WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      607,685
COMMITMENTS
 156,371  170,736  183,050  219,027  206,649  558,447  560,435   49,238   47,250

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     18,378)
  10,716  -24,165   12,858   -5,113   26,536   18,461   15,229      -83    3,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     28.1     30.1     36.0     34.0     91.9     92.2      8.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      471)
     153      158      172      106      119      359      368                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      247,112
COMMITMENTS
  84,266   46,488   43,689   93,306  131,073  221,260  221,250   25,852   25,862

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -2,273)
    -804  -11,575     -987   -1,760    9,305   -3,550   -3,257    1,278      984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     18.8     17.7     37.8     53.0     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      74       55       70       85       90      198      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,856,434
COMMITMENTS
 443,898  238,089  474,366  739,166  892,481  1657429  1604937  199,005  251,498

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    126,625)
  38,690  -23,109   50,241   32,394   86,669  121,325  113,802    5,299   12,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     12.8     25.6     39.8     48.1     89.3     86.5     10.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      763)
     215      148      226      315      328      649      606                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,945
COMMITMENTS
   2,151    1,912    1,379    3,546    5,565    7,077    8,856    2,868    1,088

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        299)
     150       54      -36      330      400      444      417     -145     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     19.2     13.9     35.7     56.0     71.2     89.1     28.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        5        9       11       12       31       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      939,543
COMMITMENTS
 258,788   62,867  243,812  378,456  496,069  881,056  802,748   58,486  136,795

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     44,832)
  18,260   -1,258   25,522      900   20,307   44,683   44,570      150      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5      6.7     26.0     40.3     52.8     93.8     85.4      6.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      692)
     220      155      263      201      259      553      581                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,249
COMMITMENTS
   2,603      829      774    1,469    3,158    4,846    4,761      404      489

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6     15.8     14.7     28.0     60.2     92.3     90.7      7.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        7        6       11       13       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      416,903
COMMITMENTS
 107,777   25,978  102,783  173,974  260,811  384,534  389,573   32,368   27,330

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    -19,518)
   1,263   -2,918  -13,641   -3,207   -1,375  -15,586  -17,934   -3,932   -1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      6.2     24.7     41.7     62.6     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      94       72      107       92       91      250      230                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      776,146
COMMITMENTS
  94,310  112,798   91,454  457,330  380,359  643,094  584,610  133,052  191,536

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     23,067)
  17,738   -5,654   11,345    5,442   13,790   34,525   19,481  -11,458    3,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     14.5     11.8     58.9     49.0     82.9     75.3     17.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      32       35       44       74       77      128      134                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      767,243
COMMITMENTS
  52,045  121,393   25,085  572,965  503,348  650,095  649,826  117,148  117,416

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     24,944)
  -3,586   -3,122    5,693   16,799   15,626   18,905   18,197    6,038    6,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     15.8      3.3     74.7     65.6     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      10       14       11       64       55       81       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,787
COMMITMENTS
   2,721       69      618    1,066    3,943    4,405    4,630      382      157

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -154)
     169       69      -59     -241      -84     -131      -74      -23      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.8      1.4     12.9     22.3     82.4     92.0     96.7      8.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        1        5       10       15       26       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      429,046
COMMITMENTS
 124,369   32,751   78,302  174,842  286,138  377,513  397,191   51,533   31,854

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      9,957)
   4,214   -1,175    3,515    2,338    6,224   10,067    8,563     -110    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      7.6     18.3     40.8     66.7     88.0     92.6     12.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      99       56      101      101       98      260      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,640
COMMITMENTS
   2,016    5,908      837    6,568    3,922    9,421   10,667    3,219    1,973

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         33)
     -39       -2       57      -26       31       -8       86       40      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     46.7      6.6     52.0     31.0     74.5     84.4     25.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       24       10       21       13       45       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,476,287
COMMITMENTS
 305,562  277,366   77,673  984,444  949,035  1367680  1304075  108,608  172,212

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    115,092)
  25,490   10,268   10,900   81,974   79,737  118,364  100,905   -3,272   14,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     18.8      5.3     66.7     64.3     92.6     88.3      7.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      51       59       40      105      114      176      193                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,919,180
COMMITMENTS
 521,404  869,537  460,364  2590494  2021001  3572262  3350902  346,918  568,278

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    134,808)
  55,884  112,320   37,581   49,218  -10,841  142,683  139,060   -7,875   -4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     22.2     11.7     66.1     51.6     91.1     85.5      8.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      70      107      112      165      175      301      328                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      318,185
COMMITMENTS
  34,334   43,769      377  214,412  180,486  249,123  224,632   69,062   93,553

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        299)
   4,300      604       -2    6,423   -3,535   10,720   -2,933  -10,421    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     13.8      0.1     67.4     56.7     78.3     70.6     21.7     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        3       37       35       43       41                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,630,157
COMMITMENTS
 331,120  670,410  254,076  2791721  2319700  3376916  3244186  253,241  385,970

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    164,321)
 -36,820   92,924    3,036  198,231   71,227  164,447  167,187     -126   -2,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     18.5      7.0     76.9     63.9     93.0     89.4      7.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      43       84       67      142      163      231      268                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,319,198
COMMITMENTS
 136,199  276,396  274,870  883,499  726,059  1294568  1277325   24,631   41,873

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    124,013)
  26,204   34,152   19,767   76,500   72,447  122,471  126,366    1,542   -2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     21.0     20.8     67.0     55.0     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      24       50       42       64       77      115      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,644
COMMITMENTS
  35,232    7,701    2,246   17,529   44,893   55,007   54,840    9,637    9,804

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -480)
  -1,838     -213      594      576     -891     -669     -510      189       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5     11.9      3.5     27.1     69.4     85.1     84.8     14.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       24       12       31       35       80       64                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,288
COMMITMENTS
  70,465   15,402    4,491   35,058   89,786  110,014  109,679   19,274   19,609

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -960)
  -3,676     -425    1,187    1,152   -1,782   -1,338   -1,021      378       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5     11.9      3.5     27.1     69.4     85.1     84.8     14.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       24       12       31       35       80       64                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       35,113
COMMITMENTS
  27,725   34,727      369    6,883        0   34,977   35,096      136       17

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,978)
    -686   -1,982        0   -1,315        0   -2,001   -1,982       23        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    79.0     98.9      1.1     19.6      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      26        7        1        3        0       30        7                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,523
COMMITMENTS
  20,008    7,714       89   11,399   23,544   31,496   31,347       27      176

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -344)
  -1,105     -522        0      760      212     -345     -310        1      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.5     24.5      0.3     36.2     74.7     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       16        1        5       22       11       39                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       42,491
COMMITMENTS
  35,411    3,497      175    6,856   38,698   42,442   42,370       49      121

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -638)
    -345      183        0     -280     -826     -625     -643      -13        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.3      8.2      0.4     16.1     91.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       12        1        4       13       14       26                  



Updated February 17, 2017