WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   583,852:   145,631    187,733    188,840    205,345    156,930    539,815    533,502:    44,037     50,350
Old  :   492,092:   133,448    178,148    151,122    168,807    122,697    453,377    451,967:    38,714     40,125
Other:    91,761:    28,940     26,342     20,960     36,537     34,233     86,438     81,535:     5,323     10,225
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    31,800:     1,863      5,644     22,219      4,807      2,411     28,889     30,274:     2,911      1,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       32.2       32.3       35.2       26.9       92.5       91.4:       7.5        8.6
Old  :     100.0:      27.1       36.2       30.7       34.3       24.9       92.1       91.8:       7.9        8.2
Other:     100.0:      31.5       28.7       22.8       39.8       37.3       94.2       88.9:       5.8       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       137        145        157        114        110        338        334:
Old  :       424:       142        132        148        111        107        326        325:
Other:       179:        35         55         45         48         73        111        148:
     :----------------------------------------------------------------------------------------------------
     :             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        8.3       19.2       15.4        8.0        7.3       14.1       13.0
Old  :                 11.0        9.2       19.8       16.6        8.8        8.0       14.8       14.0
Other:                 28.0       21.0       45.9       33.7       27.5       18.6       37.8       26.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   297,387:    92,214     81,209     48,436    131,004    141,562    271,654    271,208:    25,733     26,180
Old  :   253,593:    90,582     81,216     31,929    108,362    121,026    230,873    234,171:    22,721     19,422
Other:    43,794:    12,466     10,828      5,673     22,643     20,536     40,782     37,037:     3,012      6,757
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    11,073:      -628      8,287      5,040      6,020     -3,025     10,432     10,302:       641        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       27.3       16.3       44.1       47.6       91.3       91.2:       8.7        8.8
Old  :     100.0:      35.7       32.0       12.6       42.7       47.7       91.0       92.3:       9.0        7.7
Other:     100.0:      28.5       24.7       13.0       51.7       46.9       93.1       84.6:       6.9       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        78         55         71         92         83        200        186:
Old  :       253:        80         55         61         87         78        190        173:
Other:       130:        27         28         25         43         53         83         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       18.3       27.5       27.2       12.1       14.2       19.6       22.5
Old  :                 18.8       20.9       29.1       30.7       16.3       19.4       24.7       28.7
Other:                 33.3       23.7       48.4       40.0       33.2       23.0       47.8       38.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  : 1,833,377:   347,846    430,590    462,472    773,197    708,998  1,583,514  1,602,059:   249,863    231,318
Old  : 1,685,180:   347,726    439,285    409,310    686,741    633,238  1,443,777  1,481,833:   241,403    203,347
Other:   148,198:    33,572     24,757     19,710     86,455     75,759    139,737    120,226:     8,461     27,971
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    28,680:    -2,162     15,161     10,337     11,974     -2,647     20,149     22,851:     8,531      5,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       23.5       25.2       42.2       38.7       86.4       87.4:      13.6       12.6
Old  :     100.0:      20.6       26.1       24.3       40.8       37.6       85.7       87.9:      14.3       12.1
Other:     100.0:      22.7       16.7       13.3       58.3       51.1       94.3       81.1:       5.7       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       803:       211        191        234        340        316        663        641:
Old  :       800:       226        182        225        338        309        657        627:
Other:       359:        52         66         43         85        199        162        285:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.2       11.5       13.9       17.0        7.5       10.1       12.5       14.3
Old  :                  8.1       11.6       13.9       17.2        8.1       10.2       13.2       14.7
Other:                 29.1       24.8       41.8       36.4       29.0       23.4       39.2       31.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :     6,978:     1,878        480      1,521      1,372      4,301      4,771      6,302:     2,207        676
Old  :     6,950:     1,878        480      1,521      1,368      4,301      4,767      6,302:     2,183        648
Other:        28:         0          0          0          4          0          4          0:        24         28
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :       147:       -15          0        -21        216        229        180        208:       -33        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        6.9       21.8       19.7       61.6       68.4       90.3:      31.6        9.7
Old  :     100.0:      27.0        6.9       21.9       19.7       61.9       68.6       90.7:      31.4        9.3
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:        15          5          8         11         12         30         21:
Old  :        35:        15          5          8         11         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  :                 24.3       55.6       37.3       70.1       20.2       44.4       30.9       55.9
Old  :                 24.4       55.8       37.4       70.4       20.3       44.6       31.1       56.2
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 10, 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  :   877,789:   139,061     98,447    240,125    433,885    437,444    813,071    776,015:    64,718    101,774
Old  :   831,508:   137,283     96,228    226,486    406,924    412,799    770,693    735,513:    60,815     95,995
Other:    46,281:    10,384     10,824      5,033     26,961     24,645     42,378     40,502:     3,903      5,779
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    29,097:    -7,340    -12,964     11,410     20,828     29,066     24,899     27,513:     4,198      1,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       11.2       27.4       49.4       49.8       92.6       88.4:       7.4       11.6
Old  :     100.0:      16.5       11.6       27.2       48.9       49.6       92.7       88.5:       7.3       11.5
Other:     100.0:      22.4       23.4       10.9       58.3       53.3       91.6       87.5:       8.4       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       633:       168        194        267        190        207        518        544:
Old  :       629:       176        188        263        189        205        513        539:
Other:       219:        41         52         36         54         97        115        166:
     :----------------------------------------------------------------------------------------------------
     :             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       11.8       22.0       18.9       12.2        7.5       17.1       12.0
Old  :                 15.0       11.5       22.0       18.5       12.7        7.9       17.9       12.1
Other:                 35.2       47.7       46.5       58.0       35.2       46.6       46.5       56.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   461,218:   112,454     61,192    125,146    188,519    243,861    426,119    430,198:    35,099     31,020
Old  :   437,416:   105,132     62,867    119,367    179,798    225,753    404,297    407,986:    33,119     29,430
Other:    23,802:    10,850      1,853      2,251      8,721     18,108     21,822     22,212:     1,980      1,590
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    10,887:    -1,590      3,395      5,729      5,785        764      9,924      9,888:       963        999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       13.3       27.1       40.9       52.9       92.4       93.3:       7.6        6.7
Old  :     100.0:      24.0       14.4       27.3       41.1       51.6       92.4       93.3:       7.6        6.7
Other:     100.0:      45.6        7.8        9.5       36.6       76.1       91.7       93.3:       8.3        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        92         80        138         81         78        261        246:
Old  :       317:        97         83        133         79         78        256        244:
Other:        64:        18         13         10         23         16         46         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       28.0       19.5       35.0        9.9       25.9       16.0       32.2
Old  :                 12.7       27.0       20.1       34.3       10.6       24.9       17.3       31.6
Other:                 35.5       61.7       56.6       74.9       33.9       60.6       53.2       72.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   889,922:   160,747    125,317    117,632    444,163    465,266    722,543    708,215:   167,379    181,706
Old  :   889,922:   160,747    125,317    117,632    444,163    465,266    722,543    708,215:   167,379    181,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    14,690:     8,631     -3,990      2,677       -995      9,900     10,313      8,587:     4,377      6,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.1       13.2       49.9       52.3       81.2       79.6:      18.8       20.4
Old  :     100.0:      18.1       14.1       13.2       49.9       52.3       81.2       79.6:      18.8       20.4
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  :       177:        44         33         51         79         81        143        145:
Old  :       177:        44         33         51         79         81        143        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       20.6       29.3       33.4       15.9       16.0       23.0       24.5
Old  :                 21.0       20.6       29.3       33.4       15.9       16.0       23.0       24.5
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 10, 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  :   828,176:    61,252    153,620     16,573    639,949    557,528    717,774    727,721:   110,403    100,455
Old  :   828,176:    61,252    153,620     16,573    639,949    557,528    717,774    727,721:   110,403    100,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :     8,789:    -3,257      5,273      2,760      6,860     -3,880      6,362      4,153:     2,426      4,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       18.5        2.0       77.3       67.3       86.7       87.9:      13.3       12.1
Old  :     100.0:       7.4       18.5        2.0       77.3       67.3       86.7       87.9:      13.3       12.1
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  :       108:        15         11         14         61         60         82         79:
Old  :       108:        15         11         14         61         60         82         79:
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       40.4       37.9       51.9       18.1       40.4       28.4       49.6
Old  :                 24.1       40.4       37.9       51.9       18.1       40.4       28.4       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :     1,630:       973        384        196         87        857      1,256      1,437:       374        193
Old  :     1,630:       973        384        196         87        857      1,256      1,437:       374        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :       -74:       -48         62         -9        -39       -194        -96       -141:        22         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7       23.6       12.0        5.3       52.6       77.1       88.2:      22.9       11.8
Old  :     100.0:      59.7       23.6       12.0        5.3       52.6       77.1       88.2:      22.9       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  :        20:         9          4          4          2          6         13         12:
Old  :        20:         9          4          4          2          6         13         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  :                 51.0       63.0       68.2       79.4       48.0       62.9       59.8       73.4
Old  :                 51.0       63.0       68.2       79.4       48.0       62.9       59.8       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   396,958:    80,585     49,241     84,389    185,742    231,295    350,716    364,925:    46,242     32,033
Old  :   370,881:    80,317     50,642     76,928    169,276    213,123    326,522    340,693:    44,359     30,188
Other:    26,077:     2,837      1,169      4,892     16,465     18,172     24,194     24,232:     1,883      1,845
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :      -993:     2,473     -7,669      5,791    -11,527       -157     -3,263     -2,035:     2,270      1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       12.4       21.3       46.8       58.3       88.4       91.9:      11.6        8.1
Old  :     100.0:      21.7       13.7       20.7       45.6       57.5       88.0       91.9:      12.0        8.1
Other:     100.0:      10.9        4.5       18.8       63.1       69.7       92.8       92.9:       7.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        73         72         88         96         88        220        208:
Old  :       269:        75         75         85         95         87        217        205:
Other:        80:        16         10         22         32         24         61         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       28.8       20.1       35.3       13.2       26.6       18.7       32.0
Old  :                 14.3       28.6       20.8       35.3       14.0       26.7       19.4       32.6
Other:                 31.4       43.3       50.6       59.8       27.5       39.1       39.2       49.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :    11,239:     2,044      2,088      1,205      5,899      6,710      9,148     10,003:     2,091      1,236
Old  :    11,239:     2,044      2,088      1,205      5,899      6,710      9,148     10,003:     2,091      1,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :      -172:      -145         -6       -130         65       -215       -211       -352:        38        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       18.6       10.7       52.5       59.7       81.4       89.0:      18.6       11.0
Old  :     100.0:      18.2       18.6       10.7       52.5       59.7       81.4       89.0:      18.6       11.0
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  :        64:        23         16         14         17         16         43         43:
Old  :        64:        23         16         14         17         16         43         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  :                 42.1       47.3       51.3       61.1       41.7       45.9       50.9       59.7
Old  :                 42.1       47.3       51.3       61.1       41.7       45.9       50.9       59.7
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 10, 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  : 1,821,149:   236,401    479,117    139,921  1,323,668  1,037,546  1,699,990  1,656,585:   121,159    164,564
Old  : 1,821,149:   236,401    479,117    139,921  1,323,668  1,037,546  1,699,990  1,656,585:   121,159    164,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    92,597:    14,022     43,125       -127     84,550     54,836     98,444     97,834:    -5,848     -5,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       26.3        7.7       72.7       57.0       93.3       91.0:       6.7        9.0
Old  :     100.0:      13.0       26.3        7.7       72.7       57.0       93.3       91.0:       6.7        9.0
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  :       281:        51         55         40        118        132        192        204:
Old  :       281:        51         55         40        118        132        192        204:
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  :                 22.9       25.6       33.8       36.0       21.4       24.3       31.1       32.4
Old  :                 22.9       25.6       33.8       36.0       21.4       24.3       31.1       32.4
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 10, 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  : 3,895,918:   815,340    631,899    527,280  2,177,871  2,142,111  3,520,490  3,301,289:   375,427    594,628
Old  : 3,895,918:   815,340    631,899    527,280  2,177,871  2,142,111  3,520,490  3,301,289:   375,427    594,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    77,084:    -8,981     15,397      4,786     84,124     35,168     79,930     55,352:    -2,846     21,732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       16.2       13.5       55.9       55.0       90.4       84.7:       9.6       15.3
Old  :     100.0:      20.9       16.2       13.5       55.9       55.0       90.4       84.7:       9.6       15.3
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  :       415:        76        102        108        181        208        318        357:
Old  :       415:        76        102        108        181        208        318        357:
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  :                 25.0       10.7       32.8       17.4       22.3        7.0       28.4       11.5
Old  :                 25.0       10.7       32.8       17.4       22.3        7.0       28.4       11.5
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 10, 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  :   426,431:    69,384     53,803      9,519    267,317    226,265    346,220    289,587:    80,211    136,844
Old  :   426,431:    69,384     53,803      9,519    267,317    226,265    346,220    289,587:    80,211    136,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    -5,602:    -9,158     -2,769      2,418      2,559    -11,467     -4,181    -11,818:    -1,421      6,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       12.6        2.2       62.7       53.1       81.2       67.9:      18.8       32.1
Old  :     100.0:      16.3       12.6        2.2       62.7       53.1       81.2       67.9:      18.8       32.1
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  :        70:        11          8          8         39         41         55         52:
Old  :        70:        11          8          8         39         41         55         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       27.0       44.2       37.7       32.9       25.9       43.5       35.1
Old  :                 33.1       27.0       44.2       37.7       32.9       25.9       43.5       35.1
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 10, 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  : 3,242,050:   387,007    675,781    230,589  2,364,448  1,946,500  2,982,043  2,852,869:   260,008    389,181
Old  : 3,242,050:   387,007    675,781    230,589  2,364,448  1,946,500  2,982,043  2,852,869:   260,008    389,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    26,076:   -11,766      2,506     19,650     31,363     -4,120     39,248     18,037:   -13,172      8,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       20.8        7.1       72.9       60.0       92.0       88.0:       8.0       12.0
Old  :     100.0:      11.9       20.8        7.1       72.9       60.0       92.0       88.0:       8.0       12.0
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  :       314:        54         69         66        140        155        230        254:
Old  :       314:        54         69         66        140        155        230        254:
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  :                 32.9       17.9       43.8       28.7       29.4       17.2       39.3       25.4
Old  :                 32.9       17.9       43.8       28.7       29.4       17.2       39.3       25.4
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, October 10, 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  : 1,547,851:    79,145    203,937    321,689  1,111,620    951,452  1,512,453  1,477,077:    35,397     70,773
Old  : 1,547,851:    79,145    203,937    321,689  1,111,620    951,452  1,512,453  1,477,077:    35,397     70,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :    45,726:    26,652      5,924     10,398      4,671     25,181     41,720     41,502:     4,006      4,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       13.2       20.8       71.8       61.5       97.7       95.4:       2.3        4.6
Old  :     100.0:       5.1       13.2       20.8       71.8       61.5       97.7       95.4:       2.3        4.6
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  :       160:        18         56         45         64         74        115        149:
Old  :       160:        18         56         45         64         74        115        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       23.0       50.7       34.6       27.9       12.6       33.0       17.9
Old  :                 37.8       23.0       50.7       34.6       27.9       12.6       33.0       17.9
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 10, 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  :    78,493:    49,300      8,269      1,706     16,284     58,701     67,289     68,675:    11,204      9,818
Old  :    78,493:    49,300      8,269      1,706     16,284     58,701     67,289     68,675:    11,204      9,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :       776:      -604      1,479         49      1,121         13        566      1,541:       210       -765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       10.5        2.2       20.7       74.8       85.7       87.5:      14.3       12.5
Old  :     100.0:      62.8       10.5        2.2       20.7       74.8       85.7       87.5:      14.3       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        49         23         11         28         32         82         61:
Old  :       124:        49         23         11         28         32         82         61:
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  :                 26.5       37.7       40.4       56.4       25.1       36.5       39.0       55.1
Old  :                 26.5       37.7       40.4       56.4       25.1       36.5       39.0       55.1
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 10, 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  :   156,986:    98,600     16,538      3,411     32,567    117,401    134,578    137,351:    22,408     19,635
Old  :   156,986:    98,600     16,538      3,411     32,567    117,401    134,578    137,351:    22,408     19,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :     1,551:    -1,207      2,957         98      2,241         27      1,132      3,082:       420     -1,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       10.5        2.2       20.7       74.8       85.7       87.5:      14.3       12.5
Old  :     100.0:      62.8       10.5        2.2       20.7       74.8       85.7       87.5:      14.3       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        49         23         11         28         32         82         61:
Old  :       124:        49         23         11         28         32         82         61:
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  :                 26.5       37.7       40.4       56.4       25.1       36.5       39.0       55.1
Old  :                 26.5       37.7       40.4       56.4       25.1       36.5       39.0       55.1
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 10, 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  :    53,470:    38,567     53,336         85     14,748          0     53,400     53,421:        70         49
Old  :    53,470:    38,567     53,336         85     14,748          0     53,400     53,421:        70         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :       636:     1,361        636          0       -744          0        617        636:        19          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       99.7        0.2       27.6        0.0       99.9       99.9:       0.1        0.1
Old  :     100.0:      72.1       99.7        0.2       27.6        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  :        35:        21         12          1          2          0         24         12:
Old  :        35:        21         12          1          2          0         24         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  :                 64.7       88.6       89.9       98.8       64.7       88.6       89.9       98.6
Old  :                 64.7       88.6       89.9       98.8       64.7       88.6       89.9       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 10, 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  :    29,493:    13,737      5,224          5     15,695     24,197     29,437     29,426:        56         67
Old  :    29,493:    13,737      5,224          5     15,695     24,197     29,437     29,426:        56         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :     1,153:       584        113          0        593      1,034      1,177      1,147:       -24          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       17.7        0.0       53.2       82.0       99.8       99.8:       0.2        0.2
Old  :     100.0:      46.6       17.7        0.0       53.2       82.0       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         9         16          1          7         19         16         36:
Old  :        49:         9         16          1          7         19         16         36:
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       45.3       95.2       68.6       75.0       45.3       95.2       68.6
Old  :                 75.0       45.3       95.2       68.6       75.0       45.3       95.2       68.6
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 10, 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  :    20,528:    16,697      5,440         64      3,718     14,973     20,479     20,477:        49         51
Old  :    20,528:    16,697      5,440         64      3,718     14,973     20,479     20,477:        49         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2017                      :
     :       143:       878        -95          0       -722        236        156        141:       -13          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       26.5        0.3       18.1       72.9       99.8       99.8:       0.2        0.2
Old  :     100.0:      81.3       26.5        0.3       18.1       72.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8         10          1          3         11         12         21:
Old  :        31:         8         10          1          3         11         12         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.0       62.4       98.5       85.3       92.0       62.4       97.9       85.3
Old  :                 92.0       62.4       98.5       85.3       92.0       62.4       97.9       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 13, 2017