WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      507,288
COMMITMENTS
 164,428  249,713   92,978  202,419  119,842  459,825  462,533   47,463   44,755

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,267)
     188   -1,458   -9,373    4,446    3,024   -4,739   -7,807   -1,528    1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     49.2     18.3     39.9     23.6     90.6     91.2      9.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     145      136      128      101      102      321      310                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      271,532
COMMITMENTS
 108,701  100,209   25,864  113,224  122,021  247,789  248,094   23,743   23,438

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,470)
   4,870    4,434   -2,412     -383      387    2,075    2,409     -605     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     36.9      9.5     41.7     44.9     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      84       54       57       83       79      189      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,457,532
COMMITMENTS
 380,480  406,244  218,658  688,349  651,207  1287487  1276109  170,045  181,423

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      2,067)
   3,649   14,872   -8,278    1,954   -3,191   -2,675    3,403    4,742   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     27.9     15.0     47.2     44.7     88.3     87.6     11.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     178      142      175      264      298      549      539                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,769
COMMITMENTS
   1,627      855      408    2,440    4,563    4,475    5,826    2,294      943

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        -58)
    -166        1     -154      418      -10       98     -163     -156      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     12.6      6.0     36.0     67.4     66.1     86.1     33.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        2        6       10       12       25       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      768,817
COMMITMENTS
 162,933  162,879  135,843  416,964  352,791  715,740  651,513   53,077  117,304

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     26,878)
     296   22,399   11,969   10,629  -10,620   22,894   23,748    3,984    3,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     21.2     17.7     54.2     45.9     93.1     84.7      6.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     155      186      200      183      220      461      525                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,343
COMMITMENTS
   3,248    1,434      213    1,375    3,601    4,836    5,248   14,507   14,095

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      7.4      1.1      7.1     18.6     25.0     27.1     75.0     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        4        4       10       10       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      425,647
COMMITMENTS
  99,792  126,761   74,239  216,188  192,190  390,219  393,190   35,428   32,457

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,741)
     216    8,885   -3,617    2,819   -3,801     -582    1,467    2,323      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     29.8     17.4     50.8     45.2     91.7     92.4      8.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      81       96      109       89       73      239      240                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      643,041
COMMITMENTS
 106,905  119,804   13,144  383,224  336,046  503,273  468,994  139,768  174,047

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,005)
   1,787   -8,372    2,301    1,464   -2,185    5,552   -8,256   -2,547   11,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     18.6      2.0     59.6     52.3     78.3     72.9     21.7     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      33       29       18       61       60      101      100                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      723,767
COMMITMENTS
  41,893  126,362    4,235  557,889  488,508  604,017  619,105  119,750  104,662

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      9,366)
   5,668    9,462   -6,303    8,143    4,887    7,508    8,046    1,858    1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     17.5      0.6     77.1     67.5     83.5     85.5     16.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       8       14        8       58       54       70       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,584
COMMITMENTS
   3,325       95      330      510    4,052    4,165    4,477      419      107

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -398)
      75      -28      -82     -407     -235     -414     -345       16      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5      2.1      7.2     11.1     88.4     90.9     97.7      9.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      15        1        5        5       10       21       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      389,159
COMMITMENTS
 113,955   67,397   48,973  182,621  230,818  345,549  347,188   43,610   41,971

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      8,448)
   3,897    9,185   -1,989    5,412   -1,798    7,320    5,398    1,128    3,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     17.3     12.6     46.9     59.3     88.8     89.2     11.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      87       64       87      101       91      235      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,322
COMMITMENTS
   2,271    2,664      805    4,643    5,343    7,719    8,812    2,603    1,510

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -394)
    -120     -971      179     -242      518     -183     -274     -211     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     25.8      7.8     45.0     51.8     74.8     85.4     25.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       17       10       16       14       38       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,377,420
COMMITMENTS
 302,433  275,781   31,215  921,556  931,408  1255204  1238404  122,216  139,016

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     11,584)
  13,971  -21,429    6,829  -15,430   36,505    5,370   21,905    6,214  -10,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     20.0      2.3     66.9     67.6     91.1     89.9      8.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      52       55       32      108      119      176      190                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,097,675
COMMITMENTS
 682,295  746,824   95,785  1963980  1711922  2742060  2554531  355,615  543,144

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     70,099)
  68,605   77,368  -10,787    3,208   -6,010   61,026   60,571    9,073    9,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     24.1      3.1     63.4     55.3     88.5     82.5     11.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      62      106       52      143      162      240      285                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      358,725
COMMITMENTS
  63,403   52,214      375  211,455  206,779  275,233  259,368   83,492   99,357

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     13,290)
  11,501   -2,838       42      767   19,012   12,310   16,216      980   -2,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     14.6      0.1     58.9     57.6     76.7     72.3     23.3     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        8        5       36       36       49       45                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,024,155
COMMITMENTS
 447,756  655,537   71,104  2233336  1955872  2752196  2682513  271,959  341,642

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     49,115)
  59,213  -26,374    7,528  -32,304   74,460   34,437   55,614   14,678   -6,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     21.7      2.4     73.8     64.7     91.0     88.7      9.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      45       78       34      110      159      172      254                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,653,081
COMMITMENTS
 158,418  371,161  316,523  1145829  902,072  1620770  1589756   32,311   63,325

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     80,116)
     551    6,149   26,011   52,610   43,549   79,172   75,709      944    4,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     22.5     19.1     69.3     54.6     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       43       48       62       78      117      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,569
COMMITMENTS
  37,591    4,343    3,395   14,030   49,297   55,015   57,034    9,554    7,535

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -250)
     855      653      113   -1,311     -944     -344     -178       94      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2      6.7      5.3     21.7     76.3     85.2     88.3     14.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      47       17        7       26       32       75       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,137
COMMITMENTS
  75,181    8,685    6,789   28,060   98,593  110,030  114,067   19,107   15,070

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -500)
   1,709    1,305      226   -2,622   -1,887     -687     -356      187     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2      6.7      5.3     21.7     76.3     85.2     88.3     14.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      47       17        7       26       32       75       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       36,829
COMMITMENTS
  33,329   35,780      369    3,095      595   36,793   36,744       36       85

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,277)
   1,303    1,203        0       -4       59    1,299    1,262      -22       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.5     97.2      1.0      8.4      1.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      25       12        1        2        1       28       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,709
COMMITMENTS
  10,865    6,972       92   20,742   24,510   31,699   31,574       10      135

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,239)
  -3,722     -194        0    2,484   -1,057   -1,238   -1,251       -1       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     22.0      0.3     65.4     77.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       15        1        9       21       19       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,798
COMMITMENTS
  16,087    4,630       35    9,633   21,049   25,755   25,714       43       84

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -716)
  -1,132      485      -54      452   -1,136     -734     -705       18      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     17.9      0.1     37.3     81.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        1        6       11       18       19                  



Updated April 14, 2017