WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      548,631
COMMITMENTS
 145,950  195,695  166,338  189,778  139,531  502,066  501,564   46,565   47,067

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -248)
   1,551   -2,636    2,619   -4,072      987       98      970     -346   -1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     35.7     30.3     34.6     25.4     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     136      147      158      117      118      346      338                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      288,775
COMMITMENTS
 103,700   77,961   43,154  115,817  142,990  262,671  264,105   26,104   24,669

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,121)
  -1,062    1,632     -250    1,953     -658      641      725      479      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     27.0     14.9     40.1     49.5     91.0     91.5      9.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      83       51       65       88       82      195      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,736,940
COMMITMENTS
 343,900  386,113  431,623  724,221  700,314  1499744  1518049  237,196  218,891

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     61,940)
   7,304   11,326   27,082   22,089   13,630   56,475   52,039    5,465    9,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     22.2     24.8     41.7     40.3     86.3     87.4     13.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      788)
     208      184      224      326      318      646      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        6,824
COMMITMENTS
   1,770      758    1,471    1,021    3,864    4,262    6,093    2,562      731

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        235)
    -178       93       65      405      179      292      337      -56     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     11.1     21.6     15.0     56.6     62.5     89.3     37.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        6        8       10       12       28       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      827,274
COMMITMENTS
 136,131  132,233  231,408  404,746  365,973  772,285  729,614   54,989   97,660

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     10,313)
   5,124   -2,771   -2,420    8,576    8,806   11,279    3,615     -966    6,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     16.0     28.0     48.9     44.2     93.4     88.2      6.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     169      195      247      177      203      490      528                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      472,864
COMMITMENTS
 144,143   33,035  106,141  183,550  306,883  433,834  446,059   39,030   26,806

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     14,780)
  10,589      340    3,878    3,229   11,547   17,696   15,765   -2,916     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      7.0     22.4     38.8     64.9     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     106       63      129       87       87      279      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      888,076
COMMITMENTS
 179,918  129,065  123,468  413,775  470,658  717,160  723,190  170,916  164,886

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      8,723)
     349   -7,026   26,768  -11,564   12,950   15,553   32,692   -6,831  -23,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     14.5     13.9     46.6     53.0     80.8     81.4     19.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      41       37       54       72       84      141      147                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:      842,404
COMMITMENTS
  61,444  149,487   16,891  644,909  583,984  723,244  750,362  119,160   92,042

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -43,541)
 -10,796  -21,190      -60  -33,644  -27,314  -44,499  -48,564      958    5,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     17.7      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       68       89       84                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      424,870
COMMITMENTS
  68,423   81,690   89,807  221,091  219,562  379,322  391,059   45,547   33,810

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      2,255)
     581   -1,731   -2,109    3,696    5,642    2,168    1,802       87      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.2     21.1     52.0     51.7     89.3     92.0     10.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      62       72       95      108       92      229      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       11,337
COMMITMENTS
   3,846    2,073      722    4,402    7,408    8,970   10,203    2,367    1,134

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        652)
     -32      351      179      494      167      641      697       11      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     18.3      6.4     38.8     65.3     79.1     90.0     20.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       18       15       17       17       56       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,600,081
COMMITMENTS
 290,874  378,751  105,328  1063548  954,317  1459750  1438396  140,331  161,685

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     27,406)
  42,442  -21,051   -4,095   -8,502   38,904   29,845   13,757   -2,439   13,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     23.7      6.6     66.5     59.6     91.2     89.9      8.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      55       56       43      121      123      196      202                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    4,035,846
COMMITMENTS
 861,857  597,509  563,920  2205645  2320387  3631421  3481816  404,424  554,029

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:   -153,806)
 -10,235  -57,002   -3,996 -147,037  -88,469 -161,268 -149,467    7,462   -4,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     14.8     14.0     54.7     57.5     90.0     86.3     10.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
      83       96      113      185      204      330      351                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    3,344,735
COMMITMENTS
 581,806  677,895  190,197  2258886  2107410  3030890  2975501  313,846  369,234

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -54,402)
 -10,542   27,223   11,264  -67,191 -108,224  -66,469  -69,737   12,066   15,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     20.3      5.7     67.5     63.0     90.6     89.0      9.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      59       61       61      129      156      222      244                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,737,117
COMMITMENTS
  50,942  248,343  413,387  1233433  1005279  1697762  1667008   39,355   70,108

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     43,724)
  10,697  -35,830   20,573    8,275   56,032   39,545   40,775    4,179    2,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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+
OPTION AND FUTURES COMBINED 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:       85,091
COMMITMENTS
  47,306    5,745    3,189   24,504   65,402   74,999   74,337   10,092   10,754

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      9,444)
   1,091     -808      815    6,800    8,079    8,706    8,086      738    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.6      6.8      3.7     28.8     76.9     88.1     87.4     11.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      50       16       12       33       36       88       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      170,182
COMMITMENTS
  94,611   11,490    6,379   49,009  130,805  149,998  148,674   20,184   21,508

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     18,889)
   2,182   -1,617    1,630   13,600   16,158   17,413   16,171    1,476    2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.6      6.8      3.7     28.8     76.9     88.1     87.4     11.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      50       16       12       33       36       88       61                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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