WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      512,255
COMMITMENTS
 163,168  266,050   83,178  217,280  120,398  463,626  469,626   48,629   42,629

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      4,967)
  -1,260   16,337   -9,800   14,861      556    3,801    7,093    1,166   -2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     51.9     16.2     42.4     23.5     90.5     91.7      9.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     145      149      135      109       98      335      323                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      275,698
COMMITMENTS
 110,439  103,972   30,308  111,303  119,118  252,050  253,398   23,648   22,300

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      4,166)
   1,738    3,763    4,444   -1,921   -2,903    4,261    5,304      -95   -1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     37.7     11.0     40.4     43.2     91.4     91.9      8.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      84       55       63       86       82      195      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,475,977
COMMITMENTS
 375,778  412,520  235,960  696,480  648,723  1308218  1297203  167,759  178,774

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     18,445)
  -4,702    6,276   17,302    8,131   -2,484   20,731   21,094   -2,286   -2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     27.9     16.0     47.2     44.0     88.6     87.9     11.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     177      152      192      269      298      565      559                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,975
COMMITMENTS
   1,680      906      325    2,637    4,696    4,642    5,927    2,333    1,048

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        206)
      53       51      -83      197      133      167      101       39      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     13.0      4.7     37.8     67.3     66.6     85.0     33.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        3        6       11       12       26       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      771,596
COMMITMENTS
 162,272  174,945  133,633  424,722  350,863  720,627  659,441   50,969  112,155

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      2,779)
    -661   12,066   -2,210    7,758   -1,928    4,887    7,928   -2,108   -5,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     22.7     17.3     55.0     45.5     93.4     85.5      6.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      644)
     152      193      201      180      225      457      528                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      432,047
COMMITMENTS
 101,774  127,962   79,598  215,188  191,296  396,560  398,856   35,487   33,191

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      6,400)
   1,982    1,201    5,359   -1,000     -894    6,341    5,666       59      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     29.6     18.4     49.8     44.3     91.8     92.3      8.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      83       97      111       96       73      247      241                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      644,227
COMMITMENTS
 116,482  118,848   14,384  359,053  340,759  489,919  473,991  154,308  170,236

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,186)
   9,577     -956    1,240  -24,171    4,713  -13,354    4,997   14,540   -3,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     18.4      2.2     55.7     52.9     76.0     73.6     24.0     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      35       32       21       59       62      102      107                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      730,207
COMMITMENTS
  39,387  118,441    4,088  565,755  502,513  609,230  625,042  120,977  105,165

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      6,440)
  -2,506   -7,921     -147    7,866   14,005    5,213    5,937    1,227      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     16.2      0.6     77.5     68.8     83.4     85.6     16.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       8       13        8       57       55       69       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,793
COMMITMENTS
   2,767      177      584    1,015    3,943    4,366    4,704      427       89

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        209)
    -558       82      254      505     -109      201      227        8      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7      3.7     12.2     21.2     82.3     91.1     98.1      8.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        2        5        7       10       23       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      378,460
COMMITMENTS
 108,124   69,259   46,294  180,422  222,829  334,840  338,382   43,620   40,078

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:    -10,699)
  -5,831    1,862   -2,679   -2,199   -7,989  -10,709   -8,806       10   -1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     18.3     12.2     47.7     58.9     88.5     89.4     11.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      88       64       97      103       97      241      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,770
COMMITMENTS
   2,192    2,166      509    4,606    5,535    7,307    8,210    2,463    1,560

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:       -552)
     -79     -498     -296      -37      192     -412     -602     -140       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     22.2      5.2     47.1     56.7     74.8     84.0     25.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       13        9       16       14       36       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,379,038
COMMITMENTS
 306,261  276,558   31,550  916,698  931,310  1254509  1239418  124,529  139,620

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,618)
   3,828      777      335   -4,858      -98     -695    1,014    2,313      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     20.1      2.3     66.5     67.5     91.0     89.9      9.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      56       52       36      110      118      183      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,161,306
COMMITMENTS
 706,591  747,891   98,111  1987930  1790927  2792632  2636929  368,674  524,377

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     63,631)
  24,296    1,067    2,326   23,950   79,005   50,572   82,398   13,059  -18,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     23.7      3.1     62.9     56.7     88.3     83.4     11.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      61      109       64      157      162      263      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,455
COMMITMENTS
  54,758   46,734      627  215,036  200,748  270,421  248,109   81,034  103,346

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     -7,270)
  -8,645   -5,480      252    3,581   -6,031   -4,812  -11,259   -2,458    3,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     13.3      0.2     61.2     57.1     76.9     70.6     23.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        6        5       34       36       47       43                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,161,488
COMMITMENTS
 573,329  665,445   59,137  2257043  2089620  2889509  2814202  271,979  347,286

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:    137,333)
 125,573    9,908  -11,967   23,707  133,748  137,313  131,689       20    5,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     21.0      1.9     71.4     66.1     91.4     89.0      8.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      47       72       41      109      155      178      246                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,670,475
COMMITMENTS
 159,692  391,415  301,522  1179166  917,057  1640380  1609994   30,095   60,481

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     17,394)
   1,274   20,254  -15,001   33,337   14,985   19,610   20,238   -2,216   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     23.4     18.1     70.6     54.9     98.2     96.4      1.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       47       52       62       75      121      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,530
COMMITMENTS
  38,555    5,202    3,595   13,997   49,490   56,146   58,287    9,384    7,243

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        962)
     964      860      201      -34      194    1,131    1,254     -170     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8      7.9      5.5     21.4     75.5     85.7     88.9     14.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      49       19        8       29       28       79       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,060
COMMITMENTS
  77,109   10,404    7,190   27,993   98,980  112,292  116,574   18,768   14,486

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,923)
   1,928    1,719      401      -67      387    2,262    2,507     -339     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8      7.9      5.5     21.4     75.5     85.7     88.9     14.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      49       19        8       29       28       79       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       41,082
COMMITMENTS
  38,428   40,162      369    2,238      495   41,035   41,026       47       56

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      4,253)
   5,099    4,382        0     -857     -100    4,242    4,282       11      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    93.5     97.8      0.9      5.4      1.2     99.9     99.9      0.1      0.1

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 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,612
COMMITMENTS
   9,184    6,843       92   22,326   24,513   31,602   31,448       10      164

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        -97)
  -1,681     -129        0    1,584        3      -97     -126        0       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     21.6      0.3     70.6     77.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       14        1        8       20       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,767
COMMITMENTS
  15,898    4,663       34   11,781   22,980   27,713   27,677       54       90

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,969)
    -189       33       -1    2,148    1,931    1,958    1,963       11        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3     16.8      0.1     42.4     82.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        9        1        5       11       16       20                  



Updated April 21, 2017