WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   473,499:   166,688    194,288     93,983    171,399    139,241    432,070    427,512:    41,429     45,987
Old  :   420,060:   153,986    193,102     74,522    153,885    114,175    382,393    381,799:    37,667     38,261
Other:    53,439:    24,922     13,406      7,241     17,514     25,066     49,677     45,713:     3,762      7,726
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    23,541:    10,626     25,398      4,716      7,224     -6,100     22,566     24,014:       975       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       41.0       19.8       36.2       29.4       91.3       90.3:       8.7        9.7
Old  :     100.0:      36.7       46.0       17.7       36.6       27.2       91.0       90.9:       9.0        9.1
Other:     100.0:      46.6       25.1       13.6       32.8       46.9       93.0       85.5:       7.0       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       126        149        133        111        112        316        328:
Old  :       433:       129        147        122        109        106        305        315:
Other:       177:        41         45         21         40         70         94        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.7        8.6       19.1       15.8       10.3        7.7       18.2       13.9
Old  :                 11.3        8.8       20.4       16.1       10.9        8.2       19.8       14.7
Other:                 35.2       30.2       51.0       38.7       30.5       24.6       43.7       31.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   288,214:   111,981     63,810     45,699    105,654    151,680    263,334    261,189:    24,880     27,025
Old  :   258,421:   112,662     63,676     33,097     89,657    139,766    235,416    236,539:    23,005     21,882
Other:    29,793:     8,349      9,164      3,572     15,997     11,914     27,918     24,650:     1,875      5,143
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    23,208:     2,351     15,655      8,399     11,479     -1,010     22,229     23,044:       979        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       22.1       15.9       36.7       52.6       91.4       90.6:       8.6        9.4
Old  :     100.0:      43.6       24.6       12.8       34.7       54.1       91.1       91.5:       8.9        8.5
Other:     100.0:      28.0       30.8       12.0       53.7       40.0       93.7       82.7:       6.3       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        85         57         71         87         83        201        195:
Old  :       271:        89         58         59         83         81        190        185:
Other:       110:        13         26         17         26         54         51         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       22.0       22.6       32.0       10.9       16.9       17.9       25.7
Old  :                 14.3       24.2       23.9       34.5       13.7       21.1       21.4       30.2
Other:                 41.2       26.8       57.1       39.4       41.2       26.8       55.2       37.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,447,921:   406,467    335,959    203,308    653,722    722,331  1,263,497  1,261,598:   184,424    186,323
Old  :   248,121:   104,608     91,989        772     95,960    136,838    201,340    229,599:    46,781     18,522
Other: 1,199,800:   362,489    304,600    141,906    557,762    585,493  1,062,157  1,031,999:   137,643    167,801
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    42,053:     7,533     40,284      5,625     21,598     -3,174     34,756     42,735:     7,297       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       23.2       14.0       45.1       49.9       87.3       87.1:      12.7       12.9
Old  :     100.0:      42.2       37.1        0.3       38.7       55.1       81.1       92.5:      18.9        7.5
Other:     100.0:      30.2       25.4       11.8       46.5       48.8       88.5       86.0:      11.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       184        149        167        304        309        581        555:
Old  :       465:        97         65          8        210        136        312        204:
Other:       713:       184        155        139        226        300        476        534:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       15.6       18.5       21.6        9.5       11.6       15.7       16.6
Old  :                 14.8       32.5       25.0       47.6       14.8       32.4       25.0       47.4
Other:                 13.4       13.1       22.0       19.2       11.5       10.4       19.1       15.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,922:     2,572        999        586        491      3,647      3,649      5,232:     2,273        690
Old  :     5,922:     2,572        999        586        491      3,647      3,649      5,232:     2,273        690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -617:      -224         87         85       -165       -652       -304       -480:      -313       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       16.9        9.9        8.3       61.6       61.6       88.3:      38.4       11.7
Old  :     100.0:      43.4       16.9        9.9        8.3       61.6       61.6       88.3:      38.4       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          6          5          7         10         28         17:
Old  :        35:        17          6          5          7         10         28         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       58.1       38.0       73.3       21.1       48.7       32.3       63.8
Old  :                 25.7       58.1       38.0       73.3       21.1       48.7       32.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   673,527:   172,725    154,687     95,341    359,202    341,635    627,268    591,663:    46,259     81,864
Old  :   648,348:   167,271    153,782     91,041    346,400    324,541    604,712    569,364:    43,636     78,984
Other:    25,179:     9,292      4,743        462     12,802     17,094     22,556     22,299:     2,623      2,880
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    26,326:     5,124     20,371     12,107      8,177     -5,934     25,408     26,544:       918       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       23.0       14.2       53.3       50.7       93.1       87.8:       6.9       12.2
Old  :     100.0:      25.8       23.7       14.0       53.4       50.1       93.3       87.8:       6.7       12.2
Other:     100.0:      36.9       18.8        1.8       50.8       67.9       89.6       88.6:      10.4       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       589:       161        149        162        153        210        404        458:
Old  :       588:       162        151        156        151        208        398        453:
Other:       193:        33         36         12         28        102         67        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       13.3       25.6       21.7       16.3       12.0       24.0       18.7
Old  :                 17.4       13.5       26.2       21.4       16.6       12.5       24.6       19.4
Other:                 34.8       53.8       55.8       66.3       34.8       53.6       55.0       66.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    19,277:     5,438      2,033        115          1      4,048      5,554      6,196:    13,723     13,081
Old  :    18,809:     5,255      1,982         34          1      3,959      5,290      5,975:    13,519     12,834
Other:       468:       262        130          2          0         89        264        221:       204        247
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -419:       159        -45        -58          0          6        101        -97:      -520       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       10.5        0.6        0.0       21.0       28.8       32.1:      71.2       67.9
Old  :     100.0:      27.9       10.5        0.2        0.0       21.0       28.1       31.8:      71.9       68.2
Other:     100.0:      56.0       27.8        0.4        0.0       19.0       56.4       47.2:      43.6       52.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          5          1         12          7         22:
Old  :        23:         5          6          3          1         12          7         20:
Other:        12:         1          6          1          0          5          1         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       15.8       28.8       21.9       26.6       15.8       28.2       21.9
Old  :                 27.8       15.8       28.1       21.8       27.7       15.8       27.9       21.8
Other:                 56.4       27.8       56.4       44.0       56.0       27.8       56.0       44.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   418,248:   117,444     52,995     91,989    172,614    242,615    382,047    387,599:    36,201     30,649
Old  :    39,537:    20,456      5,427        164     14,540     30,925     35,160     36,516:     4,377      3,021
Other:   378,711:   114,009     64,589     74,804    158,074    211,690    346,887    351,083:    31,824     27,628
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     1,109:    -9,514     -9,455      9,770     -2,730      1,218     -2,474      1,533:     3,583       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       12.7       22.0       41.3       58.0       91.3       92.7:       8.7        7.3
Old  :     100.0:      51.7       13.7        0.4       36.8       78.2       88.9       92.4:      11.1        7.6
Other:     100.0:      30.1       17.1       19.8       41.7       55.9       91.6       92.7:       8.4        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95         68        111         76         71        239        212:
Old  :       145:        57         23          1         34         35         92         58:
Other:       288:        88         84        100         72         69        226        200:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       32.6       19.5       38.7       10.3       30.8       17.1       36.0
Old  :                 28.3       44.0       44.1       59.6       28.3       44.0       44.1       57.9
Other:                 13.0       33.2       21.5       39.1       11.3       31.6       18.8       36.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   778,565:   214,293    137,602     18,382    375,680    455,820    608,355    611,804:   170,210    166,761
Old  :   778,565:   214,293    137,602     18,382    375,680    455,820    608,355    611,804:   170,210    166,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    28,478:    10,371      7,229      1,912      8,431     18,756     20,714     27,897:     7,764        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       17.7        2.4       48.3       58.5       78.1       78.6:      21.9       21.4
Old  :     100.0:      27.5       17.7        2.4       48.3       58.5       78.1       78.6:      21.9       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        44         25         27         60         77        113        120:
Old  :       161:        44         25         27         60         77        113        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       25.1       31.3       36.4       16.4       18.7       23.8       27.1
Old  :                 20.6       25.1       31.3       36.4       16.4       18.7       23.8       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   890,246:    89,773    168,969     19,964    653,900    606,987    763,637    795,920:   126,609     94,326
Old  :   890,246:    89,773    168,969     19,964    653,900    606,987    763,637    795,920:   126,609     94,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    20,285:     2,768     12,741      2,856      4,714     10,723     10,338     26,320:     9,947     -6,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       19.0        2.2       73.5       68.2       85.8       89.4:      14.2       10.6
Old  :     100.0:      10.1       19.0        2.2       73.5       68.2       85.8       89.4:      14.2       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        14         16         14         64         68         87         89:
Old  :       117:        14         16         14         64         68         87         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       35.5       37.5       48.2       19.4       35.5       29.2       45.6
Old  :                 23.9       35.5       37.5       48.2       19.4       35.5       29.2       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,665:       926        163        132        379      1,188      1,437      1,483:       228        182
Old  :     1,665:       926        163        132        379      1,188      1,437      1,483:       228        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -174:        89         29        -38       -116        -38        -65        -47:      -109       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6        9.8        7.9       22.8       71.4       86.3       89.1:      13.7       10.9
Old  :     100.0:      55.6        9.8        7.9       22.8       71.4       86.3       89.1:      13.7       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2          3          3          6         15         11:
Old  :        20:        12          2          3          3          6         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       66.4       65.8       82.8       31.8       55.0       47.1       61.3
Old  :                 39.9       66.4       65.8       82.8       31.8       55.0       47.1       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   386,366:    77,174     86,272     61,803    206,205    204,745    345,182    352,820:    41,184     33,546
Old  :    37,774:     5,435     10,911        721     26,589     21,188     32,745     32,820:     5,029      4,954
Other:   348,592:    78,346     81,968     54,475    179,616    183,557    312,437    320,000:    36,155     28,592
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    18,899:      -528      9,555     11,696      2,611     -5,525     13,779     15,726:     5,120      3,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       22.3       16.0       53.4       53.0       89.3       91.3:      10.7        8.7
Old  :     100.0:      14.4       28.9        1.9       70.4       56.1       86.7       86.9:      13.3       13.1
Other:     100.0:      22.5       23.5       15.6       51.5       52.7       89.6       91.8:      10.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        68         58         70         96         85        201        187:
Old  :       137:        26         29          3         40         46         67         77:
Other:       245:        72         55         64         91         76        193        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       22.7       22.4       29.8       14.8       17.9       20.5       24.5
Old  :                 37.3       22.3       51.4       34.5       37.3       22.3       51.4       33.0
Other:                 15.7       24.0       22.9       31.5       14.6       19.8       20.7       26.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,650:     3,310      1,899        302      3,631      6,199      7,243      8,400:     2,407      1,250
Old  :     9,650:     3,310      1,899        302      3,631      6,199      7,243      8,400:     2,407      1,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -177:        14         -4         51       -224       -410       -159       -363:       -18        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       19.7        3.1       37.6       64.2       75.1       87.0:      24.9       13.0
Old  :     100.0:      34.3       19.7        3.1       37.6       64.2       75.1       87.0:      24.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        27         15          9         17         13         49         35:
Old  :        71:        27         15          9         17         13         49         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       51.3       46.1       64.3       37.5       51.1       46.1       64.0
Old  :                 37.5       51.3       46.1       64.3       37.5       51.1       46.1       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,549,827:   246,856    363,495     72,709  1,091,026    953,860  1,410,591  1,390,064:   139,236    159,763
Old  : 1,549,827:   246,856    363,495     72,709  1,091,026    953,860  1,410,591  1,390,064:   139,236    159,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    80,420:    19,800      6,579     10,023     44,213     56,627     74,036     73,229:     6,384      7,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       23.5        4.7       70.4       61.5       91.0       89.7:       9.0       10.3
Old  :     100.0:      15.9       23.5        4.7       70.4       61.5       91.0       89.7:       9.0       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        47         64         38        120        129        184        214:
Old  :       289:        47         64         38        120        129        184        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       26.4       32.7       37.1       20.8       25.2       31.6       33.8
Old  :                 21.0       26.4       32.7       37.1       20.8       25.2       31.6       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,432,660:   915,736    654,491    162,441  1,983,573  2,063,876  3,061,750  2,880,808:   370,910    551,852
Old  : 3,432,660:   915,736    654,491    162,441  1,983,573  2,063,876  3,061,750  2,880,808:   370,910    551,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    57,789:    28,143    -32,510     24,482        591     30,949     53,216     22,921:     4,573     34,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.1        4.7       57.8       60.1       89.2       83.9:      10.8       16.1
Old  :     100.0:      26.7       19.1        4.7       57.8       60.1       89.2       83.9:      10.8       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:        79         91         69        164        191        280        315:
Old  :       408:        79         91         69        164        191        280        315:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       13.0       38.2       21.4       27.4       10.6       34.7       16.0
Old  :                 30.0       13.0       38.2       21.4       27.4       10.6       34.7       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   420,002:    81,417     68,877      3,491    248,012    224,412    332,920    296,780:    87,082    123,222
Old  :   420,002:    81,417     68,877      3,491    248,012    224,412    332,920    296,780:    87,082    123,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     2,039:    -2,795      3,395     -1,340      5,453      5,917      1,318      7,972:       721     -5,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       16.4        0.8       59.1       53.4       79.3       70.7:      20.7       29.3
Old  :     100.0:      19.4       16.4        0.8       59.1       53.4       79.3       70.7:      20.7       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        11          8          9         40         39         56         51:
Old  :        68:        11          8          9         40         39         56         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       32.8       45.2       43.2       30.9       32.4       44.6       40.8
Old  :                 31.4       32.8       45.2       43.2       30.9       32.4       44.6       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,206,004:   513,642    654,605    101,155  2,292,423  2,078,104  2,907,220  2,833,864:   298,784    372,140
Old  : 3,206,004:   513,642    654,605    101,155  2,292,423  2,078,104  2,907,220  2,833,864:   298,784    372,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    84,814:    36,471     19,915      6,695     32,380     52,672     75,546     79,282:     9,268      5,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       20.4        3.2       71.5       64.8       90.7       88.4:       9.3       11.6
Old  :     100.0:      16.0       20.4        3.2       71.5       64.8       90.7       88.4:       9.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        54         67         46        121        156        202        242:
Old  :       307:        54         67         46        121        156        202        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       21.3       44.6       31.5       30.2       21.1       39.4       30.4
Old  :                 33.2       21.3       44.6       31.5       30.2       21.1       39.4       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,678,809:    39,096    298,306    384,371  1,221,828    929,389  1,645,295  1,612,066:    33,514     66,743
Old  : 1,678,809:    39,096    298,306    384,371  1,221,828    929,389  1,645,295  1,612,066:    33,514     66,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    44,955:     3,231    -22,435     20,218     22,731     45,395     46,180     43,178:    -1,225      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       17.8       22.9       72.8       55.4       98.0       96.0:       2.0        4.0
Old  :     100.0:       2.3       17.8       22.9       72.8       55.4       98.0       96.0:       2.0        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        19         56         47         59         67        112        142:
Old  :       153:        19         56         47         59         67        112        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       20.8       47.8       33.0       21.9        7.7       27.7       11.3
Old  :                 32.0       20.8       47.8       33.0       21.9        7.7       27.7       11.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    76,255:    50,578      4,499      1,201     14,542     60,498     66,321     66,197:     9,935     10,058
Old  :    76,255:    50,578      4,499      1,201     14,542     60,498     66,321     66,197:     9,935     10,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :       268:       153     -2,274       -357        202      3,201         -2        571:       270       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3        5.9        1.6       19.1       79.3       87.0       86.8:      13.0       13.2
Old  :     100.0:      66.3        5.9        1.6       19.1       79.3       87.0       86.8:      13.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        46         15          9         25         35         73         57:
Old  :       115:        46         15          9         25         35         73         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       37.2       42.0       55.7       26.8       35.7       40.6       54.2
Old  :                 28.0       37.2       42.0       55.7       26.8       35.7       40.6       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   152,510:   101,156      8,998      2,401     29,084    120,995    132,641    132,394:    19,869     20,116
Old  :   152,510:   101,156      8,998      2,401     29,084    120,995    132,641    132,394:    19,869     20,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :       536:       306     -4,547       -713        404      6,401         -3      1,141:       539       -605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3        5.9        1.6       19.1       79.3       87.0       86.8:      13.0       13.2
Old  :     100.0:      66.3        5.9        1.6       19.1       79.3       87.0       86.8:      13.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        46         15          9         25         35         73         57:
Old  :       115:        46         15          9         25         35         73         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       37.2       42.0       55.7       26.8       35.7       40.6       54.2
Old  :                 28.0       37.2       42.0       55.7       26.8       35.7       40.6       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    47,905:    32,190     47,552        256     15,407          0     47,853     47,808:        52         97
Old  :    47,905:    32,190     47,552        256     15,407          0     47,853     47,808:        52         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :       -61:       -62        -80          0          0          0        -62        -80:         1         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       99.3        0.5       32.2        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      67.2       99.3        0.5       32.2        0.0       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         16          1          3          0         24         16:
Old  :        39:        20         16          1          3          0         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       80.0       90.1       92.9       70.8       80.0       90.1       92.6
Old  :                 70.8       80.0       90.1       92.9       70.8       80.0       90.1       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    31,230:    21,247      4,774        310      9,631     26,064     31,188     31,148:        42         82
Old  :    31,230:    21,247      4,774        310      9,631     26,064     31,188     31,148:        42         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -324:       311       -323        271       -920       -189       -338       -241:        14        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       15.3        1.0       30.8       83.5       99.9       99.7:       0.1        0.3
Old  :     100.0:      68.0       15.3        1.0       30.8       83.5       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        10         14          1          7         20         17         35:
Old  :        49:        10         14          1          7         20         17         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.6       46.7       93.3       67.4       78.6       46.7       93.3       67.4
Old  :                 78.6       46.7       93.3       67.4       78.6       46.7       93.3       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    21,343:    10,885      5,209          4     10,439     16,027     21,328     21,240:        15        103
Old  :    21,343:    10,885      5,209          4     10,439     16,027     21,328     21,240:        15        103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :      -736:      -493        -17        -28       -194       -679       -715       -724:       -21        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       24.4        0.0       48.9       75.1       99.9       99.5:       0.1        0.5
Old  :     100.0:      51.0       24.4        0.0       48.9       75.1       99.9       99.5:       0.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9         10          1          4          9         14         19:
Old  :        31:         9         10          1          4          9         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       64.6       96.0       87.4       77.1       64.6       95.4       87.4
Old  :                 77.1       64.6       96.0       87.4       77.1       64.6       95.4       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2017