WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      590,898
COMMITMENTS
 159,525  123,045  196,589  190,124  224,063  546,238  543,697   44,660   47,201

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     43,636)
   6,884  -16,766   24,083    9,924   42,798   40,891   50,116    2,745   -6,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     20.8     33.3     32.2     37.9     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     143      151      181      107      132      364      361                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,316
COMMITMENTS
 114,115   21,605   54,283   98,883  191,123  267,281  267,011   25,035   25,305

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     10,039)
   9,710   -8,284    1,346     -982   17,608   10,074   10,671      -34     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0      7.4     18.6     33.8     65.4     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      90       44       76       78      109      199      206                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,840,817
COMMITMENTS
 388,059  230,405  454,826  748,728  925,640  1591613  1610871  249,204  229,946

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     86,949)
  44,889 -100,525   44,477    7,978  142,023   97,345   85,975  -10,395      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     12.5     24.7     40.7     50.3     86.5     87.5     13.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      841)
     223      171      255      340      367      702      676                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,805
COMMITMENTS
   2,775      274    1,360      616    5,281    4,751    6,914    3,054      890

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         87)
     -82      221      169      -14      -46       72      344       15     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6      3.5     17.4      7.9     67.7     60.9     88.6     39.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      23        4        7       11       11       37       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      908,861
COMMITMENTS
 155,349  138,616  269,635  421,154  399,983  846,138  808,235   62,722  100,626

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     61,671)
  21,894  -65,641   39,172    3,364   87,734   64,429   61,265   -2,759      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     15.3     29.7     46.3     44.0     93.1     88.9      6.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      648)
     177      188      239      189      242      493      558                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,222
COMMITMENTS
   4,774    2,054       30      157    4,997    4,961    7,081   17,261   15,141

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      9.2      0.1      0.7     22.5     22.3     31.9     77.7     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        6        3        2       15        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      432,122
COMMITMENTS
 105,862   56,516   98,424  188,249  248,373  392,535  403,314   39,587   28,808

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     27,815)
   5,061  -13,442   15,428    9,915   29,135   30,404   31,122   -2,589   -3,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     13.1     22.8     43.6     57.5     90.8     93.3      9.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      90       76      118       87       86      250      239                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      923,233
COMMITMENTS
 168,954  115,087  164,587  432,403  464,825  765,944  744,499  157,288  178,734

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,795)
  -3,791   18,985   12,524   14,686  -24,497   23,419    7,012  -20,623   -4,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     12.5     17.8     46.8     50.3     83.0     80.6     17.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      49       29       52       80       89      149      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      785,705
COMMITMENTS
  74,569  130,530   12,757  588,117  545,781  675,443  689,067  110,262   96,638

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,976)
  -6,367  -14,588    3,874    1,378     -344   -1,116  -11,058   -8,861    1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     16.6      1.6     74.9     69.5     86.0     87.7     14.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      15       15       11       58       65       78       86                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,232
COMMITMENTS
     756      366      456      768    1,297    1,980    2,119      252      113

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        -81)
      70      -72       41     -212      -17     -101      -48       20      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     16.4     20.4     34.4     58.1     88.7     94.9     11.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        3        3        7        9       15       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      400,066
COMMITMENTS
  79,574   72,813   85,467  190,944  209,025  355,985  367,305   44,080   32,760

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,807)
   9,045  -26,018   -1,957   -7,277   33,575     -189    5,600   -4,618  -10,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     18.2     21.4     47.7     52.2     89.0     91.8     11.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      75       64       84      102       87      223      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,436
COMMITMENTS
   3,371    2,633    1,085    3,930    5,237    8,386    8,955    2,050    1,481

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        356)
      55      390      319      -26     -133      349      576        8     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3     25.2     10.4     37.7     50.2     80.4     85.8     19.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       20       16       22       12       56       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,343,299
COMMITMENTS
 182,484  437,519   38,297  1003589  703,011  1224370  1178827  118,929  164,472

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -31,296)
   2,465      215   -8,987  -21,153  -19,489  -27,675  -28,261   -3,621   -3,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     32.6      2.9     74.7     52.3     91.1     87.8      8.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      41       59       38      108      101      169      178                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,788,669
COMMITMENTS
 758,179  534,626  486,875  2176784  2194616  3421838  3216117  366,831  572,552

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    100,067)
 -57,223  -15,694   65,707  113,721   39,865  122,205   89,878  -22,138   10,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     14.1     12.9     57.5     57.9     90.3     84.9      9.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      73      108      104      177      197      310      349                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      392,852
COMMITMENTS
  75,244   50,933    3,401  226,840  214,050  305,485  268,384   87,367  124,468

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,043)
  -6,224   -1,522   -1,052    4,275   -2,464   -3,001   -5,038      -42    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     13.0      0.9     57.7     54.5     77.8     68.3     22.2     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        7        7       36       36       48       46                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,179,671
COMMITMENTS
 347,208  626,560  216,187  2359048  1945382  2922444  2788129  257,227  391,541

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -78,848)
 -55,477      432   37,034  -39,915 -119,832  -58,358  -82,367  -20,490    3,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     19.7      6.8     74.2     61.2     91.9     87.7      8.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      48       70       64      128      156      213      253                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,582,295
COMMITMENTS
 183,956  362,885  324,808  1037066  836,774  1545830  1524466   36,465   57,829

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     12,284)
  -7,970   -7,914   12,863   11,999   11,076   16,892   16,025   -4,608   -3,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     22.9     20.5     65.5     52.9     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      11       59       56       59       69      119      144                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,326
COMMITMENTS
  39,073    4,120    3,797   13,916   48,124   56,787   56,041    8,539    9,285

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,659)
  -1,730       84       41     -587   -2,257   -2,277   -2,133     -382     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.8      6.3      5.8     21.3     73.7     86.9     85.8     13.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      41       19       11       26       31       71       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,652
COMMITMENTS
  78,147    8,241    7,595   27,832   96,247  113,574  112,083   17,078   18,569

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,318)
  -3,460      167       81   -1,175   -4,515   -4,554   -4,266     -764   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.8      6.3      5.8     21.3     73.7     86.9     85.8     13.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      41       19       11       26       31       71       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       44,922
COMMITMENTS
  29,267   44,340      256   15,358      210   44,881   44,806       41      116

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,037)
    -142   -7,047        0   -6,880        0   -7,022   -7,047      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.2     98.7      0.6     34.2      0.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19       17        1        2        1       22       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,615
COMMITMENTS
  19,535    5,422       39    9,970   24,047   29,544   29,508       71      107

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        305)
     701      450        0     -423     -141      278      309       27       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.0     18.3      0.1     33.7     81.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       13        1        6       20       17       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,873
COMMITMENTS
  12,694    5,143       13   10,127   17,638   22,834   22,794       39       79

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         80)
     500      601       13     -420     -565       93       49      -13       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.5     22.5      0.1     44.3     77.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        9        1        5       10       15       19                  



Updated July 14, 2017