WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      566,325
COMMITMENTS
 136,808  227,786  186,917  191,104  109,922  514,829  524,625   51,497   41,701

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,681)
   2,100   -9,873   14,890  -11,281    1,941    5,710    6,958    1,971      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     40.2     33.0     33.7     19.4     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     153      147      173      122      105      374      337                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      285,419
COMMITMENTS
  91,784   80,320   53,066  113,926  127,791  258,777  261,177   26,642   24,242

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     21,164)
  -1,217      654   14,045    6,812    6,012   19,640   20,711    1,524      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     28.1     18.6     39.9     44.8     90.7     91.5      9.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      77       56       70       95       88      202      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,834,218
COMMITMENTS
 332,543  443,697  490,823  774,182  695,489  1597548  1630009  236,670  204,208

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     24,268)
   3,246  -17,426    8,384    5,031   31,505   16,660   22,463    7,608    1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     24.2     26.8     42.2     37.9     87.1     88.9     12.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      796)
     221      167      246      338      324      687      629                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,116
COMMITMENTS
   1,640      538      729    2,344    5,010    4,713    6,278    2,403      839

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         98)
     -32     -108       65      -16      212       17      169       82      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0      7.6     10.2     32.9     70.4     66.2     88.2     33.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        7        6       13       13       30       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      843,018
COMMITMENTS
 132,585  183,096  226,107  427,862  314,692  786,554  723,895   56,463  119,123

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     38,913)
 -13,193   15,477   19,639   29,648    4,373   36,094   39,488    2,819     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     21.7     26.8     50.8     37.3     93.3     85.9      6.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     178      206      255      202      236      524      573                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,274
COMMITMENTS
   3,448    2,493    3,183    7,114    8,265   13,744   13,941      530      333

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      2,174)
     476      323      748    1,061    1,228    2,285    2,298     -111     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     17.5     22.3     49.8     57.9     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4       10       11       10       11       22       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      458,168
COMMITMENTS
 109,573  106,416  108,533  205,366  210,401  423,472  425,349   34,695   32,818

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      9,056)
    -758      524    6,248    7,229    2,202   12,718    8,974   -3,662       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     23.2     23.7     44.8     45.9     92.4     92.8      7.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      98       98      125       92       82      262      255                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      980,430
COMMITMENTS
 146,347  107,737  168,385  484,404  507,845  799,136  783,968  181,294  196,462

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    169,966)
  26,630  -17,603   80,717   53,398   95,386  160,746  158,500    9,220   11,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     11.0     17.2     49.4     51.8     81.5     80.0     18.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      41       29       46       75       81      135      138                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      774,577
COMMITMENTS
  32,295  140,992   13,062  584,881  511,438  630,238  665,492  144,339  109,084

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     16,774)
  -1,902      445   -3,405     -325   17,487   -5,632   14,527   22,407    2,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     18.2      1.7     75.5     66.0     81.4     85.9     18.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      12       14       10       64       62       83       79                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,343
COMMITMENTS
   1,221      248      643    1,204    2,262    3,068    3,153      275      190

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         35)
    -377     -161      242      193      -29       58       52      -23      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5      7.4     19.2     36.0     67.7     91.8     94.3      8.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        2        4        9       13       18       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      435,533
COMMITMENTS
  85,593   97,235   92,998  210,942  203,261  389,533  393,493   46,000   42,040

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     28,073)
  -5,105   16,207   16,432   18,009   -8,335   29,336   24,304   -1,263    3,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     22.3     21.4     48.4     46.7     89.4     90.3     10.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      72       84       97      107       96      239      236                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,492
COMMITMENTS
   2,319    2,151    1,190    4,990    5,433    8,499    8,774    1,994    1,718

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        455)
     251     -829      290      -11      820      530      281      -75      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     20.5     11.3     47.6     51.8     81.0     83.6     19.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       17       15       19       12       48       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,459,108
COMMITMENTS
 228,629  248,257  109,800  960,822  898,546  1299251  1256603  159,857  202,505

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        502)
 -28,790   13,798   45,712  -56,000  -85,453  -39,078  -25,942   39,580   26,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     17.0      7.5     65.8     61.6     89.0     86.1     11.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      68       56       56      114      120      206      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,237,132
COMMITMENTS
 920,019  555,008  573,891  2344148  2526914  3838058  3655813  399,074  581,319

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    251,382)
  60,327  -88,052  145,841   27,912  201,385  234,081  259,174   17,302   -7,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     13.1     13.5     55.3     59.6     90.6     86.3      9.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      90       93       98      183      202      321      345                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      370,752
COMMITMENTS
  67,701   33,486    4,344  209,968  208,192  282,013  246,022   88,739  124,730

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     18,461)
   9,681  -12,576      324      315   24,867   10,320   12,615    8,141    5,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      9.0      1.2     56.6     56.2     76.1     66.4     23.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        4        7       33       34       47       41                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,551,826
COMMITMENTS
 493,217  590,387  320,499  2421718  2256055  3235433  3166941  316,392  384,884

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    177,706)
  44,714      456   72,220   19,667   92,998  136,601  165,674   41,105   12,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     16.6      9.0     68.2     63.5     91.1     89.2      8.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      55       74       76      131      155      230      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,657,402
COMMITMENTS
 296,606  301,564  348,828  972,367  941,118  1617801  1591510   39,601   65,892

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    128,063)
  63,239   41,006   22,564   38,702   56,215  124,505  119,785    3,558    8,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     18.2     21.0     58.7     56.8     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      20       54       51       58       73      116      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,890
COMMITMENTS
  28,786    6,670    2,986   19,793   42,410   51,564   52,065    9,327    8,825

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -575)
      11      916     -463      534   -1,216       81     -763     -657      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     11.0      4.9     32.5     69.6     84.7     85.5     15.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      43       16       10       30       30       76       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,781
COMMITMENTS
  57,571   13,339    5,971   39,585   84,820  103,128  104,131   18,653   17,650

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,150)
      22    1,832     -927    1,068   -2,432      163   -1,527   -1,313      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     11.0      4.9     32.5     69.6     84.7     85.5     15.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      43       16       10       30       30       76       53                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       48,865
COMMITMENTS
  47,308   47,987      256    1,249      544   48,813   48,787       52       78

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      6,739)
   9,417    8,371   -1,629   -1,026        0    6,762    6,742      -23       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    96.8     98.2      0.5      2.6      1.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      22       14        1        1        1       24       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,820
COMMITMENTS
   4,654    5,283       92   25,035   24,316   29,781   29,691       39      129

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -1,251)
  -2,047   -1,298        0      846       41   -1,201   -1,257      -50        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     17.7      0.3     84.0     81.5     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       14        1        9       20       19       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,906
COMMITMENTS
  10,447    5,800        0   15,401   20,027   25,848   25,827       58       79

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -259)
    -651      797        0      375     -990     -276     -193       17      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     22.4      0.0     59.4     77.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       12        0        6       11       14       23                  



Updated May 26, 2017