WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   552,053:   143,768    182,089    166,620    200,538    154,519    510,926    503,228:    41,126     48,825
Old  :   470,088:   128,406    172,517    135,059    170,729    122,818    434,194    430,393:    35,894     39,694
Other:    81,965:    27,502     21,713     19,421     29,809     31,701     76,732     72,835:     5,233      9,130
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    18,503:    -3,007     -7,995     11,041     11,811     14,510     19,846     17,556:    -1,342        947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       33.0       30.2       36.3       28.0       92.6       91.2:       7.4        8.8
Old  :     100.0:      27.3       36.7       28.7       36.3       26.1       92.4       91.6:       7.6        8.4
Other:     100.0:      33.6       26.5       23.7       36.4       38.7       93.6       88.9:       6.4       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       136        152        164        115        115        345        347:
Old  :       433:       133        147        152        112        111        333        334:
Other:       185:        43         49         44         50         77        112        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  :                 11.0        9.2       18.9       16.2        8.4        7.3       15.1       13.3
Old  :                 11.4        9.5       19.5       17.0        9.6        8.1       16.7       14.5
Other:                 30.1       20.3       44.2       33.3       25.9       18.3       34.4       26.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   286,314:    92,842     72,922     43,396    124,984    144,587    261,222    260,905:    25,091     25,409
Old  :   246,799:    91,020     73,174     28,916    104,386    125,421    224,322    227,511:    22,477     19,288
Other:    39,515:    11,983      9,909      4,319     20,598     19,166     36,900     33,394:     2,614      6,121
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     3,591:    -4,586     -1,167      3,437      5,149        -71      4,000      2,200:      -409      1,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       25.5       15.2       43.7       50.5       91.2       91.1:       8.8        8.9
Old  :     100.0:      36.9       29.6       11.7       42.3       50.8       90.9       92.2:       9.1        7.8
Other:     100.0:      30.3       25.1       10.9       52.1       48.5       93.4       84.5:       6.6       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        75         55         69         91         81        197        182:
Old  :       252:        77         56         60         88         76        189        170:
Other:       120:        24         26         23         34         54         70         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       19.4       27.1       28.8       12.3       15.6       19.2       23.5
Old  :                 18.0       22.3       28.5       31.9       15.1       20.9       23.9       29.3
Other:                 36.9       25.3       53.9       40.9       36.8       24.7       51.8       39.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  : 1,804,698:   350,008    415,429    452,134    761,223    711,645  1,563,365  1,579,208:   241,332    225,490
Old  : 1,661,245:   348,832    421,671    400,999    678,468    639,511  1,428,299  1,462,181:   232,947    199,065
Other:   143,452:    32,782     25,364     19,529     82,755     72,134    135,066    117,027:     8,386     26,426
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    47,778:    -3,222      7,346     28,605     24,788      6,465     50,171     42,417:    -2,393      5,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.0       25.1       42.2       39.4       86.6       87.5:      13.4       12.5
Old  :     100.0:      21.0       25.4       24.1       40.8       38.5       86.0       88.0:      14.0       12.0
Other:     100.0:      22.9       17.7       13.6       57.7       50.3       94.2       81.6:       5.8       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       801:       203        198        232        330        317        650        647:
Old  :       799:       221        187        220        328        310        643        632:
Other:       351:        51         64         44         84        192        159        278:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       11.9       14.4       17.5        7.7       10.0       12.9       14.3
Old  :                  8.5       11.9       14.6       17.6        8.3       10.1       13.7       14.6
Other:                 28.1       24.8       39.9       36.6       27.6       23.2       37.3       31.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :     6,831:     1,894        480      1,541      1,156      4,073      4,591      6,094:     2,240        737
Old  :     6,803:     1,894        480      1,541      1,152      4,073      4,587      6,094:     2,216        709
Other:        28:         0          0          0          4          0          4          0:        24         28
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :      -310:        39         29        -18       -305       -289       -284       -277:       -26        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        7.0       22.6       16.9       59.6       67.2       89.2:      32.8       10.8
Old  :     100.0:      27.8        7.1       22.7       16.9       59.9       67.4       89.6:      32.6       10.4
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  :        36:        15          6          8         10         12         30         21:
Old  :        36:        15          6          8         10         12         30         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  :                 24.8       54.2       36.9       69.0       18.9       42.7       29.0       54.0
Old  :                 24.9       54.4       37.0       69.3       19.0       42.9       29.1       54.3
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, October 03, 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  :   848,692:   146,402    111,410    228,714    413,057    408,378    788,172    748,502:    60,520    100,190
Old  :   805,170:   145,374    111,024    214,173    388,926    384,602    748,473    709,799:    56,697     95,371
Other:    43,522:    10,895     10,253      4,674     24,131     23,776     39,700     38,703:     3,823      4,819
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    29,294:       719        344      5,540     19,903     20,761     26,162     26,645:     3,132      2,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.1       26.9       48.7       48.1       92.9       88.2:       7.1       11.8
Old  :     100.0:      18.1       13.8       26.6       48.3       47.8       93.0       88.2:       7.0       11.8
Other:     100.0:      25.0       23.6       10.7       55.4       54.6       91.2       88.9:       8.8       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       643:       180        194        259        184        212        511        546:
Old  :       641:       180        199        252        183        210        505        541:
Other:       226:        47         49         37         51        101        119        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       11.1       21.7       18.5       13.1        7.2       18.1       12.4
Old  :                 15.1       10.9       22.5       18.0       13.6        7.6       19.1       12.4
Other:                 29.8       49.5       41.4       58.9       29.8       48.2       41.4       56.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   450,331:   114,044     57,797    119,417    182,734    243,096    416,195    420,310:    34,136     30,021
Old  :   429,177:   107,106     59,333    114,329    175,492    226,935    396,927    400,597:    32,250     28,580
Other:    21,154:    10,326      1,852      1,700      7,242     16,161     19,268     19,713:     1,886      1,441
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :   -14,725:   -23,121     19,092      9,155      3,075    -42,901    -10,891    -14,654:    -3,833        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       12.8       26.5       40.6       54.0       92.4       93.3:       7.6        6.7
Old  :     100.0:      25.0       13.8       26.6       40.9       52.9       92.5       93.3:       7.5        6.7
Other:     100.0:      48.8        8.8        8.0       34.2       76.4       91.1       93.2:       8.9        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        90         92        137         80         76        260        253:
Old  :       323:        94         95        132         78         76        255        251:
Other:        60:        16         14         13         21         14         45         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       28.5       20.4       35.2        9.8       26.3       15.7       32.3
Old  :                 13.6       27.4       21.4       34.4       10.4       25.3       16.9       31.4
Other:                 37.7       60.5       58.1       74.6       37.2       59.2       55.5       72.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   875,232:   152,116    129,307    114,955    445,158    455,366    712,230    699,628:   163,002    175,603
Old  :   875,232:   152,116    129,307    114,955    445,158    455,366    712,230    699,628:   163,002    175,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    39,695:   -27,348      6,174     25,030     43,980        190     41,663     31,394:    -1,968      8,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       14.8       13.1       50.9       52.0       81.4       79.9:      18.6       20.1
Old  :     100.0:      17.4       14.8       13.1       50.9       52.0       81.4       79.9:      18.6       20.1
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  :       177:        45         31         50         78         80        140        144:
Old  :       177:        45         31         50         78         80        140        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  :                 21.1       20.8       28.8       33.4       15.4       15.4       22.0       24.0
Old  :                 21.1       20.8       28.8       33.4       15.4       15.4       22.0       24.0
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, October 03, 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  :   819,388:    64,509    148,347     13,813    633,089    561,408    711,411    723,568:   107,976     95,820
Old  :   819,388:    64,509    148,347     13,813    633,089    561,408    711,411    723,568:   107,976     95,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -6,735:     9,673     -5,217      4,074    -11,273     -8,724      2,474     -9,867:    -9,209      3,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       18.1        1.7       77.3       68.5       86.8       88.3:      13.2       11.7
Old  :     100.0:       7.9       18.1        1.7       77.3       68.5       86.8       88.3:      13.2       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        16         11         13         62         62         83         81:
Old  :       111:        16         11         13         62         62         83         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  :                 24.1       40.7       37.8       51.9       17.8       40.7       28.2       49.7
Old  :                 24.1       40.7       37.8       51.9       17.8       40.7       28.2       49.7
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, October 03, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,704:     1,021        322        205        126      1,051      1,352      1,578:       352        126
Old  :     1,704:     1,021        322        205        126      1,051      1,352      1,578:       352        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :        -7:       113         15        -27        -99        -39        -13        -51:         6         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9       18.9       12.0        7.4       61.7       79.3       92.6:      20.7        7.4
Old  :     100.0:      59.9       18.9       12.0        7.4       61.7       79.3       92.6:      20.7        7.4
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  :        22:        10          4          4          3          7         15         13:
Old  :        22:        10          4          4          3          7         15         13:
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  :                 48.7       69.5       66.3       82.5       45.6       65.1       57.6       74.6
Old  :                 48.7       69.5       66.3       82.5       45.6       65.1       57.6       74.6
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, October 03, 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  :   397,951:    78,112     56,910     78,598    197,269    231,452    353,979    366,960:    43,972     30,990
Old  :   372,636:    78,072     58,074     71,714    180,987    213,937    330,773    343,725:    41,863     28,911
Other:    25,314:     2,353      1,149      4,571     16,282     17,515     23,206     23,235:     2,108      2,079
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -4,279:       448     -3,102      2,863     -7,942     -3,753     -4,632     -3,992:       353       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       14.3       19.8       49.6       58.2       89.0       92.2:      11.0        7.8
Old  :     100.0:      21.0       15.6       19.2       48.6       57.4       88.8       92.2:      11.2        7.8
Other:     100.0:       9.3        4.5       18.1       64.3       69.2       91.7       91.8:       8.3        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        71         71         90         97         94        219        216:
Old  :       271:        73         73         87         96         93        216        213:
Other:        77:        15         12         20         31         23         58         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       27.2       21.6       33.9       13.3       25.0       18.8       30.4
Old  :                 15.5       26.8       22.3       33.4       14.1       25.1       19.7       30.8
Other:                 31.8       42.5       50.3       61.7       26.9       37.3       37.7       46.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :    11,412:     2,189      2,094      1,335      5,835      6,926      9,359     10,355:     2,053      1,057
Old  :    11,412:     2,189      2,094      1,335      5,835      6,926      9,359     10,355:     2,053      1,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :        14:      -726       -123        400        373       -172         46        104:       -33        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       18.4       11.7       51.1       60.7       82.0       90.7:      18.0        9.3
Old  :     100.0:      19.2       18.4       11.7       51.1       60.7       82.0       90.7:      18.0        9.3
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  :        70:        25         16         16         18         18         48         47:
Old  :        70:        25         16         16         18         18         48         47:
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  :                 40.5       47.1       50.5       60.6       40.1       45.6       50.0       59.1
Old  :                 40.5       47.1       50.5       60.6       40.1       45.6       50.0       59.1
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, October 03, 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  : 1,728,552:   222,379    435,992    140,048  1,239,118    982,711  1,601,545  1,558,751:   127,007    169,802
Old  : 1,728,552:   222,379    435,992    140,048  1,239,118    982,711  1,601,545  1,558,751:   127,007    169,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    10,390:   -56,214     -7,378     19,197     46,319    -12,799      9,301       -981:     1,089     11,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       25.2        8.1       71.7       56.9       92.7       90.2:       7.3        9.8
Old  :     100.0:      12.9       25.2        8.1       71.7       56.9       92.7       90.2:       7.3        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  :       270:        49         54         40        118        123        192        192:
Old  :       270:        49         54         40        118        123        192        192:
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  :                 22.1       26.5       32.8       37.5       20.9       25.1       30.2       33.5
Old  :                 22.1       26.5       32.8       37.5       20.9       25.1       30.2       33.5
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, October 03, 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  : 3,818,833:   824,320    616,502    522,493  2,093,747  2,106,942  3,440,560  3,245,937:   378,273    572,896
Old  : 3,818,833:   824,320    616,502    522,493  2,093,747  2,106,942  3,440,560  3,245,937:   378,273    572,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    38,338:   -30,230       -467     59,855     20,681    -61,576     50,306     -2,187:   -11,968     40,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       16.1       13.7       54.8       55.2       90.1       85.0:       9.9       15.0
Old  :     100.0:      21.6       16.1       13.7       54.8       55.2       90.1       85.0:       9.9       15.0
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  :       411:        75        106        112        171        203        314        353:
Old  :       411:        75        106        112        171        203        314        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  :                 25.8       11.2       33.8       18.8       23.1        7.9       29.5       12.4
Old  :                 25.8       11.2       33.8       18.8       23.1        7.9       29.5       12.4
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, October 03, 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  :   432,033:    78,542     56,572      7,101    264,758    237,732    350,401    301,405:    81,632    130,628
Old  :   432,033:    78,542     56,572      7,101    264,758    237,732    350,401    301,405:    81,632    130,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     9,436:      -546     -1,920         63     12,049     10,372     11,566      8,515:    -2,130        921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       13.1        1.6       61.3       55.0       81.1       69.8:      18.9       30.2
Old  :     100.0:      18.2       13.1        1.6       61.3       55.0       81.1       69.8:      18.9       30.2
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  :        72:        11          8          8         39         43         54         55:
Old  :        72:        11          8          8         39         43         54         55:
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       26.6       46.9       37.7       35.0       25.6       46.4       35.2
Old  :                 35.2       26.6       46.9       37.7       35.0       25.6       46.4       35.2
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, October 03, 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  : 3,215,974:   398,772    673,275    210,938  2,333,084  1,950,619  2,942,795  2,834,833:   273,179    381,142
Old  : 3,215,974:   398,772    673,275    210,938  2,333,084  1,950,619  2,942,795  2,834,833:   273,179    381,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    46,188:   -28,329     24,641     10,326     73,070     18,601     55,067     53,568:    -8,880     -7,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       20.9        6.6       72.5       60.7       91.5       88.1:       8.5       11.9
Old  :     100.0:      12.4       20.9        6.6       72.5       60.7       91.5       88.1:       8.5       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        56         66         62        136        155        225        250:
Old  :       311:        56         66         62        136        155        225        250:
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  :                 32.8       17.9       43.8       29.0       29.0       17.4       39.3       26.0
Old  :                 32.8       17.9       43.8       29.0       29.0       17.4       39.3       26.0
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, October 03, 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  : 1,502,125:    52,493    198,013    311,292  1,106,949    926,271  1,470,733  1,435,575:    31,391     66,549
Old  : 1,502,125:    52,493    198,013    311,292  1,106,949    926,271  1,470,733  1,435,575:    31,391     66,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :  -101,499:   -28,819    -24,577    -10,668    -57,542    -59,374    -97,029    -94,620:    -4,470     -6,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       13.2       20.7       73.7       61.7       97.9       95.6:       2.1        4.4
Old  :     100.0:       3.5       13.2       20.7       73.7       61.7       97.9       95.6:       2.1        4.4
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  :       156:        16         57         45         63         73        114        144:
Old  :       156:        16         57         45         63         73        114        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  :                 39.0       23.1       53.3       35.0       28.7       12.4       33.5       17.6
Old  :                 39.0       23.1       53.3       35.0       28.7       12.4       33.5       17.6
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, October 03, 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  :    77,717:    49,904      6,790      1,657     15,163     58,687     66,723     67,135:    10,994     10,583
Old  :    77,717:    49,904      6,790      1,657     15,163     58,687     66,723     67,135:    10,994     10,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -1,705:    -3,492      1,383        221        328     -3,707     -2,944     -2,103:     1,239        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2        8.7        2.1       19.5       75.5       85.9       86.4:      14.1       13.6
Old  :     100.0:      64.2        8.7        2.1       19.5       75.5       85.9       86.4:      14.1       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  :       125:        51         24         12         27         33         84         63:
Old  :       125:        51         24         12         27         33         84         63:
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  :                 26.3       38.3       41.6       57.2       25.0       37.1       40.3       56.0
Old  :                 26.3       38.3       41.6       57.2       25.0       37.1       40.3       56.0
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, October 03, 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  :   155,435:    99,807     13,581      3,313     30,326    117,375    133,447    134,269:    21,988     21,166
Old  :   155,435:    99,807     13,581      3,313     30,326    117,375    133,447    134,269:    21,988     21,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -3,410:    -6,984      2,765        442        655     -7,414     -5,887     -4,207:     2,478        797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2        8.7        2.1       19.5       75.5       85.9       86.4:      14.1       13.6
Old  :     100.0:      64.2        8.7        2.1       19.5       75.5       85.9       86.4:      14.1       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  :       125:        51         24         12         27         33         84         63:
Old  :       125:        51         24         12         27         33         84         63:
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  :                 26.3       38.3       41.6       57.2       25.0       37.1       40.3       56.0
Old  :                 26.3       38.3       41.6       57.2       25.0       37.1       40.3       56.0
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, October 03, 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  :    52,834:    37,206     52,700         85     15,492          0     52,783     52,785:        51         49
Old  :    52,834:    37,206     52,700         85     15,492          0     52,783     52,785:        51         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :   -19,047:   -19,635    -19,063          0        617          0    -19,018    -19,063:       -29         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       99.7        0.2       29.3        0.0       99.9       99.9:       0.1        0.1
Old  :     100.0:      70.4       99.7        0.2       29.3        0.0       99.9       99.9:       0.1        0.1
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  :        36:        22         12          1          2          0         25         12:
Old  :        36:        22         12          1          2          0         25         12:
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  :                 66.6       91.1       90.2       98.7       66.6       91.1       90.2       98.6
Old  :                 66.6       91.1       90.2       98.7       66.6       91.1       90.2       98.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :    28,340:    13,153      5,111          5     15,102     23,163     28,260     28,279:        80         61
Old  :    28,340:    13,153      5,111          5     15,102     23,163     28,260     28,279:        80         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :      -207:      -243       -380          0          5        184       -238       -196:        31        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       18.0        0.0       53.3       81.7       99.7       99.8:       0.3        0.2
Old  :     100.0:      46.4       18.0        0.0       53.3       81.7       99.7       99.8:       0.3        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  :        48:         9         15          1          7         19         16         35:
Old  :        48:         9         15          1          7         19         16         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       43.2       95.2       67.7       75.0       43.2       95.2       67.7
Old  :                 75.0       43.2       95.2       67.7       75.0       43.2       95.2       67.7
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, October 03, 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  :    20,385:    15,819      5,535         64      4,440     14,737     20,323     20,336:        62         49
Old  :    20,385:    15,819      5,535         64      4,440     14,737     20,323     20,336:        62         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :      -775:        67       -114          1       -807       -659       -739       -772:       -36         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6       27.2        0.3       21.8       72.3       99.7       99.8:       0.3        0.2
Old  :     100.0:      77.6       27.2        0.3       21.8       72.3       99.7       99.8:       0.3        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:        11          7          1          3         11         15         18:
Old  :        31:        11          7          1          3         11         15         18:
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  :                 90.3       60.6       97.6       85.7       90.3       60.6       97.0       85.7
Old  :                 90.3       60.6       97.6       85.7       90.3       60.6       97.0       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 6, 2017