WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      457,189
COMMITMENTS
 158,881  235,570   91,523  160,825   91,783  411,229  418,876   45,960   38,313

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     10,070)
   2,187  -10,524   16,288  -10,143    3,985    8,332    9,749    1,738      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     51.5     20.0     35.2     20.1     89.9     91.6     10.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     139      126      122      104       96      311      287                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      266,320
COMMITMENTS
  97,003   80,295   37,819  107,010  124,840  241,832  242,954   24,488   23,366

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     19,811)
  -1,368      466   13,140    6,831    5,673   18,603   19,279    1,208      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     30.1     14.2     40.2     46.9     90.8     91.2      9.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      75       52       61       87       77      188      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,389,074
COMMITMENTS
 396,676  463,346  196,509  625,934  565,860  1219119  1225715  169,955  163,359

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     17,892)
  15,172  -15,459   -3,346    1,089   34,969   12,915   16,164    4,977    1,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     33.4     14.1     45.1     40.7     87.8     88.2     12.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     188      138      178      263      293      550      540                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,333
COMMITMENTS
   1,677      725      265    2,197    4,571    4,139    5,561    2,194      772

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         64)
     -34      -48       17        8      164       -9      133       73      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     11.4      4.2     34.7     72.2     65.4     87.8     34.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        4        8       13       24       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      666,788
COMMITMENTS
 142,384  190,315   99,442  377,940  276,355  619,766  566,112   47,022  100,676

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     19,078)
  -3,658   15,450    2,046   18,765    3,786   17,153   21,282    1,925   -2,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     28.5     14.9     56.7     41.4     92.9     84.9      7.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     156      163      184      165      217      428      488                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      414,540
COMMITMENTS
 118,858  106,316   75,967  186,352  200,837  381,177  383,120   33,363   31,420

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     10,356)
     -63      167    6,183    7,860    3,800   13,980   10,150   -3,624      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     25.6     18.3     45.0     48.4     92.0     92.4      8.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     103       83      107       87       72      247      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,692
COMMITMENTS
 164,828  117,536   41,695  425,525  458,250  632,048  617,481  165,644  180,211

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    119,623)
  40,563  -13,577   29,049   41,909   94,391  111,521  109,863    8,102    9,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     14.7      5.2     53.3     57.4     79.2     77.4     20.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      42       24       33       65       71      120      116                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      773,760
COMMITMENTS
  32,295  140,957   13,056  584,881  511,438  630,232  665,451  143,528  108,309

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     16,801)
  -1,902      400   -3,368     -325   17,487   -5,595   14,519   22,396    2,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     18.2      1.7     75.6     66.1     81.5     86.0     18.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      12       14       10       64       62       83       79                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,343
COMMITMENTS
   1,221      248      643    1,204    2,262    3,068    3,153      275      190

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         35)
    -377     -161      242      193      -29       58       52      -23      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      7.4     19.2     36.0     67.7     91.8     94.3      8.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        2        4        9       13       18       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      395,856
COMMITMENTS
  97,003   96,635   62,871  193,974  195,737  353,848  355,243   42,008   40,613

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     26,249)
  -3,588   16,794   14,112   17,051   -8,127   27,575   22,779   -1,326    3,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     24.4     15.9     49.0     49.4     89.4     89.7     10.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      81       70       88       98       89      228      219                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,074
COMMITMENTS
   2,519    2,167      287    4,386    5,017    7,192    7,471    1,882    1,603

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         26)
     323     -824      -35     -204      691       84     -168      -58      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     23.9      3.2     48.3     55.3     79.3     82.3     20.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       16        7       17       10       39       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,439,677
COMMITMENTS
 232,330  251,656   89,380  959,255  897,072  1280965  1238108  158,712  201,569

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      3,188)
 -25,797   17,014   44,553  -55,399  -84,796  -36,643  -23,229   39,831   26,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     17.5      6.2     66.6     62.3     89.0     86.0     11.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      64       59       51      113      119      201      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,538,851
COMMITMENTS
 947,807  585,306  229,635  1991923  2177414  3169365  2992355  369,486  546,496

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    168,760)
  54,830  -67,661  101,284    1,513  145,756  157,627  179,379   11,133  -10,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     16.5      6.5     56.3     61.5     89.6     84.6     10.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      92       82       73      164      178      291      298                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      370,752
COMMITMENTS
  67,701   33,486    4,344  209,968  208,192  282,013  246,022   88,739  124,730

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     18,461)
   9,681  -12,576      324      315   24,867   10,320   12,615    8,141    5,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      9.0      1.2     56.6     56.2     76.1     66.4     23.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        4        7       33       34       47       41                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,348,510
COMMITMENTS
 500,596  624,289  171,062  2367503  2181625  3039161  2976976  309,349  371,534

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    139,038)
  47,119      645   42,764    8,961   86,249   98,844  129,658   40,194    9,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     18.6      5.1     70.7     65.2     90.8     88.9      9.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      52       75       56      119      151      202      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,656,819
COMMITMENTS
 296,606  301,535  348,579  972,332  941,097  1617517  1591211   39,302   65,608

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    128,059)
  63,239   41,007   22,564   38,701   56,211  124,504  119,782    3,555    8,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     18.2     21.0     58.7     56.8     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      20       54       51       58       73      116      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,170
COMMITMENTS
  28,751    6,782    2,676   19,523   42,147   50,949   51,605    9,221    8,565

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -557)
      48      909     -487      551   -1,218      113     -796     -669      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     11.3      4.4     32.4     70.0     84.7     85.8     15.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      41       17        6       30       28       72       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,339
COMMITMENTS
  57,501   13,563    5,352   39,045   84,294  101,898  103,209   18,441   17,130

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,113)
      96    1,817     -973    1,102   -2,436      225   -1,592   -1,338      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     11.3      4.4     32.4     70.0     84.7     85.8     15.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      41       17        6       30       28       72       50                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,865
COMMITMENTS
  47,308   47,987      256    1,249      544   48,813   48,787       52       78

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      6,739)
   9,417    8,371   -1,629   -1,026        0    6,762    6,742      -23       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    96.8     98.2      0.5      2.6      1.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      22       14        1        1        1       24       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,820
COMMITMENTS
   4,654    5,283       92   25,035   24,316   29,781   29,691       39      129

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,251)
  -2,047   -1,298        0      846       41   -1,201   -1,257      -50        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.7      0.3     84.0     81.5     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       14        1        9       20       19       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,906
COMMITMENTS
  10,447    5,800        0   15,401   20,027   25,848   25,827       58       79

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -259)
    -651      797        0      375     -990     -276     -193       17      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     22.4      0.0     59.4     77.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       12        0        6       11       14       23                  



Updated May 26, 2017