WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   644,349:   150,789    268,667    190,306    254,028    138,241    595,123    597,214:    49,225     47,134
Old  :   476,980:   135,894    247,746    118,773    183,859     76,885    438,526    443,403:    38,455     33,577
Other:   167,368:    45,082     51,108     41,346     70,170     61,357    156,598    153,811:    10,771     13,558
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    62,947:    -1,251     29,349     32,489     27,075        -55     58,313     61,783:     4,635      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       41.7       29.5       39.4       21.5       92.4       92.7:       7.6        7.3
Old  :     100.0:      28.5       51.9       24.9       38.5       16.1       91.9       93.0:       8.1        7.0
Other:     100.0:      26.9       30.5       24.7       41.9       36.7       93.6       91.9:       6.4        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       148        168        149        115        109        341        358:
Old  :       446:       154        150        125        108         98        312        327:
Other:       232:        51         78         56         65         82        151        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7        7.7       21.9       14.5       11.3        7.0       16.4       12.9
Old  :                 15.9        9.8       23.1       17.9       14.0        9.2       19.7       17.0
Other:                 20.9       16.6       34.1       27.4       16.7       13.1       28.0       21.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   339,227:   100,624    119,391     61,236    151,561    136,040    313,421    316,667:    25,805     22,560
Old  :   267,584:    97,756    116,910     38,636    111,365     96,730    247,757    252,276:    19,827     15,308
Other:    71,643:    16,815     16,428      8,653     40,196     39,310     65,665     64,391:     5,978      7,252
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    16,290:    -1,791      8,595     10,186      7,133     -2,858     15,528     15,923:       762        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       35.2       18.1       44.7       40.1       92.4       93.3:       7.6        6.7
Old  :     100.0:      36.5       43.7       14.4       41.6       36.1       92.6       94.3:       7.4        5.7
Other:     100.0:      23.5       22.9       12.1       56.1       54.9       91.7       89.9:       8.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        94         74         79         92         79        222        202:
Old  :       277:        94         69         52         83         69        197        170:
Other:       161:        41         42         41         51         58        116        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       18.7       30.0       30.3       15.3       15.5       22.5       25.7
Old  :                 24.6       23.0       34.3       36.8       23.2       22.9       31.9       35.7
Other:                 27.7       29.6       39.6       42.4       26.3       29.0       36.6       41.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  : 1,836,183:   343,088    471,281    446,856    809,658    703,021  1,599,601  1,621,158:   236,582    215,025
Old  : 1,603,857:   330,066    471,856    363,030    694,228    593,272  1,387,324  1,428,158:   216,533    175,699
Other:   232,325:    54,546     40,949     42,302    115,429    109,749    212,277    193,000:    20,048     39,326
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    44,164:   -11,560     14,555     17,965     26,869      8,948     33,274     41,468:    10,890      2,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       25.7       24.3       44.1       38.3       87.1       88.3:      12.9       11.7
Old  :     100.0:      20.6       29.4       22.6       43.3       37.0       86.5       89.0:      13.5       11.0
Other:     100.0:      23.5       17.6       18.2       49.7       47.2       91.4       83.1:       8.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       208        167        214        350        350        660        644:
Old  :       807:       203        174        198        339        339        639        622:
Other:       437:        68         75         65        112        252        218        355:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6        8.7       15.7       14.7        7.6        7.5       12.5       12.3
Old  :                  9.7        9.5       16.3       16.2        8.8        8.2       13.6       13.5
Other:                 23.7       18.7       35.9       29.5       22.9       18.3       33.4       27.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :     6,859:     2,631        347        600      1,631      4,834      4,862      5,782:     1,997      1,078
Old  :     6,688:     2,561        335        592      1,579      4,799      4,731      5,726:     1,957        962
Other:       172:        74         16          5         52         35        131         56:        41        116
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :      -404:      -316         80        138        -35       -770       -213       -551:      -192        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        5.1        8.8       23.8       70.5       70.9       84.3:      29.1       15.7
Old  :     100.0:      38.3        5.0        8.8       23.6       71.8       70.7       85.6:      29.3       14.4
Other:     100.0:      43.1        9.2        2.9       30.3       20.4       76.3       32.5:      23.7       67.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        10          6          7          8         10         22         19:
Old  :        29:        11          5          7          8         10         22         19:
Other:        12:         1          3          1          3          5          5          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.5       57.2       54.9       72.0       41.1       55.5       53.5       67.9
Old  :                 41.8       58.3       54.5       73.3       40.4       56.6       53.1       69.1
Other:                 75.1       26.2       76.3       32.5       73.4       23.3       73.4       29.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   846,620:   146,649    106,255    204,246    434,824    434,395    785,719    744,896:    60,901    101,724
Old  :   757,531:   135,276    102,275    178,285    389,271    391,207    702,832    671,767:    54,699     85,764
Other:    89,089:    22,866     15,473     14,468     45,553     43,188     82,887     73,128:     6,202     15,960
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   -43,136:   -25,065     12,759    -22,317      8,018    -33,188    -39,364    -42,746:    -3,772       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       12.6       24.1       51.4       51.3       92.8       88.0:       7.2       12.0
Old  :     100.0:      17.9       13.5       23.5       51.4       51.6       92.8       88.7:       7.2       11.3
Other:     100.0:      25.7       17.4       16.2       51.1       48.5       93.0       82.1:       7.0       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       613:       181        150        243        203        223        506        522:
Old  :       607:       178        153        228        198        217        493        505:
Other:       305:        57         69         55         73        149        160        248:
     :----------------------------------------------------------------------------------------------------
     :             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       11.7       23.1       19.4       13.3        8.2       18.2       13.7
Old  :                 16.8       12.5       23.8       19.7       14.9        9.0       20.1       15.0
Other:                 29.8       28.8       40.6       38.7       29.6       26.9       40.1       34.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   494,301:   122,451     84,083    112,349    225,964    268,709    460,764    465,141:    33,537     29,161
Old  :   440,576:   114,649     89,065     92,000    204,383    232,658    411,032    413,723:    29,543     26,852
Other:    53,726:    22,741      9,957      5,409     21,581     36,051     49,732     51,417:     3,994      2,309
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    -7,356:     6,463     10,052    -11,815     -1,691     -4,844     -7,043     -6,607:      -313       -749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       17.0       22.7       45.7       54.4       93.2       94.1:       6.8        5.9
Old  :     100.0:      26.0       20.2       20.9       46.4       52.8       93.3       93.9:       6.7        6.1
Other:     100.0:      42.3       18.5       10.1       40.2       67.1       92.6       95.7:       7.4        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:        98         81        118         97         92        260        248:
Old  :       317:        99         86        111         93         90        251        243:
Other:       105:        38         18         20         38         23         84         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       28.5       20.5       35.4       10.0       26.1       15.5       32.0
Old  :                 12.9       27.1       21.6       34.3       11.2       26.2       17.9       32.7
Other:                 28.8       55.1       45.0       70.9       28.3       52.8       43.1       64.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   887,589:   204,591     98,304     80,167    439,229    539,974    723,987    718,445:   163,602    169,144
Old  :   887,589:   204,591     98,304     80,167    439,229    539,974    723,987    718,445:   163,602    169,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :     2,122:    18,700    -12,025     13,183    -22,620      6,029      9,263      7,188:    -7,141     -5,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       11.1        9.0       49.5       60.8       81.6       80.9:      18.4       19.1
Old  :     100.0:      23.1       11.1        9.0       49.5       60.8       81.6       80.9:      18.4       19.1
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  :       181:        49         27         44         84         84        145        143:
Old  :       181:        49         27         44         84         84        145        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       23.5       26.6       35.9       13.3       17.6       20.4       28.0
Old  :                 18.5       23.5       26.6       35.9       13.3       17.6       20.4       28.0
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, December 12, 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  :   900,204:    53,928    160,671     14,162    693,409    632,916    761,499    807,748:   138,705     92,455
Old  :   900,204:    53,928    160,671     14,162    693,409    632,916    761,499    807,748:   138,705     92,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :       866:    -1,270      3,773    -17,847      8,119     13,934    -10,999       -141:    11,864      1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       17.8        1.6       77.0       70.3       84.6       89.7:      15.4       10.3
Old  :     100.0:       6.0       17.8        1.6       77.0       70.3       84.6       89.7:      15.4       10.3
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  :       120:        18         11         13         65         75         90         92:
Old  :       120:        18         11         13         65         75         90         92:
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  :                 25.6       38.9       38.8       51.3       18.5       38.2       29.1       48.3
Old  :                 25.6       38.9       38.8       51.3       18.5       38.2       29.1       48.3
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, December 12, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,345:       733        936        317        950        639      2,000      1,892:       345        453
Old  :     2,345:       733        936        317        950        639      2,000      1,892:       345        453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :       561:        23        199        191        372        -20        586        370:       -25        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       39.9       13.5       40.5       27.2       85.3       80.7:      14.7       19.3
Old  :     100.0:      31.3       39.9       13.5       40.5       27.2       85.3       80.7:      14.7       19.3
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  :        26:         9          6          5          8          8         19         19:
Old  :        26:         9          6          5          8          8         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       46.8       62.9       63.0       34.5       41.4       47.9       50.7
Old  :                 43.5       46.8       62.9       63.0       34.5       41.4       47.9       50.7
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, December 12, 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  :   456,741:   128,193     29,909     78,871    201,681    319,965    408,745    428,744:    47,996     27,997
Old  :   412,682:   121,931     29,038     71,152    175,082    286,638    368,165    386,828:    44,517     25,854
Other:    44,059:     8,720      3,329      5,261     26,599     33,327     40,580     41,916:     3,479      2,143
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   -18,855:    -1,418     -3,921    -12,055     -7,965     -3,456    -21,439    -19,432:     2,584        577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.5       17.3       44.2       70.1       89.5       93.9:      10.5        6.1
Old  :     100.0:      29.5        7.0       17.2       42.4       69.5       89.2       93.7:      10.8        6.3
Other:     100.0:      19.8        7.6       11.9       60.4       75.6       92.1       95.1:       7.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       106         54        103         99         93        258        212:
Old  :       292:       105         57         99         98         91        254        208:
Other:       105:        27         15         23         42         35         80         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       34.4       19.6       42.3       12.0       32.8       17.4       40.2
Old  :                 13.5       34.4       19.9       42.7       12.4       33.0       18.5       40.8
Other:                 31.0       45.6       50.6       60.4       31.0       38.1       47.2       49.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    11,463:     1,453      2,104      1,027      7,026      6,783      9,506      9,914:     1,957      1,549
Old  :    11,264:     1,449      2,105      1,025      6,896      6,642      9,371      9,773:     1,893      1,491
Other:       199:         5          0          0        130        141        135        141:        64         58
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :       135:       -35       -120         33        -48          1        -49        -85:       184        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.4        9.0       61.3       59.2       82.9       86.5:      17.1       13.5
Old  :     100.0:      12.9       18.7        9.1       61.2       59.0       83.2       86.8:      16.8       13.2
Other:     100.0:       2.5        0.0        0.0       65.3       70.9       67.8       70.9:      32.2       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15         13         15         22         16         45         38:
Old  :        57:        14         14         15         21         16         44         38:
Other:         7:         1          0          0          3          3          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       45.1       55.6       57.5       45.4       40.5       53.4       52.9
Old  :                 46.7       44.7       56.1       57.3       46.2       40.4       54.2       53.1
Other:                 67.8       70.9       67.8       70.9       67.8       70.9       67.8       70.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  : 1,821,307:   409,267    571,475     98,694  1,197,007    976,725  1,704,967  1,646,894:   116,340    174,414
Old  : 1,821,307:   409,267    571,475     98,694  1,197,007    976,725  1,704,967  1,646,894:   116,340    174,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    -2,440:    22,827      4,900      3,593    -25,596    -20,814        824    -12,320:    -3,263      9,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       31.4        5.4       65.7       53.6       93.6       90.4:       6.4        9.6
Old  :     100.0:      22.5       31.4        5.4       65.7       53.6       93.6       90.4:       6.4        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        55         70         44        134        119        216        206:
Old  :       299:        55         70         44        134        119        216        206:
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  :                 21.3       28.9       32.9       39.2       21.0       26.4       31.5       35.7
Old  :                 21.3       28.9       32.9       39.2       21.0       26.4       31.5       35.7
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, December 12, 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  : 3,876,939:   787,527    706,409    414,940  2,328,106  2,197,995  3,530,574  3,319,344:   346,365    557,595
Old  : 3,876,939:   787,527    706,409    414,940  2,328,106  2,197,995  3,530,574  3,319,344:   346,365    557,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    57,453:    66,958     32,022      2,266    -14,282     25,725     54,943     60,013:     2,510     -2,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       18.2       10.7       60.1       56.7       91.1       85.6:       8.9       14.4
Old  :     100.0:      20.3       18.2       10.7       60.1       56.7       91.1       85.6:       8.9       14.4
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  :       405:        77         98         97        168        198        301        337:
Old  :       405:        77         98         97        168        198        301        337:
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  :                 21.9       13.0       31.6       19.5       18.1        9.4       25.1       14.2
Old  :                 21.9       13.0       31.6       19.5       18.1        9.4       25.1       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   507,248:    77,834     67,947      8,964    331,513    278,061    418,311    354,972:    88,937    152,276
Old  :   507,248:    77,834     67,947      8,964    331,513    278,061    418,311    354,972:    88,937    152,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   -22,827:     1,436    -14,501     -2,835    -21,862     -5,632    -23,261    -22,968:       434        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.4        1.8       65.4       54.8       82.5       70.0:      17.5       30.0
Old  :     100.0:      15.3       13.4        1.8       65.4       54.8       82.5       70.0:      17.5       30.0
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  :        84:        11         11         12         42         50         59         67:
Old  :        84:        11         11         12         42         50         59         67:
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  :                 35.0       20.0       46.1       29.1       34.8       19.0       45.1       27.7
Old  :                 35.0       20.0       46.1       29.1       34.8       19.0       45.1       27.7
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, December 12, 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  : 3,209,234:   551,806    886,696    235,469  2,168,456  1,650,347  2,955,732  2,772,512:   253,502    436,722
Old  : 3,209,234:   551,806    886,696    235,469  2,168,456  1,650,347  2,955,732  2,772,512:   253,502    436,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   -23,481:    12,855    -28,402      2,014    -28,859      8,908    -13,990    -17,479:    -9,491     -6,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       27.6        7.3       67.6       51.4       92.1       86.4:       7.9       13.6
Old  :     100.0:      17.2       27.6        7.3       67.6       51.4       92.1       86.4:       7.9       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  :       314:        50         79         65        133        154        227        254:
Old  :       314:        50         79         65        133        154        227        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  :                 31.7       14.7       41.7       24.1       27.5       12.9       36.2       18.8
Old  :                 31.7       14.7       41.7       24.1       27.5       12.9       36.2       18.8
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, December 12, 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  : 1,480,673:   106,008    192,788    337,010  1,004,078    893,056  1,447,096  1,422,854:    33,577     57,819
Old  : 1,480,673:   106,008    192,788    337,010  1,004,078    893,056  1,447,096  1,422,854:    33,577     57,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    58,494:    15,141      9,520     14,439     26,595     36,548     56,175     60,507:     2,319     -2,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       13.0       22.8       67.8       60.3       97.7       96.1:       2.3        3.9
Old  :     100.0:       7.2       13.0       22.8       67.8       60.3       97.7       96.1:       2.3        3.9
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  :       150:        24         45         55         66         68        126        137:
Old  :       150:        24         45         55         66         68        126        137:
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  :                 33.9       26.4       47.9       37.0       21.7       13.0       28.4       19.1
Old  :                 33.9       26.4       47.9       37.0       21.7       13.0       28.4       19.1
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, December 12, 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  :    88,825:    42,113      5,550      6,318     28,297     68,217     76,728     80,084:    12,098      8,741
Old  :    88,825:    42,113      5,550      6,318     28,297     68,217     76,728     80,084:    12,098      8,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :     8,111:      -935     -1,195      1,313      7,354      8,524      7,732      8,643:       380       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4        6.2        7.1       31.9       76.8       86.4       90.2:      13.6        9.8
Old  :     100.0:      47.4        6.2        7.1       31.9       76.8       86.4       90.2:      13.6        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  :       125:        51         20         18         39         35         96         69:
Old  :       125:        51         20         18         39         35         96         69:
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       38.4       33.8       55.9       17.8       32.1       28.9       48.0
Old  :                 21.0       38.4       33.8       55.9       17.8       32.1       28.9       48.0
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, December 12, 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  :   177,651:    84,226     11,100     12,635     56,594    136,434    153,455    160,169:    24,196     17,482
Old  :   177,651:    84,226     11,100     12,635     56,594    136,434    153,455    160,169:    24,196     17,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    16,223:    -1,871     -2,390      2,627     14,707     17,049     15,463     17,285:       759     -1,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4        6.2        7.1       31.9       76.8       86.4       90.2:      13.6        9.8
Old  :     100.0:      47.4        6.2        7.1       31.9       76.8       86.4       90.2:      13.6        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  :       125:        51         20         18         39         35         96         69:
Old  :       125:        51         20         18         39         35         96         69:
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       38.4       33.8       55.9       17.8       32.1       28.9       48.0
Old  :                 21.0       38.4       33.8       55.9       17.8       32.1       28.9       48.0
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, December 12, 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  :    56,004:    41,234     53,403      2,560     12,118          0     55,912     55,963:        92         41
Old  :    56,004:    41,234     53,403      2,560     12,118          0     55,912     55,963:        92         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   -11,216:   -12,898    -13,546      2,309       -600          0    -11,189    -11,237:       -27         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6       95.4        4.6       21.6        0.0       99.8       99.9:       0.2        0.1
Old  :     100.0:      73.6       95.4        4.6       21.6        0.0       99.8       99.9:       0.2        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  :        42:        28         11          4          3          0         34         12:
Old  :        42:        28         11          4          3          0         34         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  :                 61.4       91.3       82.5       99.2       61.1       87.2       81.2       94.8
Old  :                 61.4       91.3       82.5       99.2       61.1       87.2       81.2       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    26,541:    11,007      5,684         42     15,477     20,700     26,526     26,426:        15        115
Old  :    26,541:    11,007      5,684         42     15,477     20,700     26,526     26,426:        15        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    -1,448:    -2,060        -56         22        590     -1,372     -1,448     -1,406:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       21.4        0.2       58.3       78.0       99.9       99.6:       0.1        0.4
Old  :     100.0:      41.5       21.4        0.2       58.3       78.0       99.9       99.6:       0.1        0.4
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  :        48:         9         15          2          8         19         18         35:
Old  :        48:         9         15          2          8         19         18         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  :                 82.0       38.4       95.8       64.8       82.0       38.3       94.7       64.8
Old  :                 82.0       38.4       95.8       64.8       82.0       38.3       94.7       64.8
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, December 12, 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  :    22,799:    20,494      4,431        136      2,107     18,126     22,737     22,693:        62        106
Old  :    22,799:    20,494      4,431        136      2,107     18,126     22,737     22,693:        62        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :        83:       183       -433       -371        269        912         81        108:         2        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.9       19.4        0.6        9.2       79.5       99.7       99.5:       0.3        0.5
Old  :     100.0:      89.9       19.4        0.6        9.2       79.5       99.7       99.5:       0.3        0.5
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  :        35:         5         12          1          6         15         11         28:
Old  :        35:         5         12          1          6         15         11         28:
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       52.9       98.9       77.2       91.1       52.5       93.5       76.9
Old  :                 92.0       52.9       98.9       77.2       91.1       52.5       93.5       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 15, 2017