WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      486,477
COMMITMENTS
 169,431  242,246   83,003  190,026  121,555  442,460  446,804   44,017   39,673

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     33,291)
   7,265   22,338   13,613   11,568   -3,144   32,446   32,807      845      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     49.8     17.1     39.1     25.0     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     144      144      122      101      104      314      316                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      223,589
COMMITMENTS
  82,145   57,719   28,529   93,238  115,735  203,912  201,983   19,677   21,606

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      7,640)
     911    9,314      388    6,697   -1,739    7,996    7,963     -356     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     25.8     12.8     41.7     51.8     91.2     90.3      8.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      75       49       57       81       84      179      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,417,628
COMMITMENTS
 409,141  345,492  217,697  636,351  662,535  1263189  1225724  154,439  191,904

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     41,359)
   8,360   57,516   17,906   11,334  -34,334   37,600   41,088    3,759      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     24.4     15.4     44.9     46.7     89.1     86.5     10.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      743)
     175      155      176      252      311      530      571                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,355
COMMITMENTS
   2,298    1,012      506    1,171    3,898    3,975    5,416    2,380      939

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         94)
     376      -12      -43       51      209      384      154     -290      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     15.9      8.0     18.4     61.3     62.5     85.2     37.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        5        5        9       12       31       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      699,616
COMMITMENTS
 183,694  112,737  101,954  366,747  369,159  652,395  583,850   47,221  115,766

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     23,602)
 -17,338   17,183   12,265   28,076   -5,235   23,003   24,213      599     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     16.1     14.6     52.4     52.8     93.3     83.5      6.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     138      184      175      160      224      411      500                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,934
COMMITMENTS
   8,255    1,553       45    1,310    3,484    9,610    5,082   11,324   15,852

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         52)
      38        4       10        8      213       56      227       -4     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      7.4      0.2      6.3     16.6     45.9     24.3     54.1     75.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        2        3       10       10       16                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      401,913
COMMITMENTS
  98,099  105,478   68,568  203,848  199,614  370,515  373,660   31,398   28,253

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     21,864)
  -1,253   24,210    2,683   20,605   -6,589   22,035   20,304     -171    1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     26.2     17.1     50.7     49.7     92.2     93.0      7.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      90       94       94       83       74      230      224                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,163
COMMITMENTS
  88,662  142,674   10,597  399,957  313,888  499,216  467,159  133,947  166,004

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -13,421)
     877   -7,359      954  -20,481   -7,013  -18,650  -13,418    5,229       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     22.5      1.7     63.2     49.6     78.8     73.8     21.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      28       34       19       63       58       99      103                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      712,569
COMMITMENTS
  56,556  131,332    3,641  533,972  465,971  594,169  600,944  118,400  111,625

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     10,497)
   2,048     -541     -252    5,180   18,487    6,976   17,694    3,521   -7,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     18.4      0.5     74.9     65.4     83.4     84.3     16.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       8       14        7       57       52       68       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,817
COMMITMENTS
   3,089       20      564      723    4,084    4,376    4,668      441      149

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        358)
      49       20      179        8      139      236      338      122       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1      0.4     11.7     15.0     84.8     90.8     96.9      9.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      15        1        4        5       11       21       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      368,566
COMMITMENTS
 125,522   37,125   38,710  160,236  258,540  324,468  334,375   44,098   34,191

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     11,836)
   3,085    4,222    4,748    1,891       80    9,724    9,050    2,112    2,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     10.1     10.5     43.5     70.1     88.0     90.7     12.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      93       54       71       84       90      212      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,413
COMMITMENTS
   2,322    4,809      498    5,737    4,476    8,557    9,783    2,856    1,630

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        106)
     168       -4      169     -197      315      140      480      -34     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     42.1      4.4     50.3     39.2     75.0     85.7     25.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       20        8       20       14       42       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,451,991
COMMITMENTS
 221,200  379,677   62,694  1059278  844,449  1343172  1286820  108,819  165,171

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     16,952)
  13,920    8,756   -8,239    9,038   12,632   14,719   13,149    2,233    3,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     26.1      4.3     73.0     58.2     92.5     88.6      7.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      45       64       31      113      121      173      201                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,069,674
COMMITMENTS
 607,230  707,584   87,400  2057439  1730254  2752069  2525238  317,605  544,436

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -85,689)
  -3,709  -97,747     -639  -76,332    8,472  -80,680  -89,914   -5,009    4,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     23.1      2.8     67.0     56.4     89.7     82.3     10.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      70      103       48      136      163      234      286                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      332,751
COMMITMENTS
  53,988   51,160      926  207,794  176,468  262,708  228,554   70,043  104,197

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,973)
    -548   -1,723      414   -1,418    3,181   -1,552    1,872    3,525      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     15.4      0.3     62.4     53.0     79.0     68.7     21.0     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        7        4       34       35       46       43                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,003,478
COMMITMENTS
 369,353  685,147   90,189  2289723  1872143  2749265  2647479  254,213  355,999

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -37,785)
  20,540  -20,737  -22,142  -59,746   44,923  -61,348    2,044   23,563  -39,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     22.8      3.0     76.2     62.3     91.5     88.1      8.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      40       83       38      112      154      177      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,657,675
COMMITMENTS
 159,008  367,175  338,610  1120785  886,587  1618403  1592372   39,272   65,303

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     90,298)
    -409   14,971   10,871   83,296   61,797   93,758   87,639   -3,460    2,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     22.1     20.4     67.6     53.5     97.6     96.1      2.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      32       43       51       62       75      122      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,701
COMMITMENTS
  39,718    5,425    3,482   13,293   50,309   56,493   59,215   10,208    7,486

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -21,354)
  -3,460   -1,197     -534  -16,072  -18,380  -20,065  -20,111   -1,289   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5      8.1      5.2     19.9     75.4     84.7     88.8     15.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      49       23        9       25       28       75       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,401
COMMITMENTS
  79,436   10,849    6,963   26,586  100,618  112,985  118,430   20,416   14,971

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -42,707)
  -6,919   -2,394   -1,068  -32,143  -36,759  -40,130  -40,221   -2,577   -2,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5      8.1      5.2     19.9     75.4     84.7     88.8     15.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      49       23        9       25       28       75       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       35,150
COMMITMENTS
  31,445   34,732      369    3,211        0   35,025   35,101      125       49

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -35,535)
 -19,320  -19,284   -9,562        0        0  -28,882  -28,846   -6,653   -6,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.5     98.8      1.0      9.1      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      24        9        1        2        0       27        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,797
COMMITMENTS
  18,029    6,466       52   13,663   25,144   31,744   31,662       53      135

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        171)
  -1,036       -1       -4    1,221      161      181      156      -10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     20.3      0.2     43.0     79.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       14        1        8       20       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,704
COMMITMENTS
  20,196    4,491      136    7,366   23,016   27,698   27,643        6       61

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,001)
    -177      919      -20    1,217      102    1,020    1,001      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     16.2      0.5     26.6     83.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       11        1        6       11       18       23                  



Updated March 24, 2017