WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      503,549
COMMITMENTS
 146,175  184,979  126,921  186,784  149,143  459,879  461,043   43,670   42,506

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     28,488)
   1,166    7,560   10,096   19,486   10,116   30,748   27,772   -2,259      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     36.7     25.2     37.1     29.6     91.3     91.6      8.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     137      158      153      104      114      341      334                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      224,417
COMMITMENTS
  84,584   40,815   36,296   81,256  124,936  202,136  202,047   22,280   22,370

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      6,219)
  -2,681      307    6,101    2,153    1,206    5,573    7,613      647   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.7     18.2     16.2     36.2     55.7     90.1     90.0      9.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      74       47       66       80       88      190      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,707,744
COMMITMENTS
 434,664  238,847  392,978  688,883  849,808  1516525  1481634  191,219  226,111

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     22,033)
   5,175    9,193    7,264    8,364    4,050   20,803   20,507    1,230    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     14.0     23.0     40.3     49.8     88.8     86.8     11.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      786)
     202      155      225      319      353      646      633                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,593
COMMITMENTS
   1,904    1,208    1,032    2,012    4,373    4,948    6,613    2,646      980

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -126)
    -144     -366      330     -317     -204     -131     -241        5      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     15.9     13.6     26.5     57.6     65.2     87.1     34.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        6        7       11       13       29       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      832,019
COMMITMENTS
 234,161   73,216  192,058  351,750  432,222  777,969  697,496   54,050  134,523

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,042)
  -2,672      626    2,540    5,477     -634    5,345    2,531   -2,303      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      8.8     23.1     42.3     51.9     93.5     83.8      6.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      647)
     186      163      223      183      247      483      542                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,538
COMMITMENTS
   2,708    1,305    1,059    3,307    4,589    7,075    6,952      463      585

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        617)
    -457      146       49    1,002      360      593      555       24       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     17.3     14.0     43.9     60.9     93.9     92.2      6.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        8        8       10       16       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,102
COMMITMENTS
  96,706   57,699   87,819  181,764  228,008  366,289  373,526   33,813   26,576

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      4,495)
     955    5,136    5,530   -2,082   -4,368    4,404    6,298       91   -1,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     14.4     21.9     45.4     57.0     91.5     93.4      8.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      87       79      107       93       84      245      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      799,736
COMMITMENTS
  90,300  127,659   87,560  480,777  412,709  658,638  627,928  141,098  171,808

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     40,869)
   2,991   18,367   11,722   29,320    9,792   44,033   39,881   -3,164      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     16.0     10.9     60.1     51.6     82.4     78.5     17.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      33       34       45       73       80      128      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      730,007
COMMITMENTS
  53,041  117,791    7,577  551,905  479,022  612,523  604,390  117,484  125,617

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:    -18,686)
  -3,839   -6,492   -2,209  -13,187  -16,899  -19,235  -25,600      549    6,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     16.1      1.0     75.6     65.6     83.9     82.8     16.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       9       13        6       63       54       75       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,571
COMMITMENTS
   2,805        0      586      793    3,845    4,184    4,431      387      140

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -180)
      95      -49     -193      -62      101     -160     -141      -20      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.4      0.0     12.8     17.3     84.1     91.5     96.9      8.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        0        4        6       14       20       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      399,907
COMMITMENTS
 118,606   31,767   64,384  169,553  270,731  352,544  366,882   47,364   33,025

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,461)
  -5,488    1,637      202   -1,212   -8,512   -6,499   -6,674    1,037    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      7.9     16.1     42.4     67.7     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      83       59       74       87       92      213      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,205
COMMITMENTS
   1,936    5,339      614    6,305    4,266    8,855   10,218    3,350    1,986

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        -44)
     -40     -232       47     -237      121     -229      -64      186       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     43.7      5.0     51.7     35.0     72.6     83.7     27.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       22        7       23       13       42       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,435,566
COMMITMENTS
 215,952  354,074   69,310  1036671  849,509  1321932  1272893  113,634  162,673

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,080)
 -47,472   62,805   26,487   11,449 -100,129   -9,537  -10,837    8,457    9,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     24.7      4.8     72.2     59.2     92.1     88.7      7.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      53       57       40      109      114      181      192                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,794,587
COMMITMENTS
 525,644  813,609  380,536  2535970  2019629  3442150  3213774  352,438  580,814

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     30,511)
  41,477  -36,177   -3,595   11,460   45,891   49,341    6,118  -18,830   24,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     21.4     10.0     66.8     53.2     90.7     84.7      9.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      77       98      106      166      187      296      338                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      339,191
COMMITMENTS
  62,512   53,181      441  210,303  175,891  273,256  229,513   65,935  109,678

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        -67)
   8,710   -2,206     -790   -7,716   -5,191      204   -8,187     -271    8,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     15.7      0.1     62.0     51.9     80.6     67.7     19.4     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        7        5       36       36       47       46                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,357,117
COMMITMENTS
 316,764  705,818  277,251  2519501  1966303  3113516  2949372  243,601  407,744

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -8,746)
 -58,449   67,413   18,303   41,871 -132,887    1,724  -47,171  -10,470   38,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     21.0      8.3     75.0     58.6     92.7     87.9      7.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      52       78       72      138      158      231      267                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,401,764
COMMITMENTS
 120,998  367,257  256,630  987,219  725,672  1364847  1349560   36,917   52,204

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:   -182,576)
 -76,689   14,628  -45,979  -62,239 -150,923 -184,907 -182,274    2,331     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     26.2     18.3     70.4     51.8     97.4     96.3      2.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      29       33       49       62       69      118      130                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,841
COMMITMENTS
  41,337    8,490    4,273   18,286   52,600   63,897   65,363   10,945    9,478

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      4,195)
   3,051      130      893     -290    4,509    3,653    5,532      542   -1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.2     11.3      5.7     24.4     70.3     85.4     87.3     14.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      54       23       15       31       33       92       64                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      149,682
COMMITMENTS
  82,674   16,980    8,547   36,572  105,200  127,793  130,726   21,889   18,956

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      8,390)
   6,101      259    1,785     -580    9,019    7,306   11,063    1,084   -2,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.2     11.3      5.7     24.4     70.3     85.4     87.3     14.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      54       23       15       31       33       92       64                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       38,256
COMMITMENTS
  30,635   37,854      376    7,123        0   38,134   38,230      122       26

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        372)
    -329      352        7      679        0      357      359       15       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.1     98.9      1.0     18.6      0.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      25       11        2        4        0       30       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,468
COMMITMENTS
  20,166    6,690       87   12,142   25,522   32,395   32,299       73      169

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:         81)
   1,770      237   -1,868      145    1,692       47       61       34       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.1     20.6      0.3     37.4     78.6     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       16        2        6       22       12       40                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       47,785
COMMITMENTS
  38,290    3,441      181    9,313   44,041   47,784   47,663        1      122

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,209)
   3,535      114   -2,774    2,500    5,864    3,261    3,204      -52        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.1      7.2      0.4     19.5     92.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        8        2        5       14       16       24                  



Updated March 10, 2017