1     35.8     81.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       13        1        6       20       18       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,113
COMMITMENTS
  11,870    5,475        9   11,199   17,545   23,078   23,029       35       84

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        240)
    -824      332       -4    1,072      -93      244      235       -4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4     23.7      0.0     48.5     75.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9       10        1        5       10       15       20                  



Updated July 21, 2017