WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,529
COMMITMENTS
 166,639  197,781   73,787  153,572  119,577  393,998  391,145   41,531   44,384

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,123)
   1,517   -3,372    1,515   -5,817     -201   -2,785   -2,058     -338   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     45.4     16.9     35.3     27.5     90.5     89.8      9.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     126      135      114       99      109      294      298                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,444
COMMITMENTS
 108,029   77,988   30,886  110,455  140,648  249,370  249,522   24,074   23,922

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        644)
    -875    1,490     -584    1,555     -667       96      239      548      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     28.5     11.3     40.4     51.4     91.2     91.3      8.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      84       49       54       82       79      187      168                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,368,725
COMMITMENTS
 373,793  398,407  187,056  617,402  612,571  1178251  1198034  190,474  170,691

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     31,093)
   3,874   14,488    9,711   12,323    2,060   25,908   26,259    5,185    4,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     29.1     13.7     45.1     44.8     86.1     87.5     13.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      727)
     186      157      150      265      283      535      526                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,862
COMMITMENTS
   1,821    1,068      722      827    3,407    3,370    5,197    2,492      665

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        226)
    -172      106       35      348      174      211      315       15      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     18.2     12.3     14.1     58.1     57.5     88.7     42.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        6        5        8       11       23       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      667,033
COMMITMENTS
 149,875  146,283  105,454  364,336  332,044  619,665  583,781   47,368   83,252

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      3,854)
   4,237   -1,399   -4,398    4,797    4,805    4,636     -992     -782    4,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     21.9     15.8     54.6     49.8     92.9     87.5      7.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     136      170      168      146      189      389      453                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,387
COMMITMENTS
   5,904    2,361       87        0    3,934    5,991    6,382   12,396   12,005

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -595)
     202      170        0        0     -271      202     -101     -797     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     12.8      0.5      0.0     21.4     32.6     34.7     67.4     65.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        8        6        0       11        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      444,834
COMMITMENTS
 145,837   36,305   86,579  174,276  295,594  406,692  418,478   38,142   26,356

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     14,493)
   9,863   -1,155    5,426    2,349   11,131   17,638   15,402   -3,145     -909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      8.2     19.5     39.2     66.5     91.4     94.1      8.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     104       62      122       77       79      264      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      742,862
COMMITMENTS
 195,887  145,391   19,525  365,277  426,522  580,689  591,438  162,173  151,424

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -10,318)
   1,862    3,647    4,140  -10,379    4,536   -4,377   12,323   -5,941  -22,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     19.6      2.6     49.2     57.4     78.2     79.6     21.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      45       28       20       59       76      111      117                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      842,177
COMMITMENTS
  61,444  149,504   16,874  644,890  583,981  723,208  750,359  118,969   91,818

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -43,327)
 -10,796  -21,182      -68  -33,648  -27,313  -44,512  -48,563    1,185    5,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     17.8      2.0     76.6     69.3     85.9     89.1     14.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      13       12       14       66       67       89       83                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,532
COMMITMENTS
     729      239      156      433      957    1,318    1,352      214      180

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        -94)
    -110     -139       21        2       64      -87      -54       -7      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     15.6     10.2     28.3     62.5     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        3        5        6       16       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      390,515
COMMITMENTS
  77,556   82,855   62,492  207,616  212,591  347,664  357,938   42,851   32,577

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -225)
   1,403   -2,167   -3,699    1,899    5,140     -397     -726      172      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     21.2     16.0     53.2     54.4     89.0     91.7     11.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      63       64       84       99       86      215      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,496
COMMITMENTS
   3,925    2,048      173    4,115    7,183    8,213    9,404    2,283    1,092

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        429)
       2      319       24      397      113      423      456        6      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     19.5      1.6     39.2     68.4     78.2     89.6     21.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       16        8       14       16       48       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,509,790
COMMITMENTS
 285,846  388,652   50,185  1034377  911,344  1370408  1350181  139,382  159,609

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     19,208)
  40,972  -27,824   -2,641  -16,504   36,602   21,827    6,137   -2,619   13,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     25.7      3.3     68.5     60.4     90.8     89.4      9.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      49       60       30      114      118      175      196                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,304,468
COMMITMENTS
 883,680  632,001  154,979  1887614  1995961  2926273  2782941  378,195  521,527

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -99,489)
  -7,101  -36,974    3,761 -104,050  -58,337 -107,390  -91,550    7,901   -7,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     19.1      4.7     57.1     60.4     88.6     84.2     11.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
      83       91       63      154      180      272      299                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      421,713
COMMITMENTS
  88,873   51,351    4,290  245,929  230,519  339,092  286,160   82,621  135,553

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -5,442)
   1,032   -8,956     -568   -4,496   -5,173   -4,032  -14,697   -1,410    9,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     12.2      1.0     58.3     54.7     80.4     67.9     19.6     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11        6        5       37       39       50       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,146,416
COMMITMENTS
 580,981  701,141   61,466  2198160  2027329  2840607  2789936  305,809  356,480

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -79,247)
 -18,906   24,714     -305  -71,783 -116,152  -90,994  -91,743   11,747   12,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     22.3      2.0     69.9     64.4     90.3     88.7      9.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      53       65       32      119      152      190      231                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,736,795
COMMITMENTS
  50,837  248,344  413,278  1233325  1005066  1697440  1666688   39,355   70,107

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     43,732)
  10,701  -35,830   20,575    8,277   56,038   39,553   40,783    4,179    2,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     14.3     23.8     71.0     57.9     97.7     96.0      2.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      22       56       48       64       81      117      162                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       84,360
COMMITMENTS
  47,312    5,862    2,764   24,298   65,166   74,373   73,791    9,987   10,569

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      9,541)
   1,121     -844      916    6,743    8,106    8,780    8,178      762    1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1      6.9      3.3     28.8     77.2     88.2     87.5     11.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      49       16        8       32       34       83       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      168,719
COMMITMENTS
  94,623   11,723    5,527   48,595  130,332  148,745  147,582   19,974   21,137

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     19,082)
   2,242   -1,687    1,831   13,486   16,211   17,559   16,355    1,523    2,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1      6.9      3.3     28.8     77.2     88.2     87.5     11.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      49       16        8       32       34       83       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       65,407
COMMITMENTS
  49,174   64,702      671   15,462        0   65,307   65,373      100       34

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     17,009)
  16,397   16,479      586        0        0   16,983   17,065       26      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.2     98.9      1.0     23.6      0.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      23       12        2        3        0       28       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,613
COMMITMENTS
  22,360    5,493    1,125   14,073   30,959   37,558   37,577       55       36

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      4,086)
    -133     -483      809    3,410    3,811    4,086    4,137        0      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     14.6      3.0     37.4     82.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        4        8       21       19       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,890
COMMITMENTS
  10,963    4,561    1,970    9,911   16,296   22,844   22,827       46       63

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      2,375)
     770      -87    1,966     -362      513    2,374    2,392        1      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     19.9      8.6     43.3     71.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        7        3        4        9       16       18                  



Updated September 15, 2017