WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      594,469
COMMITMENTS
 128,988  272,280  164,793  246,971  112,879  540,752  549,951   53,718   44,518

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -25,612)
  -4,673   17,617  -14,941   -6,242  -27,178  -25,855  -24,502      243   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     45.8     27.7     41.5     19.0     91.0     92.5      9.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      471)
     148      166      171      123      105      369      361                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,127
COMMITMENTS
 104,941  112,333   47,325  113,753  109,584  266,019  269,242   25,108   21,885

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        908)
   1,612    8,461    4,589   -3,435  -10,853    2,766    2,198   -1,858   -1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     38.6     16.3     39.1     37.6     91.4     92.5      8.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      78       65       69       91       86      204      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,839,080
COMMITMENTS
 320,115  443,163  468,600  814,337  722,068  1603051  1633831  236,028  205,249

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -63,624)
  -9,260   40,630  -33,875  -25,092  -55,900  -68,227  -49,145    4,602  -14,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     24.1     25.5     44.3     39.3     87.2     88.8     12.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     216      164      256      342      317      694      632                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,690
COMMITMENTS
   1,562    1,101      527    2,255    4,069    4,344    5,697    2,346      992

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,200)
     114      214     -401     -861     -914   -1,149   -1,101      -52      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     16.5      7.9     33.7     60.8     64.9     85.2     35.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        6        7       10       11       25       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      821,873
COMMITMENTS
 136,592  174,963  199,740  425,389  323,958  761,721  698,661   60,151  123,212

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:   -185,112)
  -3,472    3,394 -103,085  -77,203  -76,422 -183,760 -176,113   -1,352   -8,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     21.3     24.3     51.8     39.4     92.7     85.0      7.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      665)
     170      203      243      218      238      527      567                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,731
COMMITMENTS
   3,373    1,881    2,572    6,312    7,785   12,258   12,238      473      493

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:       -875)
    -639      249     -553      266     -476     -926     -780       51      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     14.8     20.2     49.6     61.2     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        9       11       11       13       23       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      452,008
COMMITMENTS
  99,062  128,244   92,391  223,040  195,333  414,493  415,968   37,515   36,040

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -30,536)
  11,461     -473  -24,155  -16,892   -6,955  -29,586  -31,584     -950    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     28.4     20.4     49.3     43.2     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      81      108      115       98       79      250      249                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      763,388
COMMITMENTS
 115,922   86,338   85,266  400,482  414,485  601,669  586,089  161,719  177,299

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -90,895)
  23,368  -31,077  -46,689  -60,262    1,140  -83,583  -76,625   -7,312  -14,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     11.3     11.2     52.5     54.3     78.8     76.8     21.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      43       26       46       69       76      127      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      735,143
COMMITMENTS
  40,311  114,391    3,821  572,493  518,488  616,625  636,699  118,518   98,444

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      3,563)
     924   -4,032     -325    6,738   15,975    7,338   11,618   -3,775   -8,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     15.6      0.5     77.9     70.5     83.9     86.6     16.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       9       13        8       62       60       76       76                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,859
COMMITMENTS
   2,706      260      516    1,188    4,007    4,410    4,783      449       76

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:         66)
     -61       83      -68      173       64       44       79       22      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.7      5.4     10.6     24.4     82.5     90.8     98.4      9.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        2        4        8       10       23       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      394,527
COMMITMENTS
  93,363   69,544   65,708  187,328  219,055  346,399  354,307   48,128   40,220

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:    -25,318)
  -5,728   -1,585   -9,682  -10,353  -12,438  -25,763  -23,704      445   -1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     17.6     16.7     47.5     55.5     87.8     89.8     12.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      79       73       93      105       97      241      219                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,168
COMMITMENTS
   1,990    3,732      579    5,015    4,190    7,584    8,502    2,584    1,666

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:         38)
    -194    1,565     -105      272   -1,500      -27      -40       65       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     36.7      5.7     49.3     41.2     74.6     83.6     25.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       24       11       17       15       41       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,418,180
COMMITMENTS
 268,903  249,892   70,020  950,379  952,393  1289303  1272305  128,878  145,875

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     15,190)
 -36,215  -20,842   15,883   32,734   15,195   12,402   10,236    2,789    4,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     17.6      4.9     67.0     67.2     90.9     89.7      9.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      66       42       42      108      115      187      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,789,836
COMMITMENTS
 809,050  587,208  373,431  2218009  2275659  3400489  3236298  389,347  553,538

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:   -420,360)
  98,257  -92,027 -230,169 -270,202  -85,599 -402,114 -407,795  -18,245  -12,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     15.5      9.9     58.5     60.0     89.7     85.4     10.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      80       94      100      176      195      309      336                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,689
COMMITMENTS
  55,193   43,650    2,618  213,381  197,148  271,192  243,416   80,497  108,274

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        202)
     420   -3,084    1,989   -1,655   -3,600      754   -4,695     -552    4,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     12.4      0.7     60.7     56.1     77.1     69.2     22.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        6        5       33       34       46       41                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,365,455
COMMITMENTS
 584,920  620,621  194,777  2289189  2189223  3068886  3004621  296,569  360,834

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:   -157,528)
  35,992   25,780 -135,691  -71,278  -47,811 -170,977 -157,722   13,449      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     18.4      5.8     68.0     65.0     91.2     89.3      8.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      56       65       65      131      160      222      255                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,702,339
COMMITMENTS
 138,564  352,820  328,270  1199736  965,350  1666570  1646440   35,769   55,899

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     30,270)
 -21,128  -38,626   25,382   20,570   48,293   24,824   35,049    5,446   -4,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     20.7     19.3     70.5     56.7     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       49       51       62       77      122      152                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,417
COMMITMENTS
  38,166    5,705    3,409   16,111   49,635   57,686   58,749    9,730    8,668

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:        990)
    -403      733     -658    1,849     -286      788     -211      202    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.6      8.5      5.1     23.9     73.6     85.6     87.1     14.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      47       19       13       33       31       85       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      134,833
COMMITMENTS
  76,332   11,410    6,818   32,223   99,271  115,373  117,498   19,460   17,335

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:      1,981)
    -807    1,467   -1,316    3,699     -572    1,576     -421      404    2,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.6      8.5      5.1     23.9     73.6     85.6     87.1     14.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      47       19       13       33       31       85       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       31,237
COMMITMENTS
  28,596   30,295      369    2,238      495   31,203   31,159       34       78

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -9,845)
  -9,832   -9,867        0        0        0   -9,832   -9,867      -13       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    91.5     97.0      1.2      7.2      1.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23       14        1        2        1       26       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,357
COMMITMENTS
   7,957    6,617       92   23,260   24,537   31,309   31,246       48      111

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:       -255)
  -1,227     -226        0      934       24     -293     -202       38      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     21.1      0.3     74.2     78.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       15        1        8       20       18       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,702
COMMITMENTS
  16,167    4,080        0   10,421   22,548   26,588   26,628      114       74

CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST:     -1,065)
     269     -583      -34   -1,360     -432   -1,125   -1,049       60      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.5     15.3      0.0     39.0     84.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        7        0        6       11       18       18                  



Updated April 28, 2017