WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      507,879
COMMITMENTS
 163,608  252,313   97,159  200,778  116,354  461,545  465,826   46,334   42,053

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     21,402)
  -5,823   10,067   14,156   10,752   -5,201   19,085   19,022    2,317    2,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     49.7     19.1     39.5     22.9     90.9     91.7      9.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     136      150      119      102      103      313      312                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      245,610
COMMITMENTS
  90,431   78,276   29,116  104,343  115,247  223,890  222,639   21,720   22,971

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     22,021)
   8,286   20,557      587   11,105     -488   19,978   20,656    2,043    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     31.9     11.9     42.5     46.9     91.2     90.6      8.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      81       53       60       83       81      189      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,433,425
COMMITMENTS
 376,334  399,086  232,475  666,689  615,262  1275498  1246823  157,927  186,602

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     15,797)
 -32,807   53,594   14,778   30,338  -47,273   12,309   21,099    3,488   -5,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     27.8     16.2     46.5     42.9     89.0     87.0     11.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      744)
     174      146      180      261      305      542      568                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,532
COMMITMENTS
   2,140      853      525    1,284    4,159    3,949    5,537    2,583      995

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        177)
    -158     -159       19      113      261      -26      121      203       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     13.1      8.0     19.7     63.7     60.5     84.8     39.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18        2        5        9       11       28       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      708,598
COMMITMENTS
 168,007  116,342  111,272  382,723  365,227  662,002  592,841   46,596  115,757

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      8,982)
 -15,687    3,605    9,318   15,976   -3,932    9,607    8,991     -625       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     16.4     15.7     54.0     51.5     93.4     83.7      6.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     150      173      179      168      223      426      495                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,647
COMMITMENTS
   3,332    1,568        6    1,386    3,536    4,724    5,110   14,923   14,537

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -1,287)
  -4,923       15      -39       76       52   -4,886       28    3,599   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      8.0      0.0      7.1     18.0     24.0     26.0     76.0     74.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        1        4       10        9       15                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,297
COMMITMENTS
  99,149  101,516   74,535  195,994  193,947  369,678  369,998   30,619   30,299

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -1,616)
   1,050   -3,962    5,967   -7,854   -5,667     -837   -3,662     -779    2,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     25.4     18.6     49.0     48.5     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      89       90       95       81       75      226      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      624,686
COMMITMENTS
 104,901  125,306   10,751  376,704  326,374  492,356  462,431  132,330  162,255

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -8,477)
  16,239  -17,368      154  -23,253   12,486   -6,860   -4,728   -1,617   -3,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     20.1      1.7     60.3     52.2     78.8     74.0     21.2     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      34       28       18       56       60       97       99                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      704,439
COMMITMENTS
  40,176  124,921    3,400  542,658  468,566  586,234  596,887  118,205  107,552

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -8,130)
 -16,380   -6,411     -241    8,686    2,595   -7,935   -4,057     -195   -4,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     17.7      0.5     77.0     66.5     83.2     84.7     16.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       8       13        6       58       53       69       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,135
COMMITMENTS
   3,339       26      365    1,082    4,619    4,786    5,010      349      125

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        318)
     250        6     -199      359      535      410      342      -92      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0      0.5      7.1     21.1     90.0     93.2     97.6      6.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      17        1        4       10       11       27       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      371,284
COMMITMENTS
 107,802   48,596   49,295  171,947  237,482  329,044  335,373   42,240   35,911

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,718)
 -17,720   11,471   10,585   11,711  -21,058    4,576      998   -1,858    1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     13.1     13.3     46.3     64.0     88.6     90.3     11.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      78       67       78       92       86      220      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,232
COMMITMENTS
   2,250    4,498      624    5,434    4,320    8,308    9,442    2,924    1,790

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -181)
     -72     -311      126     -303     -156     -249     -341       68      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     40.0      5.6     48.4     38.5     74.0     84.1     26.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       20        9       19       13       40       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,370,246
COMMITMENTS
 284,613  310,039   25,767  952,836  882,597  1263216  1218403  107,030  151,843

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:    -81,745)
  63,413  -69,638  -36,927 -106,442   38,148  -79,956  -68,417   -1,789  -13,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     22.6      1.9     69.5     64.4     92.2     88.9      7.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      47       62       31      111      122      175      198                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,034,001
COMMITMENTS
 631,715  701,392   85,053  1980231  1715392  2696999  2501837  337,002  532,164

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:    -35,673)
  24,485   -6,192   -2,347  -77,208  -14,862  -55,070  -23,401   19,397  -12,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     23.1      2.8     65.3     56.5     88.9     82.5     11.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
      74       93       42      148      154      248      263                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      334,613
COMMITMENTS
  56,824   53,980      684  204,899  179,171  262,407  233,835   72,206  100,778

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,862)
   2,836    2,820     -242   -2,895    2,703     -301    5,281    2,163   -3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     16.1      0.2     61.2     53.5     78.4     69.9     21.6     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        7        5       33       34       46       42                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,006,166
COMMITMENTS
 423,243  681,814   70,292  2262740  1911979  2756275  2664085  249,891  342,081

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,688)
  53,890   -3,333  -19,897  -26,983   39,836    7,010   16,606   -4,322  -13,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     22.7      2.3     75.3     63.6     91.7     88.6      8.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      44       75       39      113      149      180      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,665,376
COMMITMENTS
 153,541  373,166  315,854  1157434  915,410  1626829  1604430   38,547   60,946

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      7,701)
  -5,467    5,991  -22,756   36,649   28,823    8,426   12,058     -725   -4,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     22.4     19.0     69.5     55.0     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      28       43       47       61       75      117      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,117
COMMITMENTS
  41,480    4,765    3,335   12,398   51,806   57,213   59,906    9,904    7,212

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        417)
   1,762     -660     -147     -895    1,497      721      691     -304     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8      7.1      5.0     18.5     77.2     85.2     89.3     14.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      54       17       10       26       34       81       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      134,234
COMMITMENTS
  82,960    9,530    6,670   24,796  103,611  114,426  119,811   19,808   14,423

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        833)
   3,524   -1,319     -293   -1,790    2,993    1,441    1,381     -608     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8      7.1      5.0     18.5     77.2     85.2     89.3     14.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      54       17       10       26       34       81       60                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,949
COMMITMENTS
  31,296   34,506      369    3,211        0   34,876   34,875       73       74

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -201)
    -149     -226        0        0        0     -149     -226      -52       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.5     98.7      1.1      9.2      0.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      24       10        1        2        0       27       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,006
COMMITMENTS
  15,843    6,988       92   16,065   24,783   32,000   31,863        6      143

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        209)
  -2,186      522       40    2,402     -361      256      201      -47        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     21.8      0.3     50.2     77.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       15        1       10       20       19       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,553
COMMITMENTS
  17,217    4,220      180   10,134   23,056   27,531   27,456       22       97

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -151)
  -2,979     -271       44    2,768       40     -167     -187       16       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     15.3      0.7     36.8     83.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        9        2        6       11       17       22                  

Updated June 6, 2017