WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      566,189
COMMITMENTS
 133,537  231,113  177,539  205,421  113,751  516,497  522,403   49,692   43,786

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -136)
  -3,271    3,327   -9,378   14,317    3,829    1,669   -2,222   -1,805    2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     40.8     31.4     36.3     20.1     91.2     92.3      8.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     143      150      168      124      103      365      337                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      294,038
COMMITMENTS
  90,862   79,299   60,372  115,189  129,338  266,423  269,009   27,614   25,029

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      8,619)
    -922   -1,021    7,306    1,263    1,547    7,646    7,832      973      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     27.0     20.5     39.2     44.0     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      73       58       74       96       88      206      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,797,132
COMMITMENTS
 327,466  465,504  456,037  771,950  668,255  1555454  1589797  241,678  207,335

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:    -37,086)
  -5,076   21,807  -34,785   -2,232  -27,234  -42,094  -40,212    5,009    3,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     25.9     25.4     43.0     37.2     86.6     88.5     13.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      791)
     215      168      236      336      318      670      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,158
COMMITMENTS
   1,686      542      674    2,305    4,957    4,664    6,173    2,493      984

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         41)
      46        4      -55      -40      -53      -49     -104       90      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      7.6      9.4     32.2     69.3     65.2     86.2     34.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        7        5       13       13       29       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      881,728
COMMITMENTS
 126,700  202,976  242,492  452,325  313,726  821,518  759,195   60,210  122,533

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     38,710)
  -5,885   19,881   16,385   24,463     -966   34,963   35,300    3,747    3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     23.0     27.5     51.3     35.6     93.2     86.1      6.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     187      194      246      201      225      518      556                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,351
COMMITMENTS
   3,620    2,503    3,239    7,934    9,174   14,794   14,917      557      434

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,077)
     173       10       57      821      910    1,050      976       27      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     16.3     21.1     51.7     59.8     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        8       11       11       12       23       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      474,362
COMMITMENTS
 110,068  118,210  115,985  213,826  203,219  439,879  437,414   34,483   36,948

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     16,194)
     495   11,794    7,452    8,459   -7,182   16,407   12,065     -212    4,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     24.9     24.5     45.1     42.8     92.7     92.2      7.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      99      104      128       95       84      266      269                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      865,142
COMMITMENTS
 134,560  119,312  125,376  421,247  441,563  681,182  686,250  183,960  178,892

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:   -115,288)
 -11,787   11,574  -43,010  -63,157  -66,283 -117,954  -97,718    2,666  -17,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     13.8     14.5     48.7     51.0     78.7     79.3     21.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      34       34       42       71       76      124      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      775,586
COMMITMENTS
  31,191  143,632   16,067  604,129  519,717  651,387  679,416  124,199   96,170

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,009)
  -1,104    2,639    3,005   19,248    8,279   21,149   13,924  -20,140  -12,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     18.5      2.1     77.9     67.0     84.0     87.6     16.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      12       15       12       64       65       83       85                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,397
COMMITMENTS
   1,150      387      834    1,169    2,017    3,153    3,238      244      159

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:         54)
     -71      139      191      -35     -245       85       85      -31      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     11.4     24.6     34.4     59.4     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        4        8       11       17       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      449,312
COMMITMENTS
  83,799  106,918   92,204  226,271  204,865  402,274  403,986   47,038   45,326

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     13,779)
  -1,794    9,683     -794   15,328    1,604   12,741   10,493    1,038    3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     23.8     20.5     50.4     45.6     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      73       85       98      108       96      241      234                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,422
COMMITMENTS
   2,421    1,929    1,331    4,713    5,450    8,466    8,711    1,957    1,711

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        -70)
     101     -222      142     -276       17      -33      -63      -37       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     18.5     12.8     45.2     52.3     81.2     83.6     18.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       17       17       20       14       52       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,328,005
COMMITMENTS
 229,578  240,330   70,392  897,506  835,582  1197476  1146304  130,529  181,701

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:   -131,103)
     949   -7,927  -39,408  -63,316  -62,964 -101,775 -110,299  -29,328  -20,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     18.1      5.3     67.6     62.9     90.2     86.3      9.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      60       52       43      114      115      196      188                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,751,619
COMMITMENTS
 870,446  622,416  350,941  2101525  2178755  3322911  3152111  428,708  599,508

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:   -485,513)
 -49,574   67,408 -222,950 -242,623 -348,160 -515,147 -503,702   29,634   18,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     16.6      9.4     56.0     58.1     88.6     84.0     11.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      85       92      101      163      178      301      320                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      374,990
COMMITMENTS
  78,711   38,847    3,267  203,948  211,274  285,926  253,388   89,064  121,602

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      4,238)
  11,010    5,361   -1,077   -6,020    3,082    3,913    7,366      325   -3,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     10.4      0.9     54.4     56.3     76.2     67.6     23.8     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10        6        7       33       36       47       45                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,416,561
COMMITMENTS
 499,622  577,586  213,890  2359193  2200599  3072705  2992074  343,856  424,487

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:   -135,265)
   6,405  -12,801 -106,609  -62,524  -55,457 -162,728 -174,867   27,463   39,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     16.9      6.3     69.1     64.4     89.9     87.6     10.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      54       58       63      129      149      215      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,720,444
COMMITMENTS
 300,539  302,479  358,533  1014434  992,658  1673506  1653669   46,938   66,775

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     63,043)
   3,933      915    9,705   42,068   51,539   55,705   62,159    7,337      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     17.6     20.8     59.0     57.7     97.3     96.1      2.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      21       56       55       63       75      124      154                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,648
COMMITMENTS
  30,362    7,234    3,059   18,495   41,081   51,916   51,373    8,732    9,275

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -242)
   1,577      564       73   -1,298   -1,329      352     -692     -595      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     11.9      5.0     30.5     67.7     85.6     84.7     14.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      46       19       11       31       30       80       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,296
COMMITMENTS
  60,725   14,467    6,118   36,990   82,161  103,832  102,746   17,463   18,550

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -485)
   3,154    1,128      146   -2,595   -2,659      705   -1,384   -1,190      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     11.9      5.0     30.5     67.7     85.6     84.7     14.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      46       19       11       31       30       80       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       40,851
COMMITMENTS
  39,286   39,941      257    1,249      544   40,792   40,742       59      109

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -8,014)
  -8,022   -8,046        1        0        0   -8,021   -8,045        7       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    96.2     97.8      0.6      3.1      1.3     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      22       13        2        1        1       24       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,634
COMMITMENTS
   4,409    5,490      110   25,088   23,928   29,607   29,528       27      106

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -186)
    -245      207       18       53     -388     -174     -163      -12      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     18.5      0.4     84.7     80.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13       14        2        9       20       22       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,614
COMMITMENTS
   9,266    5,784      130   15,170   18,590   24,566   24,504       48      110

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -1,292)
  -1,181      -16      130     -231   -1,437   -1,282   -1,323      -10       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.6     23.5      0.5     61.6     75.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       10        1        6       10       14       21                  



Updated June 2, 2017