WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      547,694
COMMITMENTS
 141,294  188,199  163,863  196,127  148,867  501,284  500,928   46,410   46,765

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:   -102,672)
    -724    3,687  -74,929  -24,229  -28,986  -99,882 -100,227   -2,790   -2,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     34.4     29.9     35.8     27.2     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     131      155      163      128      119      350      355                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,956
COMMITMENTS
 102,802   72,079   50,080  111,247  142,416  264,130  264,576   26,827   26,381

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -19,547)
  -2,676    9,420  -15,385   -1,711  -11,604  -19,772  -17,568      226   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     24.8     17.2     38.2     48.9     90.8     90.9      9.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      92       56       76       86       82      202      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,707,700
COMMITMENTS
 340,843  342,415  418,146  720,959  718,095  1479948  1478656  227,752  229,044

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:   -167,024)
  -8,622   32,397  -94,423  -62,057  -95,101 -165,102 -157,126   -1,922   -9,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     20.1     24.5     42.2     42.1     86.7     86.6     13.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     217      175      230      333      324      660      636                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,733
COMMITMENTS
   2,296      572    1,445      526    3,997    4,267    6,014    2,466      719

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -162)
    -263       80       39      -21     -273     -245     -154       83       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1      8.5     21.5      7.8     59.4     63.4     89.3     36.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        5        7        8       11       28       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      798,548
COMMITMENTS
 127,096  147,509  215,302  402,059  339,230  744,457  702,041   54,092   96,508

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -79,178)
  -1,803    7,732  -53,877  -22,418  -32,809  -78,099  -78,954   -1,080     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     18.5     27.0     50.3     42.5     93.2     87.9      6.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     167      194      237      179      215      484      529                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,932
COMMITMENTS
   5,396    2,014      102        0    4,152    5,498    6,268   13,434   12,664

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -345)
     -42      -19      -13       -1      104      -56       72     -289     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     10.6      0.5      0.0     21.9     29.0     33.1     71.0     66.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        6        0       12        7       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      441,516
COMMITMENTS
 112,591   35,902  100,758  189,386  276,199  402,735  412,859   38,781   28,657

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -13,297)
     947  -18,130  -15,348     -595   22,904  -14,996  -10,574    1,699   -2,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      8.1     22.8     42.9     62.6     91.2     93.5      8.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      92       76      124       86       80      263      230                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      894,681
COMMITMENTS
 169,418  122,664   81,997  463,813  509,350  715,228  714,010  179,453  180,671

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    -52,912)
  -4,593   -5,197  -64,029   22,869   19,464  -45,754  -49,763   -7,158   -3,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     13.7      9.2     51.8     56.9     79.9     79.8     20.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       33       48       76       82      135      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      896,626
COMMITMENTS
  76,063  165,232   18,349  687,472  619,565  781,885  803,146  114,741   93,480

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      6,000)
 -13,710   -3,731   -1,623   33,559   12,577   18,226    7,223  -12,226   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     18.4      2.0     76.7     69.1     87.2     89.6     12.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      13       13       13       67       70       89       87                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,704
COMMITMENTS
   1,040      410       61      382    1,080    1,483    1,551      221      153

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:         39)
     114      247      -71        3     -108       46       68       -7      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.0     24.1      3.6     22.4     63.4     87.0     91.0     13.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        4        3        6        9       17       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      420,490
COMMITMENTS
  66,816   84,399   92,083  218,267  209,685  377,166  386,167   43,325   34,323

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -7,073)
     422      622   -2,963   -3,591   -3,892   -6,131   -6,232     -942     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     20.1     21.9     51.9     49.9     89.7     91.8     10.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      66       67       85      101       89      221      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,917
COMMITMENTS
   3,400    1,878      677    4,229    6,954    8,306    9,509    2,611    1,408

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        136)
     195      -89     -429      340      542      107       24       29      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     17.2      6.2     38.7     63.7     76.1     87.1     23.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      27       18       12       19       15       53       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,627,649
COMMITMENTS
 261,513  374,821  119,450  1097066  971,981  1478029  1466252  149,619  161,397

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     24,949)
  14,839   14,781   14,802  -13,716   -4,500   15,925   25,083    9,024     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     23.0      7.3     67.4     59.7     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      57       61       50      125      132      205      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,200,919
COMMITMENTS
 911,788  623,671  626,716  2230743  2355849  3769248  3606236  431,671  594,683

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     39,223)
  17,779   -3,791   67,579  -78,103  -36,226    7,255   27,562   31,969   11,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     14.8     14.9     53.1     56.1     89.7     85.8     10.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      80      102      114      175      202      322      352                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      427,575
COMMITMENTS
  91,798   69,193    2,522  245,463  223,145  339,783  294,860   87,792  132,715

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      7,563)
  10,371      316     -969   -2,549   -1,267    6,853   -1,920      710    9,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     16.2      0.6     57.4     52.2     79.5     69.0     20.5     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12        8        9       39       38       56       50                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,516,231
COMMITMENTS
 576,177  610,170  161,912  2424096  2327248  3162185  3099329  354,045  416,902

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:    116,449)
  75,529  -11,329  -74,140   67,480  170,237   68,869   84,769   47,579   31,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     17.4      4.6     68.9     66.2     89.9     88.1     10.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      55       55       60      134      161      222      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,758,586
COMMITMENTS
  49,043  287,845  403,410  1269765  997,322  1722219  1688577   36,367   70,008

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     79,376)
   9,840  -10,455   18,889   47,794   67,683   76,523   76,118    2,853    3,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     16.4     22.9     72.2     56.7     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      20       60       48       65       71      119      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,506
COMMITMENTS
  50,269    6,443    1,882   16,542   60,085   68,693   68,410    9,813   10,096

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,460)
    -256    2,163      132    1,832     -638    1,708    1,657     -248     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0      8.2      2.4     21.1     76.5     87.5     87.1     12.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      49       20       11       28       33       79       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      157,012
COMMITMENTS
 100,539   12,886    3,764   33,084  120,170  137,386  136,820   19,626   20,192

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,921)
    -511    4,326      264    3,664   -1,275    3,416    3,314     -496     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0      8.2      2.4     21.1     76.5     87.5     87.1     12.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      49       20       11       28       33       79       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,971
COMMITMENTS
  33,217   48,613      256   15,430        0   48,903   48,869       68      102

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,066)
   1,027    1,061        0       23        0    1,050    1,061       16        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     99.3      0.5     31.5      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22       14        1        3        0       26       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,952
COMMITMENTS
  21,653    5,078      316    9,962   26,475   31,931   31,869       21       83

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:        722)
     406      304        6      331      411      743      721      -21        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     15.9      1.0     31.2     82.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        1        6       21       16       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,015
COMMITMENTS
  10,335    4,995        4   10,644   15,910   20,983   20,909       32      106

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -328)
    -550     -214        0      205     -117     -345     -331       17        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.2     23.8      0.0     50.6     75.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        9        1        4        9       14       18                  



Updated September 1, 2017