WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   415,912:   158,764    185,246     60,494    157,325    131,509    376,583    377,249:    39,329     38,663
Old  :   216,361:   116,427    141,283      6,575     71,968     49,696    194,970    197,554:    21,391     18,807
Other:   199,551:    70,100     71,726     26,156     85,357     81,813    181,613    179,695:    17,938     19,856
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    14,926:     1,396      4,362      3,309     12,675      7,189     17,380     14,860:    -2,454         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       44.5       14.5       37.8       31.6       90.5       90.7:       9.5        9.3
Old  :     100.0:      53.8       65.3        3.0       33.3       23.0       90.1       91.3:       9.9        8.7
Other:     100.0:      35.1       35.9       13.1       42.8       41.0       91.0       90.0:       9.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       138        125        107         86        104        289        280:
Old  :       348:       136         97         30         58         69        210        180:
Other:       285:        90         82         56         65         87        184        200:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1        9.9       22.5       18.2       12.4        9.2       21.4       16.6
Old  :                 14.9       14.7       26.7       25.3       14.3       14.6       26.0       25.3
Other:                 21.6       16.6       32.4       26.6       20.5       14.7       30.3       24.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   211,872:    86,135     41,111     26,945     78,270    122,506    191,350    190,562:    20,522     21,310
Old  :   100,959:    63,648     34,300      1,859     25,946     55,081     91,453     91,240:     9,506      9,719
Other:   110,913:    40,793     25,117      6,780     52,324     67,425     99,897     99,322:    11,016     11,591
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     4,896:    -2,963         43      5,489      1,973        946      4,499      6,478:       397     -1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       19.4       12.7       36.9       57.8       90.3       89.9:       9.7       10.1
Old  :     100.0:      63.0       34.0        1.8       25.7       54.6       90.6       90.4:       9.4        9.6
Other:     100.0:      36.8       22.6        6.1       47.2       60.8       90.1       89.5:       9.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        72         44         56         72         83        176        162:
Old  :       208:        65         42         10         39         66        106        116:
Other:       184:        52         31         28         55         72        122        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       20.0       29.2       28.9       16.6       19.5       27.7       27.7
Old  :                 26.5       20.4       38.0       31.2       26.1       20.2       37.6       31.0
Other:                 22.2       28.4       32.6       41.0       22.2       27.9       32.6       38.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,373,407:   447,243    248,353    196,797    588,360    740,994  1,232,400  1,186,144:   141,007    187,263
Old  : 1,098,935:   427,770    297,036     96,806    465,213    572,930    989,789    966,772:   109,146    132,163
Other:   274,472:   108,201     40,045     11,263    123,147    168,064    242,611    219,372:    31,861     55,100
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    11,894:    10,695      6,252        876      2,837      2,789     14,408      9,917:    -2,514      1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       18.1       14.3       42.8       54.0       89.7       86.4:      10.3       13.6
Old  :     100.0:      38.9       27.0        8.8       42.3       52.1       90.1       88.0:       9.9       12.0
Other:     100.0:      39.4       14.6        4.1       44.9       61.2       88.4       79.9:      11.6       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       167        142        173        232        329        513        568:
Old  :       710:       158        169        121        208        300        445        516:
Other:       507:       101         76         39        100        281        222        382:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       14.0       19.9       20.4       11.3       10.8       18.7       16.3
Old  :                 14.0       16.2       23.0       23.7       14.0       15.3       23.0       21.4
Other:                 21.3       13.8       30.5       23.1       16.9       10.9       26.1       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,944:     1,901      1,169        718      1,730      4,174      4,349      6,061:     2,595        883
Old  :     5,394:     1,857      1,578          0      1,353      3,233      3,210      4,811:     2,184        583
Other:     1,550:       738        285         24        377        941      1,139      1,250:       411        300
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :      -246:      -201       -379        314       -367       -278       -254       -343:         8         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       16.8       10.3       24.9       60.1       62.6       87.3:      37.4       12.7
Old  :     100.0:      34.4       29.3        0.0       25.1       59.9       59.5       89.2:      40.5       10.8
Other:     100.0:      47.6       18.4        1.5       24.3       60.7       73.5       80.6:      26.5       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        16          3          6          9         12         27         20:
Old  :        34:        16          3          0          7          9         23         12:
Other:        21:         5          5          3          3         10         10         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       52.6       40.0       72.3       23.1       48.5       31.9       63.7
Old  :                 26.4       57.9       38.4       81.2       24.5       54.9       35.8       75.9
Other:                 67.5       51.1       73.2       70.5       67.3       50.7       69.4       70.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   676,564:   228,137     84,758     88,463    314,327    387,509    630,927    560,730:    45,637    115,834
Old  :   510,620:   202,155     93,526     43,568    230,599    304,988    476,322    442,082:    34,298     68,538
Other:   165,944:    61,765     27,015      9,112     83,728     82,521    154,605    118,648:    11,339     47,296
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    -7,959:    -2,933      1,880     -5,940      2,750     -4,933     -6,123     -8,993:    -1,836      1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       12.5       13.1       46.5       57.3       93.3       82.9:       6.7       17.1
Old  :     100.0:      39.6       18.3        8.5       45.2       59.7       93.3       86.6:       6.7       13.4
Other:     100.0:      37.2       16.3        5.5       50.5       49.7       93.2       71.5:       6.8       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       608:       154        150        162        144        236        396        484:
Old  :       578:       146        146        111        119        221        324        437:
Other:       421:        84         99         51         85        188        198        318:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       15.2       20.6       22.2       11.3       12.8       18.6       18.0
Old  :                 13.9       19.0       23.0       26.2       13.6       17.9       22.4       24.3
Other:                 20.4       13.6       30.6       21.2       19.2       13.4       28.9       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   367,689:   100,171     56,703     65,688    169,837    220,229    335,696    342,620:    31,993     25,069
Old  :   304,007:    91,185     58,501     46,894    139,951    176,410    278,030    281,805:    25,977     22,202
Other:    63,682:    20,876     10,092      6,904     29,886     43,819     57,666     60,815:     6,016      2,867
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     1,249:     1,323      4,339      3,089     -3,515     -4,173        897      3,255:       352     -2,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       15.4       17.9       46.2       59.9       91.3       93.2:       8.7        6.8
Old  :     100.0:      30.0       19.2       15.4       46.0       58.0       91.5       92.7:       8.5        7.3
Other:     100.0:      32.8       15.8       10.8       46.9       68.8       90.6       95.5:       9.4        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        79         79         94         87         75        232        206:
Old  :       296:        82         84         80         82         67        216        191:
Other:       132:        35         29         24         40         41         90         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       29.8       19.7       37.6       11.3       28.3       18.7       35.2
Old  :                 11.8       27.9       20.8       37.1       11.7       27.6       20.4       36.4
Other:                 23.3       41.8       38.6       54.9       21.9       41.4       37.2       53.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   673,380:    91,847    134,673     13,886    437,963    365,728    543,696    514,287:   129,684    159,093
Old  :   673,380:    91,847    134,673     13,886    437,963    365,728    543,696    514,287:   129,684    159,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    22,802:       755     21,717     -1,288     26,911      3,580     26,378     24,009:    -3,576     -1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       20.0        2.1       65.0       54.3       80.7       76.4:      19.3       23.6
Old  :     100.0:      13.6       20.0        2.1       65.0       54.3       80.7       76.4:      19.3       23.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        33         32         19         65         71        106        114:
Old  :       161:        33         32         19         65         71        106        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       21.7       36.9       33.9       21.7       18.3       31.9       26.9
Old  :                 25.4       21.7       36.9       33.9       21.7       18.3       31.9       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   729,922:    53,041    117,791      7,577    551,905    479,022    612,523    604,390:   117,399    125,532
Old  :   729,922:    53,041    117,791      7,577    551,905    479,022    612,523    604,390:   117,399    125,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :   -18,714:    -3,839     -6,492     -2,209    -13,187    -16,899    -19,235    -25,600:       521      6,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       16.1        1.0       75.6       65.6       83.9       82.8:      16.1       17.2
Old  :     100.0:       7.3       16.1        1.0       75.6       65.6       83.9       82.8:      16.1       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:         9         13          6         63         54         75         70:
Old  :       101:         9         13          6         63         54         75         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       31.4       34.3       46.1       18.9       30.4       29.8       42.0
Old  :                 20.5       31.4       34.3       46.1       18.9       30.4       29.8       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,571:     2,805          0        586        793      3,845      4,184      4,431:       387        140
Old  :     4,571:     2,805          0        586        793      3,845      4,184      4,431:       387        140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :      -180:        95        -49       -193        -62        101       -160       -141:       -20        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.4        0.0       12.8       17.3       84.1       91.5       96.9:       8.5        3.1
Old  :     100.0:      61.4        0.0       12.8       17.3       84.1       91.5       96.9:       8.5        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          0          4          6         14         20         18:
Old  :        30:        14          0          4          6         14         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       65.4       73.9       85.0       45.1       59.8       63.2       72.8
Old  :                 49.1       65.4       73.9       85.0       45.1       59.8       63.2       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   363,324:   124,110     31,461     39,131    156,844    261,971    320,085    332,563:    43,239     30,761
Old  :   302,225:   113,934     32,008     29,425    123,055    215,642    266,414    277,075:    35,811     25,150
Other:    61,099:    16,028      5,305      3,854     33,789     46,329     53,671     55,488:     7,428      5,611
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    -7,079:    -4,977      1,754       -951     -1,747     -8,754     -7,675     -7,951:       596        872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        8.7       10.8       43.2       72.1       88.1       91.5:      11.9        8.5
Old  :     100.0:      37.7       10.6        9.7       40.7       71.4       88.2       91.7:      11.8        8.3
Other:     100.0:      26.2        8.7        6.3       55.3       75.8       87.8       90.8:      12.2        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        89         49         63         83         87        203        174:
Old  :       251:        83         54         54         75         79        188        160:
Other:       135:        47         13         15         53         41        105         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       37.3       21.2       45.4       13.5       36.4       19.9       43.3
Old  :                 15.1       37.9       22.9       47.0       14.7       37.7       22.4       45.8
Other:                 21.5       40.9       34.7       53.4       21.3       40.4       34.2       52.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,770:     2,103      5,329        334      6,016      4,183      8,453      9,846:     3,317      1,924
Old  :    11,712:     2,150      5,329        287      6,008      4,183      8,445      9,799:     3,267      1,913
Other:        58:         0         47          0          8          0          8         47:        50         11
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :       -60:        55       -191        -29       -269        135       -243        -85:       183         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       45.3        2.8       51.1       35.5       71.8       83.7:      28.2       16.3
Old  :     100.0:      18.4       45.5        2.5       51.3       35.7       72.1       83.7:      27.9       16.3
Other:     100.0:       0.0       81.0        0.0       13.8        0.0       13.8       81.0:      86.2       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        15         20          5         20         12         35         37:
Old  :        63:        15         20          3         19         12         34         35:
Other:         4:         0          3          0          1          0          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       36.0       54.1       52.2       42.4       35.9       53.3       52.1
Old  :                 42.7       36.2       54.4       52.5       42.6       36.2       53.5       52.5
Other:                 13.8       81.0       13.8       81.0       13.8       81.0       13.8       81.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,416,168:   217,300    353,805     57,415  1,028,413    843,745  1,303,128  1,254,965:   113,040    161,203
Old  : 1,416,168:   217,300    353,805     57,415  1,028,413    843,745  1,303,128  1,254,965:   113,040    161,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    -3,965:   -45,982     60,804     25,693      7,966    -99,578    -12,323    -13,081:     8,358      9,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       25.0        4.1       72.6       59.6       92.0       88.6:       8.0       11.4
Old  :     100.0:      15.3       25.0        4.1       72.6       59.6       92.0       88.6:       8.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        50         60         31        104        114        170        189:
Old  :       269:        50         60         31        104        114        170        189:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       25.2       36.6       35.4       20.0       20.4       33.9       29.9
Old  :                 21.6       25.2       36.6       35.4       20.0       20.4       33.9       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,254,479:   527,862    826,376     98,461  2,304,297  1,778,988  2,930,620  2,703,825:   323,859    550,654
Old  : 3,254,479:   527,862    826,376     98,461  2,304,297  1,778,988  2,930,620  2,703,825:   323,859    550,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :      -909:    55,693    -55,452    -18,487    -20,289     49,113     16,917    -24,826:   -17,826     23,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       25.4        3.0       70.8       54.7       90.0       83.1:      10.0       16.9
Old  :     100.0:      16.2       25.4        3.0       70.8       54.7       90.0       83.1:      10.0       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:        61        105         54        141        163        231        293:
Old  :       379:        61        105         54        141        163        231        293:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       18.5       48.5       27.6       34.1       17.1       45.0       24.2
Old  :                 36.1       18.5       48.5       27.6       34.1       17.1       45.0       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   338,916:    62,507     53,181        366    210,303    175,891    273,176    229,438:    65,740    109,478
Old  :   338,916:    62,507     53,181        366    210,303    175,891    273,176    229,438:    65,740    109,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :      -286:     8,705     -2,206       -865     -7,716     -5,191        124     -8,262:      -410      7,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       15.7        0.1       62.1       51.9       80.6       67.7:      19.4       32.3
Old  :     100.0:      18.4       15.7        0.1       62.1       51.9       80.6       67.7:      19.4       32.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         9          7          5         36         36         47         46:
Old  :        61:         9          7          5         36         36         47         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       25.2       53.2       38.1       42.3       24.9       52.6       36.6
Old  :                 42.6       25.2       53.2       38.1       42.3       24.9       52.6       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,082,637:   313,665    725,241    103,096  2,431,491  1,860,347  2,848,252  2,688,684:   234,385    393,953
Old  : 3,082,637:   313,665    725,241    103,096  2,431,491  1,860,347  2,848,252  2,688,684:   234,385    393,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :   -72,463:   -62,785     61,425     -7,014      9,735   -162,519    -60,064   -108,108:   -12,399     35,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       23.5        3.3       78.9       60.3       92.4       87.2:       7.6       12.8
Old  :     100.0:      10.2       23.5        3.3       78.9       60.3       92.4       87.2:       7.6       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        43         85         39        117        148        183        249:
Old  :       316:        43         85         39        117        148        183        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       18.4       50.2       28.8       35.0       17.6       45.9       26.8
Old  :                 38.1       18.4       50.2       28.8       35.0       17.6       45.9       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,400,594:   120,899    367,277    255,895    987,219    725,672  1,364,013  1,348,844:    36,581     51,750
Old  : 1,400,594:   120,899    367,277    255,895    987,219    725,672  1,364,013  1,348,844:    36,581     51,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :  -183,033:   -76,724     14,595    -46,240    -62,064   -150,638   -185,028   -182,283:     1,995       -750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       26.2       18.3       70.5       51.8       97.4       96.3:       2.6        3.7
Old  :     100.0:       8.6       26.2       18.3       70.5       51.8       97.4       96.3:       2.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        29         33         49         62         69        118        130:
Old  :       140:        29         33         49         62         69        118        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       22.4       46.3       38.7       21.1       16.7       32.6       25.9
Old  :                 31.7       22.4       46.3       38.7       21.1       16.7       32.6       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    73,766:    41,150      8,489      4,000     17,796     52,044     62,945     64,533:    10,821      9,234
Old  :    73,766:    41,150      8,489      4,000     17,796     52,044     62,945     64,533:    10,821      9,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     4,156:     3,023        118        899       -302      4,508      3,619      5,524:       537     -1,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       11.5        5.4       24.1       70.6       85.3       87.5:      14.7       12.5
Old  :     100.0:      55.8       11.5        5.4       24.1       70.6       85.3       87.5:      14.7       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        53         23         11         31         31         88         61:
Old  :       129:        53         23         11         31         31         88         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       36.0       36.8       51.8       24.1       35.8       35.1       51.3
Old  :                 24.1       36.0       36.8       51.8       24.1       35.8       35.1       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   147,532:    82,300     16,978      7,999     35,591    104,088    125,890    129,065:    21,642     18,467
Old  :   147,532:    82,300     16,978      7,999     35,591    104,088    125,890    129,065:    21,642     18,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     8,312:     6,045        235      1,797       -604      9,015      7,238     11,047:     1,074     -2,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       11.5        5.4       24.1       70.6       85.3       87.5:      14.7       12.5
Old  :     100.0:      55.8       11.5        5.4       24.1       70.6       85.3       87.5:      14.7       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        53         23         11         31         31         88         61:
Old  :       129:        53         23         11         31         31         88         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       36.0       36.8       51.8       24.1       35.8       35.1       51.3
Old  :                 24.1       36.0       36.8       51.8       24.1       35.8       35.1       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    38,256:    30,635     37,854        376      7,123          0     38,134     38,230:       122         26
Old  :    38,256:    30,635     37,854        376      7,123          0     38,134     38,230:       122         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :       372:      -329        352          7        679          0        357        359:        15         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1       98.9        1.0       18.6        0.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      80.1       98.9        1.0       18.6        0.0       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        25         11          2          4          0         30         12:
Old  :        40:        25         11          2          4          0         30         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       93.0       83.0       99.4       55.4       93.0       83.0       98.4
Old  :                 55.4       93.0       83.0       99.4       55.4       93.0       83.0       98.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    32,468:    20,166      6,690         87     12,142     25,522     32,395     32,299:        73        169
Old  :    32,468:    20,166      6,690         87     12,142     25,522     32,395     32,299:        73        169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :        81:     1,770        237     -1,868        145      1,692         47         61:        34         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       20.6        0.3       37.4       78.6       99.8       99.5:       0.2        0.5
Old  :     100.0:      62.1       20.6        0.3       37.4       78.6       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6         16          2          6         22         12         40:
Old  :        48:         6         16          2          6         22         12         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       40.4       94.2       57.2       78.8       40.4       93.2       57.2
Old  :                 78.8       40.4       94.2       57.2       78.8       40.4       93.2       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, March 07, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    47,785:    38,290      3,441        181      9,313     44,041     47,784     47,663:         1        122
Old  :    47,785:    38,290      3,441        181      9,313     44,041     47,784     47,663:         1        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     3,209:     3,535        114     -2,774      2,500      5,864      3,261      3,204:       -52          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1        7.2        0.4       19.5       92.2      100.0       99.7:       0.0        0.3
Old  :     100.0:      80.1        7.2        0.4       19.5       92.2      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          8          2          5         14         16         24:
Old  :        35:        11          8          2          5         14         16         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.2       57.3       97.9       88.0       87.4       55.9       92.7       82.4
Old  :                 91.2       57.3       97.9       88.0       87.4       55.9       92.7       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 10, 2017