WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      477,653
COMMITMENTS
 152,656  210,914   93,593  186,470  131,524  432,719  436,031   44,934   41,622

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -3,344)
  -5,175    1,374      927    1,969   -6,088   -2,279   -3,787   -1,065      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     44.2     19.6     39.0     27.5     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     141      146      130       98      104      329      314                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      227,668
COMMITMENTS
  87,828   50,603   34,757   84,014  119,615  206,599  204,975   21,069   22,693

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -4,980)
     263   -1,941   -2,151   -3,540   -1,285   -5,428   -5,377      448      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     22.2     15.3     36.9     52.5     90.7     90.0      9.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      79       50       64       69       81      181      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,351,289
COMMITMENTS
 415,481  308,744  194,521  600,569  656,582  1210571  1159847  140,718  191,442

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     29,428)
  26,542  -13,394       -2    4,119   32,866   30,659   19,470   -1,231    9,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     22.8     14.4     44.4     48.6     89.6     85.8     10.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     169      149      179      240      318      522      572                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,901
COMMITMENTS
   2,186    1,824      210    2,714    4,561    5,110    6,595    2,791    1,306

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        256)
     302     -211       11     -214      241       99       41      157      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     23.1      2.7     34.4     57.7     64.7     83.5     35.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        6        6       13       11       32       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      728,991
COMMITMENTS
 275,598   94,587   81,783  323,578  438,594  680,959  614,964   48,032  114,027

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     46,309)
  33,011    6,765    7,618    1,870   28,519   42,499   42,902    3,810    3,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     13.0     11.2     44.4     60.2     93.4     84.4      6.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      650)
     187      150      159      155      256      427      505                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      408,582
COMMITMENTS
 149,402   24,860   78,513  144,915  285,460  372,830  388,833   35,752   19,749

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     14,895)
   3,326   -3,030   10,951    1,471    7,895   15,748   15,816     -853     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      6.1     19.2     35.5     69.9     91.2     95.2      8.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     122       52      101       77       85      249      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,355
COMMITMENTS
  85,865  119,583    9,203  393,981  322,619  489,049  451,405  125,306  162,950

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -1,463)
  -4,924    6,059     -257    5,651      397      470    6,199   -1,933   -7,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     19.5      1.5     64.1     52.5     79.6     73.5     20.4     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       34       21       65       63      101      111                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      696,286
COMMITMENTS
  56,508  132,288    2,510  523,501  456,000  582,519  590,798  113,767  105,488

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      4,345)
  -4,390   -2,267      793   11,207   10,084    7,610    8,610   -3,265   -4,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     19.0      0.4     75.2     65.5     83.7     84.8     16.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13       14        9       55       52       73       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,044
COMMITMENTS
   2,646      536    1,119    1,845    4,191    5,610    5,846      434      198

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        205)
    -119       48      -53      448      276      276      271      -71      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      8.9     18.5     30.5     69.3     92.8     96.7      7.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        3        6       10       18       27       25                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      378,588
COMMITMENTS
 126,642   29,767   45,431  159,902  277,557  331,975  352,755   46,613   25,833

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     26,205)
  15,074   -4,832    9,543    1,013   20,149   25,630   24,860      575    1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      7.9     12.0     42.2     73.3     87.7     93.2     12.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      99       50       80       93       90      239      182                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,290
COMMITMENTS
   2,025    5,576      254    6,420    3,551    8,699    9,381    2,591    1,909

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -248)
      73      -67      -33     -505     -215     -465     -315      217       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     49.4      2.2     56.9     31.5     77.1     83.1     22.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       21        7       19        9       36       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,252,240
COMMITMENTS
 257,664  260,025   61,289  826,939  775,135  1145892  1096449  106,348  155,791

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     79,179)
  16,981   24,156      393   58,206   57,482   75,580   82,031    3,599   -2,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     20.8      4.9     66.0     61.9     91.5     87.6      8.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      53       50       31      103      105      171      171                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,162,734
COMMITMENTS
 558,349  855,528  104,059  2180160  1701798  2842568  2661385  320,166  501,349

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     67,167)
  87,371    8,814    6,450  -48,426   67,025   45,395   82,289   21,772  -15,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     27.1      3.3     68.9     53.8     89.9     84.1     10.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      61      106       64      142      159      241      292                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      309,268
COMMITMENTS
  35,182   43,472      368  202,452  173,208  238,002  217,048   71,266   92,220

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     11,045)
  -1,638    7,299   -2,280    9,397   18,615    5,479   23,634    5,566  -12,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     14.1      0.1     65.5     56.0     77.0     70.2     23.0     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        2       39       34       45       39                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,037,553
COMMITMENTS
 320,226  627,555   77,847  2408728  1964525  2806801  2669927  230,752  367,626

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     56,972)
  45,492  -20,892    9,088   14,378   64,193   68,958   52,389  -11,986    4,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     20.7      2.6     79.3     64.7     92.4     87.9      7.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      43       74       41      113      151      183      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,118,949
COMMITMENTS
 148,224  232,984  207,510  733,233  632,057  1088967  1072551   29,982   46,398

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:    149,494)
  52,929   11,726   78,107   15,937   60,920  146,973  150,753    2,521   -1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     20.8     18.5     65.5     56.5     97.3     95.9      2.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      25       39       37       53       66       98      123                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,349
COMMITMENTS
  41,054    9,297      900   15,095   48,073   57,048   58,269   10,301    9,080

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      2,141)
   3,687    3,988     -371   -1,759     -980    1,557    2,638      584     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     13.8      1.3     22.4     71.4     84.7     86.5     15.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      45       22        9       28       33       75       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      134,698
COMMITMENTS
  82,108   18,594    1,799   30,189   96,145  114,096  116,538   20,602   18,160

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      4,281)
   7,374    7,976     -742   -3,518   -1,959    3,114    5,275    1,167     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     13.8      1.3     22.4     71.4     84.7     86.5     15.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      45       22        9       28       33       75       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,711
COMMITMENTS
  26,177   34,338      369    8,043        0   34,589   34,707      122        4

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      1,168)
   1,175    1,168        0        0        0    1,175    1,168       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4     98.9      1.1     23.2      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      28        8        1        3        0       32        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,285
COMMITMENTS
  21,725    7,515      329   10,194   24,238   32,248   32,082       37      203

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        310)
    -715      874      160      902     -708      347      326      -37      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     23.3      1.0     31.6     75.1     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       15        1        5       22       11       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,708
COMMITMENTS
  30,870    2,795      175    6,648   34,594   37,693   37,564       15      144

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        151)
     163     -308        0        0      481      163      173      -12      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9      7.4      0.5     17.6     91.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        7        1        3       15       15       23                  



Updated January 27, 2017