WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      613,152
COMMITMENTS
 136,631  243,631  183,287  240,741  138,223  560,659  565,141   52,493   48,011

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,967)
   1,549      344   -9,061    5,935    4,121   -1,577   -4,597   -1,389    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     39.7     29.9     39.3     22.5     91.4     92.2      8.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     154      156      181      115      114      373      364                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      285,975
COMMITMENTS
 102,137  100,235   37,545  118,874  123,789  258,557  261,569   27,417   24,405

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      2,588)
   4,217    4,388   -1,439      293      692    3,071    3,641     -484   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     35.1     13.1     41.6     43.3     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      84       56       64       90       86      199      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,885,245
COMMITMENTS
 340,948  397,227  478,264  826,343  788,245  1645556  1663736  239,689  221,509

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     30,808)
     284   14,543    7,315   15,378   11,478   22,977   33,336    7,831   -2,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     21.1     25.4     43.8     41.8     87.3     88.3     12.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      790)
     212      163      242      340      326      684      625                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,712
COMMITMENTS
   1,397      837    1,026    2,928    4,865    5,351    6,728    2,362      984

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        103)
    -236      -30       12      471       83      247       66     -144       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     10.9     13.3     38.0     63.1     69.4     87.2     30.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        4        9       12       13       28       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,005,527
COMMITMENTS
 143,330  157,905  305,148  492,734  403,707  941,212  866,761   64,316  138,767

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     33,161)
  -7,431   22,595   22,490   14,004  -13,705   29,064   31,381    4,097    1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     15.7     30.3     49.0     40.1     93.6     86.2      6.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      700)
     179      216      267      211      235      545      596                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,343
COMMITMENTS
   3,248    1,434      213    1,375    3,601    4,836    5,248   14,507   14,095

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      7.4      1.1      7.1     18.6     25.0     27.1     75.0     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        4        4       10       10       17                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,359
COMMITMENTS
   3,740    1,605    2,965    6,228    8,308   12,933   12,878      427      481

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -170)
    -402     -156      267      -59     -250     -194     -139       24      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     12.0     22.2     46.6     62.2     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        9       11       11       14       23       26                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      475,103
COMMITMENTS
  85,976  127,421  110,447  240,088  203,128  436,512  440,996   38,591   34,107

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      4,551)
  -2,280    9,093     -762    5,026   -4,032    1,984    4,299    2,568      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     26.8     23.2     50.5     42.8     91.9     92.8      8.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      78      105      118       95       85      249      260                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      807,481
COMMITMENTS
  90,558  116,150  101,233  459,765  394,983  651,555  612,367  155,925  195,114

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     34,285)
  -1,174   -5,570   12,232   23,246   10,077   34,304   16,738      -19   17,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     14.4     12.5     56.9     48.9     80.7     75.8     19.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       28       44       73       72      127      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,764
COMMITMENTS
  41,893  126,338    4,273  557,889  488,508  604,055  619,119  120,709  105,645

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      9,741)
   5,668    9,427   -6,265    8,143    4,887    7,546    8,049    2,195    1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     17.4      0.6     77.0     67.4     83.3     85.4     16.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       8       14        9       58       54       71       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,584
COMMITMENTS
   3,325       95      330      510    4,052    4,165    4,477      419      107

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -398)
      75      -28      -82     -407     -235     -414     -345       16      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.5      2.1      7.2     11.1     88.4     90.9     97.7      9.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      15        1        5        5       10       21       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      430,439
COMMITMENTS
 103,824   69,057   78,174  200,685  239,538  382,683  386,769   47,756   43,669

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      9,938)
   2,402    8,855     -509    6,728   -1,502    8,621    6,844    1,316    3,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     16.0     18.2     46.6     55.6     88.9     89.9     11.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      83       74       96      104      100      242      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,802
COMMITMENTS
   2,288    2,665    1,011    4,833    5,582    8,133    9,259    2,669    1,543

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -311)
     -84     -977      201     -229      596     -112     -180     -199     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     24.7      9.4     44.7     51.7     75.3     85.7     24.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       17       12       18       16       45       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,397,844
COMMITMENTS
 302,413  273,528   48,513  923,344  935,587  1274270  1257628  123,574  140,216

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     14,627)
  13,358  -22,682   10,051  -15,053   37,533    8,355   24,903    6,271  -10,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     19.6      3.5     66.1     66.9     91.2     90.0      8.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      53       54       41      109      121      184      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,900,478
COMMITMENTS
 689,184  712,940  493,213  2330905  2120831  3513302  3326984  387,176  573,493

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    192,556)
  65,272   72,630   38,967   78,046   75,782  182,285  187,379   10,271    5,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     18.3     12.6     59.8     54.4     90.1     85.3      9.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      78      104      102      179      197      312      348                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      358,765
COMMITMENTS
  63,413   52,214      380  211,455  206,779  275,248  259,373   83,517   99,392

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     13,201)
  11,515   -2,838       10      767   19,012   12,293   16,184      908   -2,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     14.6      0.1     58.9     57.6     76.7     72.3     23.3     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        8        5       36       36       49       45                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,318,670
COMMITMENTS
 435,523  603,688  279,916  2322255  2076646  3037694  2960250  280,976  358,420

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    130,196)
  54,737  -40,197   64,663   -6,898  105,318  112,501  129,783   17,695      413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     18.2      8.4     70.0     62.6     91.5     89.2      8.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      55       71       71      130      166      224      269                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,654,666
COMMITMENTS
 158,418  371,183  317,888  1145829  902,072  1622135  1591144   32,530   63,522

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     80,140)
     551    6,135   26,035   52,610   43,549   79,196   75,719      944    4,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     22.4     19.2     69.2     54.5     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       43       48       62       78      117      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,450
COMMITMENTS
  37,625    4,134    3,834   14,302   49,727   55,761   57,694    9,689    7,756

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -253)
     871      616      160   -1,366     -964     -335     -187       82      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.5      6.3      5.9     21.9     76.0     85.2     88.2     14.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      49       16       10       27       34       80       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,900
COMMITMENTS
  75,250    8,267    7,668   28,605   99,454  111,522  115,388   19,378   15,512

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -507)
   1,741    1,232      321   -2,732   -1,927     -670     -374      163     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.5      6.3      5.9     21.9     76.0     85.2     88.2     14.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      49       16       10       27       34       80       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       36,829
COMMITMENTS
  33,329   35,780      369    3,095      595   36,793   36,744       36       85

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,277)
   1,303    1,203        0       -4       59    1,299    1,262      -22       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.5     97.2      1.0      8.4      1.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      25       12        1        2        1       28       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,709
COMMITMENTS
  10,865    6,972       92   20,742   24,510   31,699   31,574       10      135

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,239)
  -3,722     -194        0    2,484   -1,057   -1,238   -1,251       -1       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     22.0      0.3     65.4     77.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       15        1        9       21       19       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,798
COMMITMENTS
  16,087    4,630       35    9,633   21,049   25,755   25,714       43       84

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -716)
  -1,132      485      -54      452   -1,136     -734     -705       18      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4     17.9      0.1     37.3     81.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        1        6       11       18       19                  



Updated April 14, 2017