WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      475,061
COMMITMENTS
 145,009  177,419  116,825  167,298  139,027  429,132  433,270   45,929   41,791

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -110,972)
 -15,150   19,369  -56,913  -36,063  -68,472 -108,126 -106,017   -2,846   -4,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5     37.3     24.6     35.2     29.3     90.3     91.2      9.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     133      143      145       97      108      323      319                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      218,198
COMMITMENTS
  87,264   40,508   30,196   79,104  123,730  196,564  194,434   21,634   23,764

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -28,103)
     715   -3,581  -12,697  -13,764  -11,163  -25,747  -27,441   -2,356     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     18.6     13.8     36.3     56.7     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      71       52       59       79       85      184      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,685,712
COMMITMENTS
 429,490  229,654  385,714  680,518  845,758  1495722  1461126  189,989  224,585

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -223,839)
 -11,020      -14 -115,939  -93,007  -84,763 -219,966 -200,716   -3,873  -23,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     13.6     22.9     40.4     50.2     88.7     86.7     11.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      790)
     204      145      222      321      352      652      624                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,719
COMMITMENTS
   2,047    1,574      703    2,329    4,577    5,079    6,854    2,641      865

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     -2,043)
     -41     -235     -730   -1,227   -1,137   -1,997   -2,102      -47       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     20.4      9.1     30.2     59.3     65.8     88.8     34.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        4        6       11       13       29       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      828,977
COMMITMENTS
 236,833   72,590  189,519  346,273  432,856  772,625  694,965   56,352  134,012

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -108,760)
 -11,932    5,825  -52,274  -43,735  -58,681 -107,941 -105,130     -819   -3,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      8.8     22.9     41.8     52.2     93.2     83.8      6.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      657)
     183      169      227      183      247      491      546                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,921
COMMITMENTS
   3,165    1,158    1,010    2,306    4,229    6,481    6,397      439      524

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        709)
     325      145       48      321      585      694      779       16      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.7     16.7     14.6     33.3     61.1     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        8        8       11       16       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      395,607
COMMITMENTS
  95,751   52,563   82,289  183,845  232,376  361,885  367,228   33,722   28,379

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -39,687)
  -3,682    6,558  -27,039   -7,495  -19,586  -38,216  -40,067   -1,472      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     13.3     20.8     46.5     58.7     91.5     92.8      8.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      88       79      105       89       82      241      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      758,866
COMMITMENTS
  87,309  109,291   75,838  451,457  402,917  614,604  588,046  144,262  170,820

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -30,525)
  -2,342      189  -22,780      215    4,319  -24,907  -18,272   -5,618  -12,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     14.4     10.0     59.5     53.1     81.0     77.5     19.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      31       31       42       71       80      123      132                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      748,693
COMMITMENTS
  56,880  124,283    9,786  565,092  495,921  631,758  629,990  116,935  118,703

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -34,357)
   2,007      437  -14,334   -8,604  -15,479  -20,931  -29,376  -13,427   -4,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     16.6      1.3     75.5     66.2     84.4     84.1     15.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
       9       14        7       63       56       76       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,751
COMMITMENTS
   2,710       49      779      855    3,744    4,344    4,572      407      179

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:       -206)
      65       49     -101     -140     -121     -176     -173      -30      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.0      1.0     16.4     18.0     78.8     91.4     96.2      8.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        1        4        9       15       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      405,369
COMMITMENTS
 124,094   30,131   64,183  170,765  279,243  359,042  373,556   46,327   31,813

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -26,263)
  -2,086    2,744  -15,307   -5,257  -12,900  -22,650  -25,463   -3,613     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      7.4     15.8     42.1     68.9     88.6     92.2     11.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      91       50       77       89       92      225      183                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,248
COMMITMENTS
   1,976    5,570      567    6,542    4,145    9,084   10,282    3,164    1,966

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:       -614)
      36     -401     -475       79      213     -360     -663     -253       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     45.5      4.6     53.4     33.8     74.2     83.9     25.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       23        8       24       12       45       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,436,646
COMMITMENTS
 263,425  291,269   42,823  1025222  949,638  1331469  1283730  105,177  152,916

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -183,133)
 -53,487   22,234  -62,355  -60,374 -121,975 -176,216 -162,096   -6,916  -21,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     20.3      3.0     71.4     66.1     92.7     89.4      7.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      54       58       42      110      115      185      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,764,076
COMMITMENTS
 484,167  849,786  384,131  2524510  1973738  3392809  3207655  371,268  556,421

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -400,441)
 -41,447   39,567  -92,898 -254,151 -305,464 -388,496 -358,795  -11,945  -41,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     22.6     10.2     67.1     52.4     90.1     85.2      9.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      56      100      103      159      184      282      320                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      339,258
COMMITMENTS
  53,802   55,387    1,231  218,019  181,082  273,052  237,700   66,206  101,558

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,659)
  19,071    4,869   -4,631    1,727    6,077   16,166    6,315  -12,508   -2,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     16.3      0.4     64.3     53.4     80.5     70.1     19.5     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        7        5       38       39       49       49                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,365,862
COMMITMENTS
 375,213  638,404  258,949  2477630  2099190  3111792  2996543  254,071  369,319

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:   -452,422)
  -2,905  -10,337  -68,448 -356,042 -348,167 -427,395 -426,952  -25,027  -25,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     19.0      7.7     73.6     62.4     92.5     89.0      7.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      54       74       69      130      153      227      253                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,584,340
COMMITMENTS
 197,687  352,629  302,609  1049458  876,595  1549754  1531833   34,586   52,507

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    128,156)
  69,610   65,476  -27,537   81,124   92,047  123,196  129,985    4,960   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     22.3     19.1     66.2     55.3     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      28       41       43       66       75      118      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,646
COMMITMENTS
  38,287    8,360    3,381   18,576   48,090   60,243   59,832   10,403   10,815

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      6,235)
   4,540      498      853      495    3,351    5,888    4,702      346    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2     11.8      4.8     26.3     68.1     85.3     84.7     14.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      46       24       15       33       37       86       69                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      141,292
COMMITMENTS
  76,573   16,721    6,762   37,152   96,181  120,487  119,663   20,805   21,629

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     12,469)
   9,081      996    1,706      990    6,703   11,777    9,405      692    3,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2     11.8      4.8     26.3     68.1     85.3     84.7     14.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      46       24       15       33       37       86       69                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,884
COMMITMENTS
  30,964   37,502      369    6,444        0   37,777   37,871      107       13

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,812)
   3,279    2,800        0     -464        0    2,815    2,800       -3       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.7     99.0      1.0     17.0      0.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      29        8        1        3        0       33        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,387
COMMITMENTS
  18,396    6,453    1,955   11,997   23,830   32,348   32,238       39      149

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        161)
  -2,068   -1,279    1,816      449     -361      197      176      -36      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.8     19.9      6.0     37.0     73.6     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7       16        3        5       22       13       40                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       44,576
COMMITMENTS
  34,755    3,327    2,955    6,813   38,177   44,523   44,459       53      117

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,475)
  -1,036      969    2,780     -277   -2,218    1,467    1,531        8      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.0      7.5      6.6     15.3     85.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        7        4        5       14       16       24                  



Updated March 3, 2017