WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   588,265:   145,745    170,130    213,970    183,963    158,036    543,678    542,135:    44,587     46,130
Old  :   568,532:   139,906    169,133    209,244    176,297    148,341    525,447    526,718:    43,085     41,814
Other:    19,733:     8,372      3,529      2,193      7,666      9,695     18,231     15,417:     1,502      4,316
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    31,412:    12,238    -37,423     28,173     -7,512     37,426     32,900     28,176:    -1,488      3,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       28.9       36.4       31.3       26.9       92.4       92.2:       7.6        7.8
Old  :     100.0:      24.6       29.7       36.8       31.0       26.1       92.4       92.6:       7.6        7.4
Other:     100.0:      42.4       17.9       11.1       38.9       49.1       92.4       78.1:       7.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       136        161        181        112        119        365        361:
Old  :       451:       142        159        180        111        118        362        360:
Other:       107:        17         21         16         27         53         52         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        9.2       17.9       15.8        8.1        6.5       13.5       11.5
Old  :                 10.2        9.5       17.9       16.3        8.1        6.7       13.6       11.9
Other:                 57.7       25.7       70.8       38.5       57.1       23.5       66.8       33.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   303,045:   101,967     45,010     66,794    108,609    161,592    277,370    273,397:    25,675     29,649
Old  :   292,171:   101,409     45,058     63,968    101,673    156,734    267,049    265,761:    25,121     26,410
Other:    10,875:     3,057      2,450        327      6,937      4,858     10,321      7,636:       554      3,239
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    -2,940:    -1,448    -25,172      3,335     -4,059     15,903     -2,172     -5,934:      -768      2,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       14.9       22.0       35.8       53.3       91.5       90.2:       8.5        9.8
Old  :     100.0:      34.7       15.4       21.9       34.8       53.6       91.4       91.0:       8.6        9.0
Other:     100.0:      28.1       22.5        3.0       63.8       44.7       94.9       70.2:       5.1       29.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        83         49         73         91         93        206        190:
Old  :       254:        82         50         72         91         92        205        188:
Other:        69:        10          9          6         21         38         34         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       23.1       26.2       33.4       12.0       17.0       20.1       24.4
Old  :                 16.0       23.9       26.9       34.5       12.5       19.0       20.7       26.7
Other:                 61.0       30.9       77.3       46.8       61.0       30.8       76.9       45.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  : 1,866,228:   356,753    358,759    515,118    745,358    769,027  1,617,229  1,642,904:   248,999    223,324
Old  : 1,061,572:   290,207    300,574    270,243    360,028    405,067    920,477    975,884:   141,094     85,688
Other:   804,656:   168,146    159,785    143,276    385,330    363,960    696,752    667,020:   107,904    137,636
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -57,553:   -10,917     20,769    -38,064      4,676    -37,666    -44,305    -54,961:   -13,248     -2,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       19.2       27.6       39.9       41.2       86.7       88.0:      13.3       12.0
Old  :     100.0:      27.3       28.3       25.5       33.9       38.2       86.7       91.9:      13.3        8.1
Other:     100.0:      20.9       19.9       17.8       47.9       45.2       86.6       82.9:      13.4       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       802:       231        158        251        349        329        700        640:
Old  :       730:       219        137        177        318        270        603        520:
Other:       658:       157        145        136        226        296        453        509:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9        8.8       15.6       14.9        7.0        6.3       11.6       10.4
Old  :                  8.6       11.9       15.1       19.9        8.0       10.8       13.4       17.5
Other:                 15.8        9.1       23.3       15.1       12.2        5.7       17.7       10.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :     8,059:     2,640         26        949      1,573      6,003      5,162      6,977:     2,897      1,082
Old  :     8,059:     2,640         26        949      1,573      6,003      5,162      6,977:     2,897      1,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :       -30:       674       -118         30       -566        -41        139       -128:      -169         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        0.3       11.8       19.5       74.5       64.0       86.6:      36.0       13.4
Old  :     100.0:      32.8        0.3       11.8       19.5       74.5       64.0       86.6:      36.0       13.4
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  :        42:        23          3          7          9         12         34         20:
Old  :        42:        23          3          7          9         12         34         20:
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  :                 20.1       49.0       30.3       67.6       12.1       42.2       20.7       57.4
Old  :                 20.1       49.0       30.3       67.6       12.1       42.2       20.7       57.4
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :   916,537:   126,189    208,373    263,507    466,082    334,424    855,779    806,305:    60,759    110,233
Old  :   370,826:    59,764     95,317     96,796    187,491    147,016    344,051    339,129:    26,774     31,697
Other:   545,712:   111,417    158,048    121,719    278,591    187,409    511,727    467,176:    33,985     78,536
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    13,187:    -5,702      4,140      5,637     14,450      4,798     14,385     14,575:    -1,198     -1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       22.7       28.8       50.9       36.5       93.4       88.0:       6.6       12.0
Old  :     100.0:      16.1       25.7       26.1       50.6       39.6       92.8       91.5:       7.2        8.5
Other:     100.0:      20.4       29.0       22.3       51.1       34.3       93.8       85.6:       6.2       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       642:       163        205        240        198        225        503        548:
Old  :       519:       155        134        126        163        162        383        358:
Other:       581:       128        207        171        147        209        379        489:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       10.7       22.5       16.5       12.8        6.5       18.0       10.9
Old  :                 17.6       16.8       25.2       25.1       14.4       12.3       19.6       19.6
Other:                 14.8        9.4       24.4       16.5       13.8        7.4       22.4       12.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :    15,389:     3,088      2,978      3,345      8,557      8,578     14,990     14,901:       399        488
Old  :    15,044:     3,114      2,978      3,157      8,407      8,428     14,678     14,563:       366        481
Other:       344:         6         31        157        150        150        312        338:        32          7
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :       778:       100        133        254        480        338        834        724:       -56         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       19.4       21.7       55.6       55.7       97.4       96.8:       2.6        3.2
Old  :     100.0:      20.7       19.8       21.0       55.9       56.0       97.6       96.8:       2.4        3.2
Other:     100.0:       1.6        9.0       45.5       43.6       43.6       90.7       98.0:       9.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          8         11          8          9         20         21:
Old  :        26:         5          8         11          8          9         20         21:
Other:         3:         1          1          2          1          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 66.2       41.7       84.2       63.5       58.1       33.5       62.7       49.9
Old  :                 66.6       41.9       85.1       64.0       59.6       34.3       64.3       51.1
Other:                 90.7       98.0       90.7       98.0        1.6        9.0        1.6        9.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   450,697:   107,330     94,206    116,726    191,160    207,115    415,216    418,046:    35,481     32,650
Old  :   215,397:    58,386     53,580     57,674     82,279     87,057    198,340    198,311:    17,058     17,086
Other:   235,300:    77,665     69,347     30,330    108,881    120,058    216,876    219,735:    18,423     15,565
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -12,388:    -1,356    -20,404      2,794    -15,795      6,395    -14,358    -11,215:     1,970     -1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       20.9       25.9       42.4       46.0       92.1       92.8:       7.9        7.2
Old  :     100.0:      27.1       24.9       26.8       38.2       40.4       92.1       92.1:       7.9        7.9
Other:     100.0:      33.0       29.5       12.9       46.3       51.0       92.2       93.4:       7.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       102         84        138         94         90        272        268:
Old  :       274:        81         72         93         77         79        211        206:
Other:       252:        68         81         72         63         70        176        186:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       21.5       15.5       28.2        9.4       18.4       15.0       24.6
Old  :                 12.3       15.9       21.7       26.1       12.3       13.6       21.6       23.3
Other:                 17.1       28.7       26.5       38.5       16.9       25.7       26.2       35.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   942,223:   140,027    100,041    160,884    442,561    505,825    743,472    766,750:   198,750    175,473
Old  :   942,223:   140,027    100,041    160,884    442,561    505,825    743,472    766,750:   198,750    175,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    68,026:    -6,987       -289     34,336     25,777     30,997     53,127     65,043:    14,900      2,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       10.6       17.1       47.0       53.7       78.9       81.4:      21.1       18.6
Old  :     100.0:      14.9       10.6       17.1       47.0       53.7       78.9       81.4:      21.1       18.6
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  :       175:        36         38         50         75         83        135        147:
Old  :       175:        36         38         50         75         83        135        147:
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  :                 18.5       18.8       26.6       29.2       11.4       13.1       17.7       18.6
Old  :                 18.5       18.8       26.6       29.2       11.4       13.1       17.7       18.6
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :   766,469:    38,145    141,686     12,334    591,716    524,923    642,195    678,942:   124,275     87,527
Old  :   766,469:    38,145    141,686     12,334    591,716    524,923    642,195    678,942:   124,275     87,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :     3,116:     4,837     10,423     -4,979     -2,752     -4,193     -2,894      1,251:     6,010      1,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       18.5        1.6       77.2       68.5       83.8       88.6:      16.2       11.4
Old  :     100.0:       5.0       18.5        1.6       77.2       68.5       83.8       88.6:      16.2       11.4
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  :       113:        12         13         10         64         66         81         84:
Old  :       113:        12         13         10         64         66         81         84:
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  :                 20.1       32.6       33.8       46.4       15.9       32.5       25.8       44.0
Old  :                 20.1       32.6       33.8       46.4       15.9       32.5       25.8       44.0
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :     2,471:       786        191        605        779      1,466      2,170      2,262:       301        209
Old  :     2,471:       786        191        605        779      1,466      2,170      2,262:       301        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :       -84:      -258       -172         52        131        -13        -75       -133:        -9         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        7.7       24.5       31.5       59.3       87.8       91.5:      12.2        8.5
Old  :     100.0:      31.8        7.7       24.5       31.5       59.3       87.8       91.5:      12.2        8.5
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  :        23:        10          4          4          5          8         17         14:
Old  :        23:        10          4          4          5          8         17         14:
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  :                 48.5       63.2       73.7       84.7       30.8       40.5       39.4       48.4
Old  :                 48.5       63.2       73.7       84.7       30.8       40.5       39.4       48.4
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :   445,273:    83,001    103,702     97,441    216,188    204,221    396,630    405,364:    48,643     39,909
Old  :   202,299:    46,607     50,644     37,483     90,027     91,670    174,118    179,798:    28,181     22,501
Other:   242,975:    54,168     70,831     42,184    126,161    112,551    222,513    225,566:    20,462     17,409
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    -9,666:    -1,556        158     -7,436     -1,543       -207    -10,536     -7,485:       870     -2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       23.3       21.9       48.6       45.9       89.1       91.0:      10.9        9.0
Old  :     100.0:      23.0       25.0       18.5       44.5       45.3       86.1       88.9:      13.9       11.1
Other:     100.0:      22.3       29.2       17.4       51.9       46.3       91.6       92.8:       8.4        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        76         78        100        114         97        250        233:
Old  :       257:        70         62         66        101         80        206        177:
Other:       232:        54         66         59         85         68        176        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       19.4       20.1       25.5        9.4       12.6       14.5       17.8
Old  :                 15.9       18.1       24.7       28.0       14.3       16.3       21.9       24.7
Other:                 16.0       24.4       24.3       33.0       14.1       20.4       21.3       28.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :    11,211:     3,319      2,019      1,346      4,358      6,281      9,023      9,647:     2,189      1,565
Old  :     4,252:       755      1,233        642      2,066      1,883      3,463      3,758:       790        495
Other:     6,959:     2,778      1,001        490      2,292      4,398      5,560      5,889:     1,399      1,070
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :       380:       396         78         28         28        359        452        465:       -72        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       18.0       12.0       38.9       56.0       80.5       86.0:      19.5       14.0
Old  :     100.0:      17.7       29.0       15.1       48.6       44.3       81.4       88.4:      18.6       11.6
Other:     100.0:      39.9       14.4        7.0       32.9       63.2       79.9       84.6:      20.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        26         18         16         26         15         59         42:
Old  :        52:        16         14         15         16         10         38         33:
Other:        63:        22         16         11         19         14         46         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.7       35.5       42.0       54.3       30.7       35.3       40.1       52.8
Old  :                 28.9       39.6       43.6       58.7       26.0       38.8       36.9       55.2
Other:                 40.5       47.5       51.0       61.1       40.5       47.2       51.0       60.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  : 1,350,311:   210,565    324,533     49,549    978,233    820,478  1,238,347  1,194,561:   111,964    155,750
Old  : 1,350,311:   210,565    324,533     49,549    978,233    820,478  1,238,347  1,194,561:   111,964    155,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -47,807:   -52,482    -19,199     -7,004     24,113    -29,014    -35,373    -55,217:   -12,434      7,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       24.0        3.7       72.4       60.8       91.7       88.5:       8.3       11.5
Old  :     100.0:      15.6       24.0        3.7       72.4       60.8       91.7       88.5:       8.3       11.5
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  :       280:        55         61         37        110        117        179        201:
Old  :       280:        55         61         37        110        117        179        201:
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  :                 20.4       23.9       31.8       32.8       19.7       21.8       29.6       28.8
Old  :                 20.4       23.9       31.8       32.8       19.7       21.8       29.6       28.8
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 with Delta-adjusted Options and Futures Combined, June 20, 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  : 3,846,161:   893,531    520,540    433,031  2,128,780  2,355,328  3,455,342  3,308,898:   390,819    537,262
Old  : 3,846,161:   893,531    520,540    433,031  2,128,780  2,355,328  3,455,342  3,308,898:   390,819    537,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    91,660:    65,296    -22,366     44,506    -12,408     89,185     97,394    111,325:    -5,734    -19,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       13.5       11.3       55.3       61.2       89.8       86.0:      10.2       14.0
Old  :     100.0:      23.2       13.5       11.3       55.3       61.2       89.8       86.0:      10.2       14.0
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  :       418:        87         95        109        184        203        325        353:
Old  :       418:        87         95        109        184        203        325        353:
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  :                 23.0       15.1       31.7       23.1       20.6       12.5       27.5       16.7
Old  :                 23.0       15.1       31.7       23.1       20.6       12.5       27.5       16.7
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :   378,892:    63,685     45,227      4,536    223,068    224,733    291,289    274,496:    87,603    104,396
Old  :   378,892:    63,685     45,227      4,536    223,068    224,733    291,289    274,496:    87,603    104,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    12,817:    -1,959      6,784        424     15,368      9,265     13,833     16,473:    -1,016     -3,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.9        1.2       58.9       59.3       76.9       72.4:      23.1       27.6
Old  :     100.0:      16.8       11.9        1.2       58.9       59.3       76.9       72.4:      23.1       27.6
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  :        59:         8          6          5         36         36         48         43:
Old  :        59:         8          6          5         36         36         48         43:
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  :                 38.4       32.1       50.9       42.8       38.1       31.2       50.5       41.0
Old  :                 38.4       32.1       50.9       42.8       38.1       31.2       50.5       41.0
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 with Delta-adjusted Options and Futures Combined, June 20, 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  : 3,252,294:   477,518    609,653    180,374  2,305,205  2,085,314  2,963,098  2,875,342:   289,197    376,953
Old  : 3,252,294:   477,518    609,653    180,374  2,305,205  2,085,314  2,963,098  2,875,342:   289,197    376,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -62,480:   -72,074     16,071     -2,598     24,307    -89,273    -50,365    -75,800:   -12,115     13,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.7        5.5       70.9       64.1       91.1       88.4:       8.9       11.6
Old  :     100.0:      14.7       18.7        5.5       70.9       64.1       91.1       88.4:       8.9       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  :       302:        49         68         65        125        151        212        246:
Old  :       302:        49         68         65        125        151        212        246:
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  :                 36.7       18.1       47.7       29.1       33.3       17.6       41.6       26.9
Old  :                 36.7       18.1       47.7       29.1       33.3       17.6       41.6       26.9
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 with Delta-adjusted Options and Futures Combined, June 20, 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  : 1,737,763:   279,223    335,412    338,327  1,075,371  1,000,817  1,692,921  1,674,555:    44,842     63,207
Old  : 1,737,763:   279,223    335,412    338,327  1,075,371  1,000,817  1,692,921  1,674,555:    44,842     63,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    57,697:   -47,730     40,571      3,599    108,137     10,621     64,006     54,790:    -6,308      2,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.3       19.5       61.9       57.6       97.4       96.4:       2.6        3.6
Old  :     100.0:      16.1       19.3       19.5       61.9       57.6       97.4       96.4:       2.6        3.6
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  :       144:        19         42         48         63         72        114        136:
Old  :       144:        19         42         48         63         72        114        136:
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  :                 34.1       18.5       50.7       33.3       26.1       12.4       33.6       18.2
Old  :                 34.1       18.5       50.7       33.3       26.1       12.4       33.6       18.2
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :    61,624:    34,537      3,784      4,057     14,533     43,851     53,128     51,692:     8,497      9,932
Old  :    61,624:    34,537      3,784      4,057     14,533     43,851     53,128     51,692:     8,497      9,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -11,016:       802     -3,112       -532     -8,857     -5,554     -8,587     -9,198:    -2,430     -1,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        6.1        6.6       23.6       71.2       86.2       83.9:      13.8       16.1
Old  :     100.0:      56.0        6.1        6.6       23.6       71.2       86.2       83.9:      13.8       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  :       112:        44         20         13         26         29         74         58:
Old  :       112:        44         20         13         26         29         74         58:
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  :                 26.0       33.9       38.0       55.2       23.3       32.2       35.2       53.5
Old  :                 26.0       33.9       38.0       55.2       23.3       32.2       35.2       53.5
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :   123,248:    69,075      7,568      8,114     29,066     87,702    106,255    103,384:    16,993     19,864
Old  :   123,248:    69,075      7,568      8,114     29,066     87,702    106,255    103,384:    16,993     19,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -22,032:     1,605     -6,224     -1,063    -17,715    -11,108    -17,173    -18,396:    -4,859     -3,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        6.1        6.6       23.6       71.2       86.2       83.9:      13.8       16.1
Old  :     100.0:      56.0        6.1        6.6       23.6       71.2       86.2       83.9:      13.8       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  :       112:        44         20         13         26         29         74         58:
Old  :       112:        44         20         13         26         29         74         58:
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  :                 26.0       33.9       38.0       55.2       23.3       32.2       35.2       53.5
Old  :                 26.0       33.9       38.0       55.2       23.3       32.2       35.2       53.5
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :    49,004:    37,887     42,043      6,616      4,418        230     48,921     48,889:        83        115
Old  :    49,004:    37,887     42,043      6,616      4,418        230     48,921     48,889:        83        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :     2,611:    -6,380     -3,494      5,870      3,124        230      2,614      2,606:        -3          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       85.8       13.5        9.0        0.5       99.8       99.8:       0.2        0.2
Old  :     100.0:      77.3       85.8       13.5        9.0        0.5       99.8       99.8:       0.2        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  :        41:        24         15          4          2          1         27         19:
Old  :        41:        24         15          4          2          1         27         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  :                 65.9       81.2       85.1       93.7       58.8       77.9       75.3       83.8
Old  :                 65.9       81.2       85.1       93.7       58.8       77.9       75.3       83.8
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :    28,042:    14,604      5,135         92     13,245     22,726     27,941     27,953:       101         89
Old  :    28,042:    14,604      5,135         92     13,245     22,726     27,941     27,953:       101         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    -1,085:     9,493       -923          0    -10,633       -153     -1,140     -1,076:        55         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       18.3        0.3       47.2       81.0       99.6       99.7:       0.4        0.3
Old  :     100.0:      52.1       18.3        0.3       47.2       81.0       99.6       99.7:       0.4        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  :        46:        11         13          1          8         17         19         31:
Old  :        46:        11         13          1          8         17         19         31:
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  :                 74.6       55.0       93.0       71.3       74.6       55.0       93.0       71.3
Old  :                 74.6       55.0       93.0       71.3       74.6       55.0       93.0       71.3
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 with Delta-adjusted Options and Futures Combined, June 20, 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  :    26,027:    16,026      4,601          0      9,947     21,374     25,973     25,975:        54         52
Old  :    26,027:    16,026      4,601          0      9,947     21,374     25,973     25,975:        54         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :    -1,000:     7,910        135     -1,458     -7,480        337     -1,028       -986:        28        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       17.7        0.0       38.2       82.1       99.8       99.8:       0.2        0.2
Old  :     100.0:      61.6       17.7        0.0       38.2       82.1       99.8       99.8:       0.2        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  :        34:         9         10          0          5         11         14         21:
Old  :        34:         9         10          0          5         11         14         21:
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  :                 85.7       69.2       97.7       91.3       85.7       69.2       97.5       91.3
Old  :                 85.7       69.2       97.7       91.3       85.7       69.2       97.5       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 23, 2017