WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      588,265
COMMITMENTS
 145,745  170,130  213,970  183,963  158,036  543,678  542,135   44,587   46,130

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     31,412)
  12,238  -37,423   28,173   -7,512   37,426   32,900   28,176   -1,488    3,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     28.9     36.4     31.3     26.9     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     136      161      181      112      119      365      361                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,045
COMMITMENTS
 101,967   45,010   66,794  108,609  161,592  277,370  273,397   25,675   29,649

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -2,940)
  -1,448  -25,172    3,335   -4,059   15,903   -2,172   -5,934     -768    2,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     14.9     22.0     35.8     53.3     91.5     90.2      8.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      83       49       73       91       93      206      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,866,228
COMMITMENTS
 356,753  358,759  515,118  745,358  769,027  1617229  1642904  248,999  223,324

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -57,553)
 -10,917   20,769  -38,064    4,676  -37,666  -44,305  -54,961  -13,248   -2,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     19.2     27.6     39.9     41.2     86.7     88.0     13.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      802)
     231      158      251      349      329      700      640                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,059
COMMITMENTS
   2,640       26      949    1,573    6,003    5,162    6,977    2,897    1,082

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:        -30)
     674     -118       30     -566      -41      139     -128     -169       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8      0.3     11.8     19.5     74.5     64.0     86.6     36.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      23        3        7        9       12       34       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      916,537
COMMITMENTS
 126,189  208,373  263,507  466,082  334,424  855,779  806,305   60,759  110,233

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     13,187)
  -5,702    4,140    5,637   14,450    4,798   14,385   14,575   -1,198   -1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     22.7     28.8     50.9     36.5     93.4     88.0      6.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      642)
     163      205      240      198      225      503      548                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,389
COMMITMENTS
   3,088    2,978    3,345    8,557    8,578   14,990   14,901      399      488

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:        778)
     100      133      254      480      338      834      724      -56       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     19.4     21.7     55.6     55.7     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        8       11        8        9       20       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      450,697
COMMITMENTS
 107,330   94,206  116,726  191,160  207,115  415,216  418,046   35,481   32,650

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -12,388)
  -1,356  -20,404    2,794  -15,795    6,395  -14,358  -11,215    1,970   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     20.9     25.9     42.4     46.0     92.1     92.8      7.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     102       84      138       94       90      272      268                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      942,223
COMMITMENTS
 140,027  100,041  160,884  442,561  505,825  743,472  766,750  198,750  175,473

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     68,026)
  -6,987     -289   34,336   25,777   30,997   53,127   65,043   14,900    2,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     10.6     17.1     47.0     53.7     78.9     81.4     21.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      36       38       50       75       83      135      147                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      766,469
COMMITMENTS
  38,145  141,686   12,334  591,716  524,923  642,195  678,942  124,275   87,527

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:      3,116)
   4,837   10,423   -4,979   -2,752   -4,193   -2,894    1,251    6,010    1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     18.5      1.6     77.2     68.5     83.8     88.6     16.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      12       13       10       64       66       81       84                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,471
COMMITMENTS
     786      191      605      779    1,466    2,170    2,262      301      209

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:        -84)
    -258     -172       52      131      -13      -75     -133       -9       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8      7.7     24.5     31.5     59.3     87.8     91.5     12.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        4        5        8       17       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,273
COMMITMENTS
  83,001  103,702   97,441  216,188  204,221  396,630  405,364   48,643   39,909

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -9,666)
  -1,556      158   -7,436   -1,543     -207  -10,536   -7,485      870   -2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     23.3     21.9     48.6     45.9     89.1     91.0     10.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      76       78      100      114       97      250      233                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,211
COMMITMENTS
   3,319    2,019    1,346    4,358    6,281    9,023    9,647    2,189    1,565

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:        380)
     396       78       28       28      359      452      465      -72      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     18.0     12.0     38.9     56.0     80.5     86.0     19.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26       18       16       26       15       59       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,350,311
COMMITMENTS
 210,565  324,533   49,549  978,233  820,478  1238347  1194561  111,964  155,750

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -47,807)
 -52,482  -19,199   -7,004   24,113  -29,014  -35,373  -55,217  -12,434    7,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     24.0      3.7     72.4     60.8     91.7     88.5      8.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      55       61       37      110      117      179      201                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,846,161
COMMITMENTS
 893,531  520,540  433,031  2128780  2355328  3455342  3308898  390,819  537,262

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     91,660)
  65,296  -22,366   44,506  -12,408   89,185   97,394  111,325   -5,734  -19,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     13.5     11.3     55.3     61.2     89.8     86.0     10.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
      87       95      109      184      203      325      353                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,892
COMMITMENTS
  63,685   45,227    4,536  223,068  224,733  291,289  274,496   87,603  104,396

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     12,817)
  -1,959    6,784      424   15,368    9,265   13,833   16,473   -1,016   -3,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     11.9      1.2     58.9     59.3     76.9     72.4     23.1     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        6        5       36       36       48       43                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,252,294
COMMITMENTS
 477,518  609,653  180,374  2305205  2085314  2963098  2875342  289,197  376,953

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -62,480)
 -72,074   16,071   -2,598   24,307  -89,273  -50,365  -75,800  -12,115   13,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     18.7      5.5     70.9     64.1     91.1     88.4      8.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      49       68       65      125      151      212      246                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,737,763
COMMITMENTS
 279,223  335,412  338,327  1075371  1000817  1692921  1674555   44,842   63,207

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     57,697)
 -47,730   40,571    3,599  108,137   10,621   64,006   54,790   -6,308    2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.3     19.5     61.9     57.6     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      19       42       48       63       72      114      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,624
COMMITMENTS
  34,537    3,784    4,057   14,533   43,851   53,128   51,692    8,497    9,932

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -11,016)
     802   -3,112     -532   -8,857   -5,554   -8,587   -9,198   -2,430   -1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0      6.1      6.6     23.6     71.2     86.2     83.9     13.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      44       20       13       26       29       74       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,248
COMMITMENTS
  69,075    7,568    8,114   29,066   87,702  106,255  103,384   16,993   19,864

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -22,032)
   1,605   -6,224   -1,063  -17,715  -11,108  -17,173  -18,396   -4,859   -3,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0      6.1      6.6     23.6     71.2     86.2     83.9     13.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      44       20       13       26       29       74       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       49,004
COMMITMENTS
  37,887   42,043    6,616    4,418      230   48,921   48,889       83      115

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:      2,611)
  -6,380   -3,494    5,870    3,124      230    2,614    2,606       -3        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.3     85.8     13.5      9.0      0.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24       15        4        2        1       27       19                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,042
COMMITMENTS
  14,604    5,135       92   13,245   22,726   27,941   27,953      101       89

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -1,085)
   9,493     -923        0  -10,633     -153   -1,140   -1,076       55       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.1     18.3      0.3     47.2     81.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       13        1        8       17       19       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,027
COMMITMENTS
  16,026    4,601        0    9,947   21,374   25,973   25,975       54       52

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -1,000)
   7,910      135   -1,458   -7,480      337   -1,028     -986       28      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.6     17.7      0.0     38.2     82.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       10        0        5       11       14       21                  



Updated June 23, 2017