WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      576,156
COMMITMENTS
 134,740  226,556  184,952  207,296  124,116  526,988  535,623   49,168   40,533

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      9,967)
   1,203   -4,557    7,413    1,875   10,365   10,491   13,221     -524   -3,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     39.3     32.1     36.0     21.5     91.5     93.0      8.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
     150      156      181      123      104      381      352                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      305,463
COMMITMENTS
  99,036   85,243   62,056  116,792  133,009  277,884  280,309   27,579   25,155

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     11,425)
   8,174    5,945    1,684    1,603    3,671   11,461   11,299      -35      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     27.9     20.3     38.2     43.5     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      84       55       71       95       91      214      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,863,218
COMMITMENTS
 361,626  444,697  482,082  766,804  726,974  1610512  1653753  252,706  209,465

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     66,086)
  34,160  -20,807   26,044   -5,146   58,719   55,058   63,956   11,028    2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     23.9     25.9     41.2     39.0     86.4     88.8     13.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      805)
     226      168      247      341      328      700      630                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,776
COMMITMENTS
   1,960      318      947    2,127    5,595    5,034    6,861    2,742      916

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        619)
     274     -223      273     -178      638      369      687      249      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2      4.1     12.2     27.4     72.0     64.7     88.2     35.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        6        8       11       12       32       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      904,932
COMMITMENTS
 130,085  219,874  249,940  460,533  319,877  840,558  789,691   64,375  115,241

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     23,205)
   3,384   16,898    7,448    8,208    6,151   19,040   30,496    4,164   -7,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     24.3     27.6     50.9     35.3     92.9     87.3      7.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      656)
     172      207      257      196      218      514      560                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,629
COMMITMENTS
   3,040    2,813    3,074    8,073    8,278   14,186   14,164      442      464

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -722)
    -580      310     -166      139     -897     -608     -753     -115       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     19.2     21.0     55.2     56.6     97.0     96.8      3.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8       12       11       12       24       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      501,335
COMMITMENTS
 111,446  130,806  129,466  226,557  204,117  467,469  464,389   33,867   36,946

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     26,973)
   1,378   12,596   13,481   12,731      898   27,589   26,975     -617       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     26.1     25.8     45.2     40.7     93.2     92.6      6.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     104      106      147      100       84      290      292                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      852,709
COMMITMENTS
 131,143  119,895  132,144  413,876  423,839  677,164  675,878  175,545  176,831

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:    -12,434)
  -3,417      583    6,769   -7,371  -17,724   -4,019  -10,372   -8,415   -2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     14.1     15.5     48.5     49.7     79.4     79.3     20.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      32       38       50       72       80      130      142                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      778,786
COMMITMENTS
  39,345  138,393   18,009  600,512  532,646  657,866  689,048  120,920   89,737

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      3,200)
   8,154   -5,239    1,942   -3,617   12,929    6,479    9,632   -3,279   -6,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     17.8      2.3     77.1     68.4     84.5     88.5     15.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      14       13       10       66       63       85       81                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,954
COMMITMENTS
   1,131      142      615      954    2,071    2,700    2,828      254      126

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -443)
     -19     -245     -219     -215       54     -453     -410       10      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      4.8     20.8     32.3     70.1     91.4     95.7      8.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        3        5        7        9       20       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      456,565
COMMITMENTS
  82,605  107,007  102,958  223,052  204,353  408,615  414,317   47,950   42,247

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      7,253)
  -1,194       90   10,754   -3,219     -512    6,341   10,332      912   -3,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     23.4     22.6     48.9     44.8     89.5     90.7     10.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      71       80      101      111       99      247      239                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,262
COMMITMENTS
   2,698    1,927    1,208    4,207    5,388    8,113    8,524    2,149    1,738

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -160)
     278       -2     -124     -506      -62     -352     -187      192       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     18.8     11.8     41.0     52.5     79.1     83.1     20.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       18       16       22       15       53       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,377,672
COMMITMENTS
 249,048  286,968   65,054  935,387  874,772  1249489  1226794  128,183  150,878

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     49,667)
  19,470   46,638   -5,338   37,881   39,190   52,013   80,490   -2,346  -30,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     20.8      4.7     67.9     63.5     90.7     89.0      9.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      58       56       41      119      106      192      188                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,830,585
COMMITMENTS
 860,188  661,896  401,302  2174265  2217836  3435755  3281034  394,830  549,551

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     78,966)
 -10,258   39,480   50,361   72,741   39,081  112,844  128,923  -33,878  -49,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     17.3     10.5     56.8     57.9     89.7     85.7     10.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      86       97      110      170      194      310      347                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      364,722
COMMITMENTS
  74,870   41,763    2,943  198,781  209,616  276,594  254,322   88,128  110,400

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:    -10,268)
  -3,841    2,916     -324   -5,167   -1,658   -9,332      934     -936  -11,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     11.5      0.8     54.5     57.5     75.8     69.7     24.2     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        7        7       34       36       49       45                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,346,895
COMMITMENTS
 524,623  610,007  192,537  2323818  2172819  3040977  2975362  305,918  371,533

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:    -69,666)
  25,001   32,421  -21,353  -35,375  -27,780  -31,728  -16,712  -37,938  -52,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     18.2      5.8     69.4     64.9     90.9     88.9      9.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      54       64       65      127      154      218      246                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,608,438
COMMITMENTS
 321,166  322,134  305,686  934,924  923,774  1561777  1551593   46,661   56,845

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:   -112,006)
  20,627   19,655  -52,846  -79,510  -68,884 -111,729 -102,076     -277   -9,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     20.0     19.0     58.1     57.4     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       38       52       61       66      116      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,100
COMMITMENTS
  31,672    6,795    3,448   18,578   43,591   53,698   53,834    9,402    9,266

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      2,452)
   1,310     -438      389       83    2,510    1,782    2,461      670       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     10.8      5.5     29.4     69.1     85.1     85.3     14.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      47       13       13       32       30       84       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,199
COMMITMENTS
  63,344   13,591    6,895   37,157   87,182  107,396  107,668   18,803   18,531

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      4,904)
   2,619     -876      778      167    5,021    3,564    4,922    1,340      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     10.8      5.5     29.4     69.1     85.1     85.3     14.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      47       13       13       32       30       84       53                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,054
COMMITMENTS
  45,296   46,544      404    1,294        0   46,994   46,948       60      106

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      6,203)
   6,010    6,603      147       45     -544    6,202    6,206        1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    96.3     98.9      0.9      2.8      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      26       12        3        1        0       28       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,084
COMMITMENTS
   4,330    5,422      589   25,105   23,977   30,024   29,988       60       96

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        450)
     -79      -68      479       17       49      417      460       33      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     18.0      2.0     83.4     79.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       15        4        9       19       22       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,230
COMMITMENTS
   9,109    5,583       27   17,062   20,553   26,198   26,163       32       67

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      1,616)
    -157     -201     -103    1,892    1,963    1,632    1,659      -16      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     21.3      0.1     65.0     78.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        9        3        6       11       15       22                  



Updated June 9, 2017