WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   548,266:   151,183    200,159    163,590    187,365    137,004    502,139    500,754:    46,128     47,513
Old  :   479,269:   135,089    190,953    139,400    163,510    110,137    437,999    440,491:    41,271     38,778
Other:    68,997:    24,148     17,259     16,137     23,856     26,867     64,140     60,263:     4,857      8,735
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :      -364:     5,233      4,464     -2,748     -2,413     -2,526         73       -810:      -437        446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       36.5       29.8       34.2       25.0       91.6       91.3:       8.4        8.7
Old  :     100.0:      28.2       39.8       29.1       34.1       23.0       91.4       91.9:       8.6        8.1
Other:     100.0:      35.0       25.0       23.4       34.6       38.9       93.0       87.3:       7.0       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       126        162        153        118        117        338        346:
Old  :       437:       126        154        140        118        111        326        332:
Other:       180:        36         52         42         49         72        109        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5        9.0       18.2       16.3        8.0        7.9       14.6       14.2
Old  :                 10.7        9.4       18.9       16.8        8.5        8.4       15.5       15.3
Other:                 34.3       24.5       47.9       35.2       31.8       19.4       39.7       26.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   288,542:   101,837     77,151     43,285    118,850    144,640    263,972    265,077:    24,570     23,464
Old  :   252,907:   101,182     76,749     30,855     98,507    127,312    230,545    234,916:    22,362     17,991
Other:    35,635:    10,002      9,750      3,083     20,343     17,329     33,428     30,161:     2,207      5,474
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :      -233:    -1,864       -810        132      3,033      1,650      1,302        972:    -1,535     -1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       26.7       15.0       41.2       50.1       91.5       91.9:       8.5        8.1
Old  :     100.0:      40.0       30.3       12.2       39.0       50.3       91.2       92.9:       8.8        7.1
Other:     100.0:      28.1       27.4        8.7       57.1       48.6       93.8       84.6:       6.2       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        83         55         66         92         86        199        187:
Old  :       262:        81         57         57         90         83        191        178:
Other:       120:        21         27         20         35         55         68         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       19.8       23.2       29.8       12.1       16.0       19.0       24.5
Old  :                 14.7       22.3       24.0       33.0       14.7       21.3       22.8       30.7
Other:                 41.5       25.3       60.1       41.7       40.8       25.0       57.4       39.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  : 1,785,555:   351,016    405,011    449,459    741,363    705,225  1,541,838  1,559,695:   243,717    225,859
Old  : 1,665,436:   351,922    412,116    403,373    673,999    646,391  1,429,295  1,461,880:   236,141    203,555
Other:   120,119:    29,577     23,379     15,603     67,363     58,834    112,543     97,815:     7,576     22,304
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    48,615:     7,115     18,899     17,837     17,142      4,911     42,094     41,646:     6,521      6,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       22.7       25.2       41.5       39.5       86.4       87.4:      13.6       12.6
Old  :     100.0:      21.1       24.7       24.2       40.5       38.8       85.8       87.8:      14.2       12.2
Other:     100.0:      24.6       19.5       13.0       56.1       49.0       93.7       81.4:       6.3       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       794:       215        181        225        336        315        658        626:
Old  :       792:       224        176        212        333        307        648        611:
Other:       335:        42         62         37         81        192        145        270:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       11.8       14.8       17.9        7.7        9.6       12.8       14.2
Old  :                  8.7       12.5       15.1       18.5        8.6       10.4       14.0       15.4
Other:                 23.5       21.6       36.6       32.2       22.7       19.1       34.1       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :     6,916:     1,785        440      1,507      1,228      4,141      4,520      6,088:     2,396        827
Old  :     6,888:     1,785        440      1,507      1,224      4,141      4,516      6,088:     2,372        799
Other:        28:         0          0          0          4          0          4          0:        24         28
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :        92:        15       -317         36        207        277        257         -4:      -165         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.4       21.8       17.8       59.9       65.4       88.0:      34.6       12.0
Old  :     100.0:      25.9        6.4       21.9       17.8       60.1       65.6       88.4:      34.4       11.6
Other:     100.0:       0.0        0.0        0.0       14.3        0.0       14.3        0.0:      85.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        16          4          8         10         12         29         21:
Old  :        35:        16          4          8         10         12         29         21:
Other:         1:         0          0          0          1          0          1          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  :                 26.1       52.6       37.6       67.5       15.6       37.7       25.6       50.6
Old  :                 26.2       52.9       37.7       67.8       15.7       37.9       25.7       50.9
Other:                 14.3        0.0       14.3        0.0       14.3        0.0       14.3        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   821,337:   140,112    118,901    235,575    390,183    370,367    765,869    724,842:    55,468     96,495
Old  :   784,311:   138,123    117,444    224,495    369,951    350,227    732,569    692,166:    51,742     92,145
Other:    37,026:     9,295      8,763      3,773     20,232     20,140     33,300     32,676:     3,726      4,350
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -5,937:     3,981    -13,333      4,167    -14,563      4,394     -6,416     -4,772:       479     -1,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.5       28.7       47.5       45.1       93.2       88.3:       6.8       11.7
Old  :     100.0:      17.6       15.0       28.6       47.2       44.7       93.4       88.3:       6.6       11.7
Other:     100.0:      25.1       23.7       10.2       54.6       54.4       89.9       88.3:      10.1       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       156        226        255        183        205        506        543:
Old  :       643:       155        228        254        180        204        502        541:
Other:       204:        39         41         31         50         96        103        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       10.2       22.4       17.2       13.3        7.2       18.6       11.5
Old  :                 15.6       10.2       22.6       17.1       13.8        7.5       19.2       12.1
Other:                 28.7       48.6       42.8       58.2       28.7       48.0       42.8       56.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    17,683:     6,255      1,506         44          4      3,777      6,303      5,327:    11,380     12,356
Old  :    17,125:     5,949      1,453         20          4      3,680      5,973      5,153:    11,152     11,972
Other:       558:       328         75          2          0         97        330        174:       228        384
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :      -704:       351       -855        -43          4       -157        312     -1,055:    -1,016        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        8.5        0.2        0.0       21.4       35.6       30.1:      64.4       69.9
Old  :     100.0:      34.7        8.5        0.1        0.0       21.5       34.9       30.1:      65.1       69.9
Other:     100.0:      58.8       13.4        0.4        0.0       17.4       59.1       31.2:      40.9       68.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          4          2         11          8         18:
Old  :        20:         5          4          3          2         11          8         17:
Other:        13:         3          4          1          0          6          3         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       15.2       35.6       21.9       33.5       15.2       35.4       21.9
Old  :                 34.4       15.2       34.9       21.9       34.4       15.2       34.7       21.9
Other:                 59.1       20.3       59.1       30.1       58.8       20.3       58.8       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   473,144:   142,702     34,500    104,486    187,070    305,151    434,257    444,137:    38,887     29,007
Old  :   455,402:   137,892     34,983    100,447    180,234    292,426    418,573    427,856:    36,829     27,546
Other:    17,742:     7,779      2,487      1,069      6,836     12,725     15,684     16,281:     2,058      1,461
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :       280:    -1,441      1,465     -1,655      3,519     -1,732        423     -1,921:      -143      2,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.3       22.1       39.5       64.5       91.8       93.9:       8.2        6.1
Old  :     100.0:      30.3        7.7       22.1       39.6       64.2       91.9       94.0:       8.1        6.0
Other:     100.0:      43.8       14.0        6.0       38.5       71.7       88.4       91.8:      11.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       110         61        130         84         79        272        234:
Old  :       318:       115         66        127         83         78        270        231:
Other:        61:        15         13         10         19         18         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       34.9       19.9       41.4       10.6       33.0       16.8       39.2
Old  :                 13.7       34.9       20.7       41.6       11.0       33.2       17.5       39.6
Other:                 41.1       49.4       63.4       65.9       40.2       48.5       59.0       62.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   867,226:   175,015    109,662    110,323    404,415    473,401    689,752    693,386:   177,474    173,840
Old  :   867,226:   175,015    109,662    110,323    404,415    473,401    689,752    693,386:   177,474    173,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -20,850:    -4,903    -19,402    -13,145     -9,360      2,743    -27,408    -29,805:     6,557      8,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       12.6       12.7       46.6       54.6       79.5       80.0:      20.5       20.0
Old  :     100.0:      20.2       12.6       12.7       46.6       54.6       79.5       80.0:      20.5       20.0
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  :       178:        48         29         51         76         84        144        144:
Old  :       178:        48         29         51         76         84        144        144:
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  :                 20.2       21.6       28.1       33.7       14.3       16.2       20.4       23.6
Old  :                 20.2       21.6       28.1       33.7       14.3       16.2       20.4       23.6
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, September 19, 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  :   824,321:    57,786    145,618     12,079    642,205    574,629    712,071    732,327:   112,250     91,995
Old  :   824,321:    57,786    145,618     12,079    642,205    574,629    712,071    732,327:   112,250     91,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -18,083:    -3,658     -3,869     -4,812     -2,704     -9,355    -11,173    -18,036:    -6,910        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       17.7        1.5       77.9       69.7       86.4       88.8:      13.6       11.2
Old  :     100.0:       7.0       17.7        1.5       77.9       69.7       86.4       88.8:      13.6       11.2
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  :       113:        15         11         12         65         66         88         81:
Old  :       113:        15         11         12         65         66         88         81:
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  :                 23.5       41.2       37.2       53.4       17.8       41.0       28.0       50.9
Old  :                 23.5       41.2       37.2       53.4       17.8       41.0       28.0       50.9
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, September 19, 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  :   415,551:    72,018     69,227     84,769    213,604    229,464    370,390    383,460:    45,162     32,092
Old  :   395,862:    72,609     69,305     78,319    201,429    218,158    352,358    365,783:    43,505     30,080
Other:    19,689:     1,842      2,355      4,016     12,175     11,306     18,032     17,677:     1,657      2,012
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -9,318:     3,594    -12,463     -5,039     -7,488      9,902     -8,932     -7,599:      -386     -1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.7       20.4       51.4       55.2       89.1       92.3:      10.9        7.7
Old  :     100.0:      18.3       17.5       19.8       50.9       55.1       89.0       92.4:      11.0        7.6
Other:     100.0:       9.4       12.0       20.4       61.8       57.4       91.6       89.8:       8.4       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        68         70         99        103         93        230        221:
Old  :       279:        74         68         94        102         92        227        217:
Other:        75:        15         13         20         30         20         56         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       24.2       20.9       31.0       13.2       21.1       18.1       26.3
Old  :                 14.8       24.2       21.2       31.2       13.7       21.4       18.8       26.9
Other:                 32.6       33.0       51.0       52.7       28.8       26.1       40.6       39.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :    11,556:     3,848      2,316        692      4,699      7,413      9,239     10,420:     2,316      1,135
Old  :    11,556:     3,848      2,316        692      4,699      7,413      9,239     10,420:     2,316      1,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :       219:         3        243        -31        297          5        269        217:       -51          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       20.0        6.0       40.7       64.2       80.0       90.2:      20.0        9.8
Old  :     100.0:      33.3       20.0        6.0       40.7       64.2       80.0       90.2:      20.0        9.8
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  :        78:        35         16         12         17         17         54         43:
Old  :        78:        35         16         12         17         17         54         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  :                 34.3       49.6       44.6       63.6       34.3       49.3       43.9       63.3
Old  :                 34.3       49.6       44.6       63.6       34.3       49.3       43.9       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  : 1,638,814:   262,092    359,941    114,847  1,130,164  1,006,279  1,507,103  1,481,068:   131,711    157,747
Old  : 1,638,814:   262,092    359,941    114,847  1,130,164  1,006,279  1,507,103  1,481,068:   131,711    157,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    38,733:   -28,783    -18,810      9,519     66,616     51,963     47,353     42,672:    -8,619     -3,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       22.0        7.0       69.0       61.4       92.0       90.4:       8.0        9.6
Old  :     100.0:      16.0       22.0        7.0       69.0       61.4       92.0       90.4:       8.0        9.6
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  :       278:        52         56         44        119        125        194        202:
Old  :       278:        52         56         44        119        125        194        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       25.5       31.8       37.1       20.4       24.2       29.9       31.9
Old  :                 21.7       25.5       31.8       37.1       20.4       24.2       29.9       31.9
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, September 19, 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  : 4,006,215:   911,317    628,534    542,990  2,143,305  2,289,981  3,597,612  3,461,505:   408,603    544,711
Old  : 4,006,215:   911,317    628,534    542,990  2,143,305  2,289,981  3,597,612  3,461,505:   408,603    544,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -29,630:    49,460     31,025    -20,930    -62,339    -30,407    -33,809    -20,312:     4,178     -9,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       15.7       13.6       53.5       57.2       89.8       86.4:      10.2       13.6
Old  :     100.0:      22.7       15.7       13.6       53.5       57.2       89.8       86.4:      10.2       13.6
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  :       434:        90         96        112        185        212        335        360:
Old  :       434:        90         96        112        185        212        335        360:
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  :                 24.5       12.7       32.6       21.1       22.0       10.0       27.2       14.2
Old  :                 24.5       12.7       32.6       21.1       22.0       10.0       27.2       14.2
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, September 19, 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  :   424,252:    92,144     52,158      6,920    244,527    236,450    343,591    295,528:    80,661    128,724
Old  :   424,252:    92,144     52,158      6,920    244,527    236,450    343,591    295,528:    80,661    128,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :     2,539:     3,271        807      2,630     -1,402      5,931      4,499      9,368:    -1,960     -6,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       12.3        1.6       57.6       55.7       81.0       69.7:      19.0       30.3
Old  :     100.0:      21.7       12.3        1.6       57.6       55.7       81.0       69.7:      19.0       30.3
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  :        69:        11          7          6         37         43         51         53:
Old  :        69:        11          7          6         37         43         51         53:
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  :                 36.1       27.1       48.6       37.8       35.9       25.9       48.3       35.0
Old  :                 36.1       27.1       48.6       37.8       35.9       25.9       48.3       35.0
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, September 19, 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  : 3,222,911:   458,807    659,900    218,892  2,246,145  1,963,496  2,923,844  2,842,288:   299,068    380,624
Old  : 3,222,911:   458,807    659,900    218,892  2,246,145  1,963,496  2,923,844  2,842,288:   299,068    380,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :  -121,824:  -122,999    -17,995     28,695    -12,741   -143,913   -107,046   -133,214:   -14,778     11,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       20.5        6.8       69.7       60.9       90.7       88.2:       9.3       11.8
Old  :     100.0:      14.2       20.5        6.8       69.7       60.9       90.7       88.2:       9.3       11.8
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  :       300:        53         64         63        127        152        213        246:
Old  :       300:        53         64         63        127        152        213        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  :                 32.2       21.3       43.3       29.9       28.4       21.1       37.7       28.4
Old  :                 32.2       21.3       43.3       29.9       28.4       21.1       37.7       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  : 1,652,661:    63,370    235,934    347,787  1,205,018  1,003,298  1,616,174  1,587,019:    36,487     65,642
Old  : 1,652,661:    63,370    235,934    347,787  1,205,018  1,003,298  1,616,174  1,587,019:    36,487     65,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -84,455:    12,428    -12,409    -65,600    -28,415     -1,980    -81,587    -79,989:    -2,868     -4,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       14.3       21.0       72.9       60.7       97.8       96.0:       2.2        4.0
Old  :     100.0:       3.8       14.3       21.0       72.9       60.7       97.8       96.0:       2.2        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        21         57         49         64         82        118        161:
Old  :       171:        21         57         49         64         82        118        161:
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  :                 35.2       22.4       49.4       33.1       24.0       10.2       29.5       14.5
Old  :                 35.2       22.4       49.4       33.1       24.0       10.2       29.5       14.5
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, September 19, 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  :    77,402:    49,591      6,075      2,013     15,931     59,287     67,535     67,375:     9,867     10,026
Old  :    77,402:    49,591      6,075      2,013     15,931     59,287     67,535     67,375:     9,867     10,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -7,689:     2,285        330     -1,177     -8,573     -6,115     -7,464     -6,962:      -225       -728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1        7.8        2.6       20.6       76.6       87.3       87.0:      12.7       13.0
Old  :     100.0:      64.1        7.8        2.6       20.6       76.6       87.3       87.0:      12.7       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        46         20          9         25         35         75         60:
Old  :       118:        46         20          9         25         35         75         60:
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  :                 26.8       37.4       40.9       57.7       25.1       36.2       39.1       56.5
Old  :                 26.8       37.4       40.9       57.7       25.1       36.2       39.1       56.5
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, September 19, 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  :   154,804:    99,182     12,150      4,026     31,863    118,575    135,070    134,751:    19,734     20,053
Old  :   154,804:    99,182     12,150      4,026     31,863    118,575    135,070    134,751:    19,734     20,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -15,379:     4,571        660     -2,353    -17,146    -12,230    -14,929    -13,923:      -450     -1,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1        7.8        2.6       20.6       76.6       87.3       87.0:      12.7       13.0
Old  :     100.0:      64.1        7.8        2.6       20.6       76.6       87.3       87.0:      12.7       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        46         20          9         25         35         75         60:
Old  :       118:        46         20          9         25         35         75         60:
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  :                 26.8       37.4       40.9       57.7       25.1       36.2       39.1       56.5
Old  :                 26.8       37.4       40.9       57.7       25.1       36.2       39.1       56.5
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, September 19, 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  :   102,318:    62,507     77,922     24,361     15,374          0    102,242    102,283:        76         35
Old  :   102,318:    62,507     77,922     24,361     15,374          0    102,242    102,283:        76         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    36,911:    13,333     13,220     23,690        -88          0     36,935     36,910:       -24          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       76.2       23.8       15.0        0.0       99.9      100.0:       0.1        0.0
Old  :     100.0:      61.1       76.2       23.8       15.0        0.0       99.9      100.0:       0.1        0.0
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  :        40:        23         13          3          2          0         28         15:
Old  :        40:        23         13          3          2          0         28         15:
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  :                 72.3       88.1       90.2       96.9       56.6       69.5       71.0       75.0
Old  :                 72.3       88.1       90.2       96.9       56.6       69.5       71.0       75.0
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, September 19, 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  :    27,378:    12,812      5,286          3     14,508     22,017     27,323     27,306:        55         72
Old  :    27,378:    12,812      5,286          3     14,508     22,017     27,323     27,306:        55         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :   -10,235:    -9,548       -207     -1,122        435     -8,942    -10,235    -10,271:         0         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       19.3        0.0       53.0       80.4       99.8       99.7:       0.2        0.3
Old  :     100.0:      46.8       19.3        0.0       53.0       80.4       99.8       99.7:       0.2        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:        10         12          1          7         19         17         32:
Old  :        46:        10         12          1          7         19         17         32:
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  :                 73.1       45.1       92.0       65.2       73.1       45.1       92.0       65.2
Old  :                 73.1       45.1       92.0       65.2       73.1       45.1       92.0       65.2
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, September 19, 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  :    20,118:    16,606      4,916         49      3,376     15,109     20,031     20,074:        87         44
Old  :    20,118:    16,606      4,916         49      3,376     15,109     20,031     20,074:        87         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    -2,772:     5,643        355     -1,921     -6,535     -1,187     -2,813     -2,753:        41        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.5       24.4        0.2       16.8       75.1       99.6       99.8:       0.4        0.2
Old  :     100.0:      82.5       24.4        0.2       16.8       75.1       99.6       99.8:       0.4        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  :        31:        12          7          1          3         10         16         17:
Old  :        31:        12          7          1          3         10         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.6       65.0       97.2       87.9       84.6       65.0       96.6       87.9
Old  :                 84.6       65.0       97.2       87.9       84.6       65.0       96.6       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 22, 2017