WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      453,186
COMMITMENTS
 162,166  219,908   69,390  178,458  124,699  410,014  413,997   43,172   39,189

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     37,274)
   3,402   34,662    8,896   21,133   -6,810   33,431   36,748    3,843      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     48.5     15.3     39.4     27.5     90.5     91.4      9.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     136      139      113       95      104      301      302                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      215,949
COMMITMENTS
  81,234   48,405   28,141   86,541  117,474  195,916  194,020   20,033   21,929

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      4,077)
  -4,901    7,294    1,196    8,271   -5,032    4,566    3,458     -489      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     22.4     13.0     40.1     54.4     90.7     89.8      9.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      74       45       62       75       82      179      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,376,269
COMMITMENTS
 400,781  287,976  199,791  625,017  696,869  1225589  1184636  150,680  191,633

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      2,862)
 -46,462   39,623    2,994   36,657  -44,125   -6,811   -1,508    9,673    4,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     20.9     14.5     45.4     50.6     89.1     86.1     10.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      736)
     170      148      175      244      318      518      569                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,261
COMMITMENTS
   1,922    1,024      549    1,120    3,689    3,591    5,262    2,670      999

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -683)
      21     -145     -169     -610     -485     -758     -799       75      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     16.4      8.8     17.9     58.9     57.4     84.0     42.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        3        5        9       12       27       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      676,014
COMMITMENTS
 201,032   95,554   89,689  338,671  374,394  629,392  559,637   46,622  116,377

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -550)
 -27,105   10,796    1,226   24,344  -13,115   -1,535   -1,093      985      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     14.1     13.3     50.1     55.4     93.1     82.8      6.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     148      153      160      157      228      397      474                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,882
COMMITMENTS
   8,217    1,549       35    1,302    3,271    9,554    4,855   11,328   16,027

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      7.4      0.2      6.2     15.7     45.8     23.2     54.2     76.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        3        9       10       15                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      380,049
COMMITMENTS
  99,352   81,268   65,885  183,243  206,203  348,480  353,356   31,569   26,693

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     12,360)
    -819   24,565      197   13,406  -14,026   12,784   10,736     -424    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     21.4     17.3     48.2     54.3     91.7     93.0      8.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      92       85       91       83       75      229      217                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      646,584
COMMITMENTS
  87,785  150,033    9,643  420,438  320,901  517,866  480,577  128,718  166,007

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -26,796)
  -4,062   15,360   -4,243  -17,525  -44,827  -25,830  -33,710     -966    6,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     23.2      1.5     65.0     49.6     80.1     74.3     19.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      29       32       19       62       61      102      101                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      702,072
COMMITMENTS
  54,508  131,873    3,893  528,792  447,484  587,193  583,250  114,879  118,822

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -27,850)
   1,467   14,082   -3,684  -23,113  -31,538  -25,330  -21,140   -2,520   -6,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     18.8      0.6     75.3     63.7     83.6     83.1     16.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
       9       15        7       61       54       73       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,459
COMMITMENTS
   3,040        0      385      715    3,945    4,140    4,330      319      129

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -112)
     235        0     -201      -78      100      -44     -101      -68      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.2      0.0      8.6     16.0     88.5     92.8     97.1      7.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        0        4        6       13       21       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      356,730
COMMITMENTS
 122,437   32,903   33,962  158,345  258,460  314,744  325,325   41,986   31,405

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -6,594)
  -1,673    1,442   -5,169    1,501   -3,511   -5,341   -7,238   -1,253      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      9.2      9.5     44.4     72.5     88.2     91.2     11.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      91       49       71       80       87      208      177                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,307
COMMITMENTS
   2,154    4,813      329    5,934    4,161    8,417    9,303    2,890    2,004

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -463)
      51     -516       -5      -82      -22      -36     -543     -427       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     42.6      2.9     52.5     36.8     74.4     82.3     25.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       17        5       19       13       36       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,435,039
COMMITMENTS
 207,280  370,921   70,933  1050240  831,817  1328453  1273671  106,586  161,368

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     18,871)
 -10,020   17,116   13,518   21,827  -11,928   25,325   18,706   -6,454      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     25.8      4.9     73.2     58.0     92.6     88.8      7.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      47       62       26      108      118      167      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,155,363
COMMITMENTS
 610,939  805,331   88,039  2133771  1721782  2832749  2615152  322,614  540,211

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -99,116)
  83,077  -21,045  -10,422 -170,526  -57,206  -97,871  -88,673   -1,245  -10,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     25.5      2.8     67.6     54.6     89.8     82.9     10.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      69       99       52      140      158      240      278                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      330,778
COMMITMENTS
  54,536   52,883      512  209,212  173,287  264,260  226,682   66,518  104,096

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -8,138)
  -7,971     -298      146   -1,091   -2,604   -8,916   -2,756      778   -5,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     16.0      0.2     63.2     52.4     79.9     68.5     20.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        7        4       37       37       49       45                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,041,263
COMMITMENTS
 348,813  705,884  112,331  2349469  1827220  2810613  2645435  230,650  395,828

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -41,374)
  35,148  -19,357    9,235  -82,022  -33,127  -37,639  -43,249   -3,735    1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     23.2      3.7     77.3     60.1     92.4     87.0      7.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      43       84       40      116      144      180      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,567,377
COMMITMENTS
 159,417  352,204  327,739  1037489  824,790  1524645  1504733   42,732   62,644

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    166,783)
  38,518  -15,073   71,844   50,270   99,118  160,632  155,889    6,151   10,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     22.5     20.9     66.2     52.6     97.3     96.0      2.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      33       33       45       62       72      116      133                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       88,054
COMMITMENTS
  43,178    6,622    4,016   29,365   68,689   76,558   79,326   11,497    8,729

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     14,288)
   2,028   -1,868       16   11,569   16,645   13,613   14,793      676     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      7.5      4.6     33.3     78.0     86.9     90.1     13.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      55       21       14       36       36       96       68                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      176,108
COMMITMENTS
  86,355   13,243    8,031   58,729  137,377  153,115  158,651   22,993   17,457

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     28,576)
   4,055   -3,735       32   23,138   33,289   27,225   29,586    1,351   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      7.5      4.6     33.3     78.0     86.9     90.1     13.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      55       21       14       36       36       96       68                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       70,685
COMMITMENTS
  50,765   54,016    9,931    3,211        0   63,907   63,947    6,778    6,738

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     32,429)
  20,130   16,162    9,555   -3,912        0   25,773   25,717    6,656    6,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8     76.4     14.0      4.5      0.0     90.4     90.5      9.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      25        9        4        2        0       31       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,626
COMMITMENTS
  19,065    6,467       56   12,442   24,983   31,563   31,506       63      120

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:       -842)
  -1,101     -223      -31      300     -539     -832     -793      -10      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     20.4      0.2     39.3     79.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       15        1        6       21       14       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,703
COMMITMENTS
  20,373    3,572      156    6,149   22,914   26,678   26,642       25       61

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:    -21,082)
 -17,917      131      -25   -3,164  -21,127  -21,106  -21,021       24      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     13.4      0.6     23.0     85.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       11        2        5       12       16       25                  



Updated March 17, 2017