WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      557,093
COMMITMENTS
 130,112  234,331  167,434  210,702  113,407  508,248  515,172   48,845   41,921

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -37,377)
   1,124  -37,948    2,641  -36,268      528  -32,504  -34,779   -4,873   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     42.1     30.1     37.8     20.4     91.2     92.5      8.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     146      148      164      113      109      360      330                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      267,715
COMMITMENTS
  98,128   89,085   43,665  101,950  112,021  243,743  244,772   23,972   22,943

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -23,412)
  -6,814  -23,248   -3,659  -11,803    2,437  -22,277  -24,470   -1,135    1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     33.3     16.3     38.1     41.8     91.0     91.4      9.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      72       57       64       89       88      188      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,756,829
COMMITMENTS
 313,586  426,661  451,291  766,130  683,255  1531006  1561207  225,822  195,622

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -82,251)
  -6,529  -16,502  -17,309  -48,207  -38,813  -72,045  -72,624  -10,206   -9,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     24.3     25.7     43.6     38.9     87.1     88.9     12.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      790)
     222      159      243      335      327      673      630                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,403
COMMITMENTS
   1,549      962      602    2,228    4,123    4,379    5,687    2,024      716

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -286)
     -13     -139       75      -27       54       35      -10     -321     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     15.0      9.4     34.8     64.4     68.4     88.8     31.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        7        7       12       12       29       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      796,675
COMMITMENTS
 139,236  172,443  198,821  403,493  308,824  741,549  680,087   55,126  116,588

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -25,197)
   2,643   -2,521     -919  -21,896  -15,134  -20,172  -18,574   -5,025   -6,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     21.6     25.0     50.6     38.8     93.1     85.4      6.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      664)
     176      191      243      197      241      505      565                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,480
COMMITMENTS
   3,368    1,897    2,567    6,066    7,565   12,001   12,030      480      451

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -250)
      -6       16       -5     -247     -220     -257     -208        7      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     15.2     20.6     48.6     60.6     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9       11       10       12       22       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      460,786
COMMITMENTS
 103,593  121,984  105,553  214,397  201,649  423,543  429,186   37,243   31,600

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      8,778)
   4,531   -6,259   13,162   -8,643    6,315    9,050   13,218     -272   -4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     26.5     22.9     46.5     43.8     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      91      104      120       92       79      257      249                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      764,438
COMMITMENTS
 112,436   92,930   84,029  408,377  404,200  604,842  581,160  159,597  183,279

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,050)
  -3,485    6,592   -1,237    7,895  -10,285    3,173   -4,929   -2,122    5,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     12.2     11.0     53.4     52.9     79.1     76.0     20.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      34       35       42       75       77      129      134                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      736,157
COMMITMENTS
  30,870  119,611    9,836  582,981  509,604  623,687  639,051  112,470   97,106

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,014)
  -9,441    5,220    6,015   10,488   -8,884    7,062    2,351   -6,048   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     16.2      1.3     79.2     69.2     84.7     86.8     15.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       7       12        8       60       58       72       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,484
COMMITMENTS
   2,255       52      579    1,211    3,718    4,045    4,349      439      135

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -375)
    -451     -208       63       23     -289     -365     -434      -10       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3      1.2     12.9     27.0     82.9     90.2     97.0      9.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        1        3        8       11       20       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      401,680
COMMITMENTS
  88,631   74,210   71,853  194,789  216,308  355,274  362,372   46,406   39,307

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      7,153)
  -4,732    4,667    6,146    7,461   -2,747    8,875    8,066   -1,722     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     18.5     17.9     48.5     53.9     88.4     90.2     11.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      78       76       93      101       90      230      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,746
COMMITMENTS
   2,076    5,141      941    5,870    4,023    8,887   10,105    2,859    1,641

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,578)
      87    1,409      362      855     -168    1,303    1,603      275      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     43.8      8.0     50.0     34.2     75.7     86.0     24.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       27       15       26       14       54       51                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,410,169
COMMITMENTS
 254,342  247,023   66,558  965,849  950,056  1286748  1263637  123,420  146,532

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -8,011)
 -14,562   -2,870   -3,462   15,470   -2,336   -2,554   -8,668   -5,457      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     17.5      4.7     68.5     67.4     91.2     89.6      8.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      65       44       39      112      115      190      185                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,877,509
COMMITMENTS
 813,790  633,796  387,578  2258317  2289775  3459685  3311149  417,824  566,360

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     87,672)
   4,740   46,588   14,147   40,308   14,116   59,195   74,850   28,477   12,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     16.3     10.0     58.2     59.1     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      66      114       98      181      196      313      342                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      346,816
COMMITMENTS
  51,973   44,950    3,357  213,888  190,707  269,218  239,014   77,598  107,802

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -4,873)
  -3,221    1,300      740      507   -6,441   -1,974   -4,401   -2,899     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     13.0      1.0     61.7     55.0     77.6     68.9     22.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        4       33       34       44       40                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,424,624
COMMITMENTS
 563,123  629,313  195,904  2366190  2235173  3125218  3060390  299,407  364,234

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     59,169)
 -21,797    8,692    1,127   77,002   45,950   56,332   55,769    2,837    3,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     18.4      5.7     69.1     65.3     91.3     89.4      8.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      47       76       65      129      162      216      263                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,275,012
COMMITMENTS
 162,034  199,420  243,594  836,785  776,443  1242413  1219457   32,599   55,555

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:   -427,327)
  23,470 -153,400  -84,676 -362,951 -188,907 -424,157 -426,983   -3,170     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     15.6     19.1     65.6     60.9     97.4     95.6      2.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       50       44       50       69      102      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,926
COMMITMENTS
  34,355    5,120    3,262   16,321   47,821   53,937   56,204    9,989    7,722

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -3,491)
  -3,811     -584     -147      209   -1,814   -3,749   -2,546      258     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7      8.0      5.1     25.5     74.8     84.4     87.9     15.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      47       16       14       31       30       84       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,852
COMMITMENTS
  68,709   10,241    6,524   32,641   95,642  107,874  112,407   19,977   15,444

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -6,982)
  -7,623   -1,169     -294      418   -3,628   -7,499   -5,091      517   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7      8.0      5.1     25.5     74.8     84.4     87.9     15.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      47       16       14       31       30       84       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       39,214
COMMITMENTS
  36,606   38,468      369    2,181      295   39,156   39,132       58       82

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      7,977)
   8,010    8,173        0      -57     -200    7,953    7,973       24        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    93.3     98.1      0.9      5.6      0.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25       14        1        2        1       28       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,636
COMMITMENTS
   5,789    6,504       92   23,713   22,918   29,594   29,514       42      122

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,721)
  -2,168     -113        0      453   -1,619   -1,715   -1,732       -6       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     21.9      0.3     80.0     77.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        8       19       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,965
COMMITMENTS
  12,975    4,243        0   12,883   21,650   25,858   25,893      107       72

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -737)
  -3,192      163        0    2,462     -898     -730     -735       -7       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     16.3      0.0     49.6     83.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        8        0        6       12       16       20                  



Updated May 5, 2017