WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      437,388
COMMITMENTS
 164,819  142,637   72,288  156,941  182,012  394,048  396,937   43,340   40,451

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        538)
  -7,317   -2,061    4,128      289   -1,481   -2,900      586    3,438      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     32.6     16.5     35.9     41.6     90.1     90.8      9.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     129      137      129       92      110      305      305                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      266,453
COMMITMENTS
 115,125   25,015   36,057   91,482  182,010  242,664  243,082   23,789   23,371

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -3,206)
  -1,331    2,401   -1,890   -1,199   -3,491   -4,420   -2,980    1,214     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      9.4     13.5     34.3     68.3     91.1     91.2      8.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      91       42       64       73       96      189      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,400,131
COMMITMENTS
 402,431  225,284  186,716  645,444  805,150  1234591  1217150  165,540  182,981

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     26,265)
 -11,185  -12,587   19,790   19,424   16,772   28,029   23,975   -1,764    2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     16.1     13.3     46.1     57.5     88.2     86.9     11.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      743)
     193      132      175      263      331      547      568                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,701
COMMITMENTS
   2,901    1,015      441      595    4,282    3,937    5,738    2,764      963

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        137)
      73      182       81        9     -241      163       22      -26      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     15.1      6.6      8.9     63.9     58.8     85.6     41.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        6        5        7       10       30       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      652,228
COMMITMENTS
 169,327  128,496   79,642  352,902  358,421  601,871  566,559   50,357   85,669

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:    -23,126)
   1,415  -21,416   -6,850  -18,619    5,053  -24,054  -23,213      928       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     19.7     12.2     54.1     55.0     92.3     86.9      7.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     139      151      156      169      224      399      457                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,168
COMMITMENTS
   5,461    2,096      174      151    4,835    5,786    7,105   16,382   15,063

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        1       14        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      403,703
COMMITMENTS
 113,794   54,627   82,803  170,119  238,339  366,716  375,769   36,987   27,934

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      2,912)
   2,941   -2,832    6,069   -4,788     -779    4,222    2,458   -1,310      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     13.5     20.5     42.1     59.0     90.8     93.1      9.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      99       64      105       85       77      245      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      726,348
COMMITMENTS
 189,600  138,150   12,735  374,116  402,435  576,451  553,320  149,897  173,028

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -4,486)
    -523   -1,541   -1,913   -7,565  -13,599  -10,001  -17,053    5,515   12,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     19.0      1.8     51.5     55.4     79.4     76.2     20.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      48       23       22       58       70      112      109                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      794,371
COMMITMENTS
  71,506  135,182   13,010  600,686  558,365  685,202  706,557  109,169   87,814

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      9,224)
  -3,080    4,656      386   12,617   12,614    9,923   17,656     -699   -8,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     17.0      1.6     75.6     70.3     86.3     88.9     13.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      13       16       10       60       70       78       91                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,005
COMMITMENTS
     806      309      390      560    1,176    1,756    1,875      249      130

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        3        7        9       16       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      355,774
COMMITMENTS
  83,929   68,663   54,630  179,531  201,327  318,090  324,620   37,684   31,154

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      3,438)
      45   -7,476    3,213    1,741    6,925    4,999    2,662   -1,561      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     19.3     15.4     50.5     56.6     89.4     91.2     10.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      70       56       82       96       88      221      194                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,498
COMMITMENTS
   3,305    2,438      221    3,990    5,721    7,516    8,380    1,982    1,118

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         91)
    -169     -157     -132      372      661       71      372       20     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     25.7      2.3     42.0     60.2     79.1     88.2     20.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       15       10       18       13       47       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,356,695
COMMITMENTS
 176,485  450,698   29,009  1018340  711,569  1223834  1191276  132,861  165,419

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     23,536)
  -5,516   11,884   -1,876   15,905   11,629    8,513   21,637   15,023    1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     33.2      2.1     75.1     52.4     90.2     87.8      9.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      41       55       32      110      102      167      173                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,160,904
COMMITMENTS
 852,455  570,126  126,185  1824865  1956909  2803505  2653220  357,399  507,684

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     24,463)
  29,721    4,419    2,734  -30,604   37,604    1,851   44,757   22,612  -20,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     18.0      4.0     57.7     61.9     88.7     83.9     11.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      87       84       60      141      183      258      297                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      390,687
COMMITMENTS
  64,780   52,614    7,009  235,746  210,786  307,535  270,409   83,152  120,278

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -2,119)
 -10,418    1,681    3,608    8,906   -3,264    2,096    2,025   -4,215   -4,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     13.5      1.8     60.3     54.0     78.7     69.2     21.3     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        8        8       37       37       51       48                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,001,676
COMMITMENTS
 345,465  627,790   97,097  2278528  1897286  2721090  2622173  280,586  379,503

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     14,765)
  -7,845   -1,114    5,160   -9,934   13,580  -12,619   17,626   27,384   -2,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     20.9      3.2     75.9     63.2     90.7     87.4      9.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      42       72       41      109      154      175      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,637,014
COMMITMENTS
 182,546  378,923  320,098  1095704  871,227  1598348  1570248   38,666   66,766

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     54,781)
  -1,410   16,002   -4,661   58,638   34,453   52,567   45,794    2,214    8,987

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      13       57       51       58       70      113      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,619
COMMITMENTS
  39,472    5,453    3,633   13,752   46,741   56,856   55,827    7,763    8,792

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -133)
     374    1,161      226      -44   -1,208      556      179     -689     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1      8.4      5.6     21.3     72.3     88.0     86.4     12.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      43       22       12       25       33       72       63                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,237
COMMITMENTS
  78,943   10,906    7,265   27,503   93,482  113,711  111,653   15,526   17,584

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:       -266)
     747    2,322      451      -87   -2,415    1,111      358   -1,377     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1      8.4      5.6     21.3     72.3     88.0     86.4     12.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      43       22       12       25       33       72       63                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       46,671
COMMITMENTS
  29,656   46,278      256   16,711        0   46,623   46,534       48      137

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

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

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

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

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

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

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

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

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



Updated July 21, 2017