WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, April 04, 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  :   513,555:   164,240    251,171    102,351    197,973    116,818    464,564    470,340:    48,991     43,215
Old  :   236,669:   123,217    178,679      9,191     79,964     31,094    212,372    218,964:    24,297     17,705
Other:   276,886:    99,532    131,001     34,651    118,009     85,724    252,192    251,376:    24,694     25,510
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     5,676:       632     -1,142      5,192     -2,805        464      3,019      4,514:     2,657      1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       48.9       19.9       38.5       22.7       90.5       91.6:       9.5        8.4
Old  :     100.0:      52.1       75.5        3.9       33.8       13.1       89.7       92.5:      10.3        7.5
Other:     100.0:      35.9       47.3       12.5       42.6       31.0       91.1       90.8:       8.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       150        137        128        101        102        321        310:
Old  :       357:       142        100         27         75         47        228        163:
Other:       328:       100        106         75         76         90        219        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7        8.8       19.9       16.8       10.5        8.7       17.1       15.8
Old  :                 13.5       16.6       23.9       30.1       12.5       16.6       22.6       29.9
Other:                 17.9       13.7       28.5       23.4       16.8       11.8       27.3       20.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, April 04, 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  :   270,062:   103,831     95,775     28,276    113,607    121,634    245,714    245,685:    24,348     24,377
Old  :   108,035:    59,731     63,430      2,232     36,141     33,119     98,104     98,781:     9,931      9,254
Other:   162,027:    58,526     46,771     11,618     77,466     88,515    147,610    146,904:    14,417     15,123
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    24,452:    13,400     17,499       -840      9,264      6,387     21,824     23,046:     2,628      1,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       35.5       10.5       42.1       45.0       91.0       91.0:       9.0        9.0
Old  :     100.0:      55.3       58.7        2.1       33.5       30.7       90.8       91.4:       9.2        8.6
Other:     100.0:      36.1       28.9        7.2       47.8       54.6       91.1       90.7:       8.9        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        78         60         55         84         81        188        182:
Old  :       212:        63         45         10         54         54        119        107:
Other:       215:        58         48         29         68         71        142        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       19.8       26.8       30.4       13.8       17.1       22.6       26.4
Old  :                 23.5       27.4       35.1       42.7       23.2       27.4       34.1       42.7
Other:                 18.3       28.7       29.6       39.7       17.8       25.6       27.4       34.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 04, 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  : 1,455,465:   376,831    391,372    226,936    686,395    654,398  1,290,162  1,272,706:   165,303    182,759
Old  : 1,136,984:   341,233    416,176    141,915    527,886    456,649  1,011,034  1,014,740:   125,950    122,244
Other:   318,481:   105,398     44,996     15,221    158,509    197,749    279,128    257,966:    39,353     60,515
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    22,040:       497     -7,714     -5,539     19,706     39,136     14,664     25,883:     7,376     -3,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       26.9       15.6       47.2       45.0       88.6       87.4:      11.4       12.6
Old  :     100.0:      30.0       36.6       12.5       46.4       40.2       88.9       89.2:      11.1       10.8
Other:     100.0:      33.1       14.1        4.8       49.8       62.1       87.6       81.0:      12.4       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       179        138        181        266        303        550        551:
Old  :       693:       173        149        138        246        270        494        492:
Other:       499:       107         82         45        114        258        242        369:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       11.5       18.5       17.7        8.4        8.4       14.2       13.6
Old  :                 12.5       13.2       20.2       20.5       11.1       12.4       17.9       18.8
Other:                 19.5       17.3       27.6       26.1       14.6       12.6       22.6       20.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 04, 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  :     6,827:     1,793        854        562      2,022      4,573      4,377      5,989:     2,450        838
Old  :     4,132:     1,493      1,118          0      1,018      2,592      2,511      3,710:     1,621        422
Other:     2,695:       844        280         18      1,004      1,981      1,866      2,279:       829        416
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :       295:      -347          1         37        738        414        428        452:      -133       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       12.5        8.2       29.6       67.0       64.1       87.7:      35.9       12.3
Old  :     100.0:      36.1       27.1        0.0       24.6       62.7       60.8       89.8:      39.2       10.2
Other:     100.0:      31.3       10.4        0.7       37.3       73.5       69.2       84.6:      30.8       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        15          2          6          9         11         26         18:
Old  :        27:        13          2          0          5          8         18         10:
Other:        25:         7          3          4          7         10         15         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  :                 28.9       50.3       38.8       73.7       16.5       50.2       25.8       64.1
Old  :                 31.9       68.7       45.3       86.3       17.9       61.4       31.3       74.3
Other:                 45.5       53.3       61.9       72.8       45.3       53.3       60.1       72.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 04, 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  :   741,939:   162,637    140,480    123,874    406,335    363,411    692,846    627,765:    49,093    114,174
Old  :   545,686:   148,469    135,030     78,833    283,281    268,154    510,583    482,017:    35,103     63,669
Other:   196,253:    48,412     39,694     10,797    123,054     95,257    182,263    145,748:    13,990     50,505
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    33,341:    -5,370     24,138     12,602     23,612     -1,816     30,844     34,924:     2,497     -1,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       18.9       16.7       54.8       49.0       93.4       84.6:       6.6       15.4
Old  :     100.0:      27.2       24.7       14.4       51.9       49.1       93.6       88.3:       6.4       11.7
Other:     100.0:      24.7       20.2        5.5       62.7       48.5       92.9       74.3:       7.1       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       156        184        182        178        220        439        509:
Old  :       599:       156        170        140        156        198        383        450:
Other:       434:        79        120         53         91        183        204        330:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       13.9       23.3       20.1       14.4       11.8       21.8       16.2
Old  :                 13.7       17.5       22.3       24.8       13.4       16.8       21.2       22.9
Other:                 28.9       13.5       37.4       20.9       27.2       12.4       35.7       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 04, 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  :   423,906:    99,576    117,876     77,856    213,369    195,991    390,801    391,723:    33,105     32,183
Old  :   331,641:    89,015    118,186     49,480    168,894    136,654    307,389    304,320:    24,252     27,321
Other:    92,265:    27,733     16,862     11,204     44,475     59,337     83,412     87,403:     8,853      4,862
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    23,609:       427     16,360      3,321     17,375      2,044     21,123     21,725:     2,486      1,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       27.8       18.4       50.3       46.2       92.2       92.4:       7.8        7.6
Old  :     100.0:      26.8       35.6       14.9       50.9       41.2       92.7       91.8:       7.3        8.2
Other:     100.0:      30.1       18.3       12.1       48.2       64.3       90.4       94.7:       9.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        90         96        105         88         75        241        240:
Old  :       318:        94        100         91         81         67        224        223:
Other:       159:        44         39         29         50         44        113         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       20.6       19.0       27.8       10.2       17.2       17.6       24.1
Old  :                 12.6       17.0       22.1       25.4       12.6       15.9       21.9       24.0
Other:                 21.8       40.8       35.7       52.2       21.6       39.3       34.1       48.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 04, 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  :   640,036:   105,118    128,176     10,843    381,760    338,231    497,721    477,250:   142,315    162,786
Old  :   640,036:   105,118    128,176     10,843    381,760    338,231    497,721    477,250:   142,315    162,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    15,350:       217      2,870         92      5,056     11,857      5,365     14,819:     9,985        531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.0        1.7       59.6       52.8       77.8       74.6:      22.2       25.4
Old  :     100.0:      16.4       20.0        1.7       59.6       52.8       77.8       74.6:      22.2       25.4
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  :       144:        30         30         17         58         59         96         98:
Old  :       144:        30         30         17         58         59         96         98:
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  :                 22.4       22.7       33.9       35.8       17.2       18.8       26.6       26.7
Old  :                 22.4       22.7       33.9       35.8       17.2       18.8       26.6       26.7
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, April 04, 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  :   714,401:    36,225    116,900     10,538    549,746    483,621    596,509    611,059:   117,892    103,342
Old  :   714,401:    36,225    116,900     10,538    549,746    483,621    596,509    611,059:   117,892    103,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     9,962:    -3,951     -8,021      7,138      7,088     15,055     10,275     14,172:      -313     -4,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       16.4        1.5       77.0       67.7       83.5       85.5:      16.5       14.5
Old  :     100.0:       5.1       16.4        1.5       77.0       67.7       83.5       85.5:      16.5       14.5
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  :        97:         7         13          7         57         56         67         73:
Old  :        97:         7         13          7         57         56         67         73:
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  :                 19.3       31.8       34.3       49.3       17.6       31.7       28.6       46.9
Old  :                 19.3       31.8       34.3       49.3       17.6       31.7       28.6       46.9
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, April 04, 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  :     4,982:     3,250        123        412        917      4,287      4,579      4,822:       403        160
Old  :     4,982:     3,250        123        412        917      4,287      4,579      4,822:       403        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :      -153:       -89         97         47       -165       -332       -207       -188:        54         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2        2.5        8.3       18.4       86.0       91.9       96.8:       8.1        3.2
Old  :     100.0:      65.2        2.5        8.3       18.4       86.0       91.9       96.8:       8.1        3.2
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  :        28:        14          1          4          7         10         21         15:
Old  :        28:        14          1          4          7         10         21         15:
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  :                 49.2       73.1       72.8       88.6       42.9       63.3       60.7       74.6
Old  :                 49.2       73.1       72.8       88.6       42.9       63.3       60.7       74.6
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, April 04, 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  :   380,711:   110,058     58,212     50,962    177,209    232,616    338,229    341,790:    42,482     38,921
Old  :   301,088:    98,359     56,983     35,649    134,304    177,538    268,312    270,170:    32,776     30,918
Other:    79,623:    20,376      9,906      6,636     42,905     55,078     69,917     71,620:     9,706      8,003
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     9,427:     2,256      9,616      1,667      5,262     -4,866      9,185      6,417:       242      3,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       15.3       13.4       46.5       61.1       88.8       89.8:      11.2       10.2
Old  :     100.0:      32.7       18.9       11.8       44.6       59.0       89.1       89.7:      10.9       10.3
Other:     100.0:      25.6       12.4        8.3       53.9       69.2       87.8       89.9:      12.2       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        82         61         79        101         94        223        203:
Old  :       276:        81         64         67         97         86        212        187:
Other:       160:        48         25         24         60         50        118         91:
     :----------------------------------------------------------------------------------------------------
     :             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       30.8       20.7       37.3       13.9       29.1       20.2       35.1
Old  :                 16.1       29.4       23.5       37.3       16.0       28.7       23.1       36.2
Other:                 17.8       37.7       29.0       48.8       17.7       35.6       28.8       45.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 04, 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  :    10,716:     2,391      3,635        626      4,885      4,825      7,902      9,086:     2,814      1,630
Old  :    10,537:     2,452      3,632        565      4,797      4,755      7,814      8,952:     2,723      1,585
Other:       179:         0         64          0         88         70         88        134:        91         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :      -516:       141       -863          2       -549        505       -406       -356:      -110       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       33.9        5.8       45.6       45.0       73.7       84.8:      26.3       15.2
Old  :     100.0:      23.3       34.5        5.4       45.5       45.1       74.2       85.0:      25.8       15.0
Other:     100.0:       0.0       35.8        0.0       49.2       39.1       49.2       74.9:      50.8       25.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        20         17          7         18         11         41         33:
Old  :        65:        20         17          5         17         11         40         31:
Other:         8:         0          3          0          3          2          3          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.1       34.7       50.6       54.0       39.0       34.7       50.0       53.9
Old  :                 39.1       35.3       50.7       54.4       38.9       35.3       50.1       54.4
Other:                 49.2       73.2       49.2       74.9       49.2       73.2       49.2       74.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 04, 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  : 1,365,836:   288,462    297,210     24,386    936,986    894,903  1,249,834  1,216,499:   116,002    149,337
Old  : 1,365,836:   288,462    297,210     24,386    936,986    894,903  1,249,834  1,216,499:   116,002    149,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -4,410:     3,849    -12,829     -1,381    -15,850     12,306    -13,382     -1,904:     8,972     -2,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       21.8        1.8       68.6       65.5       91.5       89.1:       8.5       10.9
Old  :     100.0:      21.1       21.8        1.8       68.6       65.5       91.5       89.1:       8.5       10.9
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  :       277:        51         58         34        107        118        175        193:
Old  :       277:        51         58         34        107        118        175        193:
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  :                 21.3       27.7       33.1       39.6       21.1       23.6       32.3       34.6
Old  :                 21.3       27.7       33.1       39.6       21.1       23.6       32.3       34.6
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, April 04, 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  : 3,027,576:   613,690    669,456    106,572  1,960,772  1,717,932  2,681,034  2,493,960:   346,542    533,616
Old  : 3,027,576:   613,690    669,456    106,572  1,960,772  1,717,932  2,681,034  2,493,960:   346,542    533,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -6,425:   -18,025    -31,936     21,519    -19,459      2,540    -15,965     -7,877:     9,540      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       22.1        3.5       64.8       56.7       88.6       82.4:      11.4       17.6
Old  :     100.0:      20.3       22.1        3.5       64.8       56.7       88.6       82.4:      11.4       17.6
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  :       382:        69         95         44        143        162        238        275:
Old  :       382:        69         95         44        143        162        238        275:
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       18.1       42.5       26.7       29.7       16.0       39.6       23.2
Old  :                 31.7       18.1       42.5       26.7       29.7       16.0       39.6       23.2
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, April 04, 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  :   345,435:    51,902     55,052        333    210,688    187,767    262,923    243,152:    82,512    102,283
Old  :   345,435:    51,902     55,052        333    210,688    187,767    262,923    243,152:    82,512    102,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    10,822:    -4,922      1,072       -351      5,789      8,596        516      9,317:    10,306      1,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.9        0.1       61.0       54.4       76.1       70.4:      23.9       29.6
Old  :     100.0:      15.0       15.9        0.1       61.0       54.4       76.1       70.4:      23.9       29.6
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  :        59:         8          7          4         32         35         44         42:
Old  :        59:         8          7          4         32         35         44         42:
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  :                 43.2       26.9       53.9       38.7       43.0       26.1       53.8       36.6
Old  :                 43.2       26.9       53.9       38.7       43.0       26.1       53.8       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, April 04, 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  : 2,975,040:   388,543    681,911     63,576  2,265,640  1,881,412  2,717,759  2,626,899:   257,281    348,141
Old  : 2,975,040:   388,543    681,911     63,576  2,265,640  1,881,412  2,717,759  2,626,899:   257,281    348,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :   -31,126:   -34,700         97     -6,716      2,900    -30,567    -38,516    -37,186:     7,390      6,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       22.9        2.1       76.2       63.2       91.4       88.3:       8.6       11.7
Old  :     100.0:      13.1       22.9        2.1       76.2       63.2       91.4       88.3:       8.6       11.7
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  :       300:        36         79         36        113        148        170        242:
Old  :       300:        36         79         36        113        148        170        242:
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  :                 40.4       19.7       50.4       30.2       36.3       19.3       45.4       29.4
Old  :                 40.4       19.7       50.4       30.2       36.3       19.3       45.4       29.4
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, April 04, 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  : 1,572,965:   157,867    365,012    290,512  1,093,219    858,523  1,541,598  1,514,047:    31,367     58,918
Old  : 1,572,965:   157,867    365,012    290,512  1,093,219    858,523  1,541,598  1,514,047:    31,367     58,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :   -92,411:     4,326     -8,154    -25,342    -64,215    -56,887    -85,231    -90,383:    -7,180     -2,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       23.2       18.5       69.5       54.6       98.0       96.3:       2.0        3.7
Old  :     100.0:      10.0       23.2       18.5       69.5       54.6       98.0       96.3:       2.0        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  :       153:        25         47         47         60         73        116        141:
Old  :       153:        25         47         47         60         73        116        141:
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  :                 30.1       21.1       46.4       36.1       19.9       14.1       32.0       22.2
Old  :                 30.1       21.1       46.4       36.1       19.9       14.1       32.0       22.2
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, April 04, 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  :    64,819:    36,736      3,690      3,282     15,341     50,240     55,359     57,212:     9,460      7,607
Old  :    64,819:    36,736      3,690      3,282     15,341     50,240     55,359     57,212:     9,460      7,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -2,299:    -4,744     -1,075        -54      2,943     -1,566     -1,855     -2,694:      -444        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7        5.7        5.1       23.7       77.5       85.4       88.3:      14.6       11.7
Old  :     100.0:      56.7        5.7        5.1       23.7       77.5       85.4       88.3:      14.6       11.7
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  :       109:        43         17          8         28         31         72         55:
Old  :       109:        43         17          8         28         31         72         55:
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  :                 29.7       33.5       41.1       55.3       27.0       31.0       37.4       52.7
Old  :                 29.7       33.5       41.1       55.3       27.0       31.0       37.4       52.7
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, April 04, 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  :   129,637:    73,472      7,380      6,563     30,682    100,480    110,717    114,423:    18,920     15,214
Old  :   129,637:    73,472      7,380      6,563     30,682    100,480    110,717    114,423:    18,920     15,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -4,597:    -9,488     -2,150       -107      5,886     -3,131     -3,709     -5,388:      -888        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7        5.7        5.1       23.7       77.5       85.4       88.3:      14.6       11.7
Old  :     100.0:      56.7        5.7        5.1       23.7       77.5       85.4       88.3:      14.6       11.7
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  :       109:        43         17          8         28         31         72         55:
Old  :       109:        43         17          8         28         31         72         55:
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  :                 29.7       33.5       41.1       55.3       27.0       31.0       37.4       52.7
Old  :                 29.7       33.5       41.1       55.3       27.0       31.0       37.4       52.7
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, April 04, 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  :    35,552:    32,026     34,577        369      3,099        536     35,494     35,482:        58         70
Old  :    35,552:    32,026     34,577        369      3,099        536     35,494     35,482:        58         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :       603:       730         71          0       -112        536        618        607:       -15         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.1       97.3        1.0        8.7        1.5       99.8       99.8:       0.2        0.2
Old  :     100.0:      90.1       97.3        1.0        8.7        1.5       99.8       99.8:       0.2        0.2
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  :        38:        24         11          1          2          1         27         12:
Old  :        38:        24         11          1          2          1         27         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  :                 59.5       82.4       85.6       97.6       59.5       82.4       85.6       96.5
Old  :                 59.5       82.4       85.6       97.6       59.5       82.4       85.6       96.5
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, April 04, 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  :    32,948:    14,587      7,166         92     18,258     25,567     32,937     32,825:        11        123
Old  :    32,948:    14,587      7,166         92     18,258     25,567     32,937     32,825:        11        123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :       942:    -1,256        178          0      2,193        784        937        962:         5        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       21.7        0.3       55.4       77.6      100.0       99.6:       0.0        0.4
Old  :     100.0:      44.3       21.7        0.3       55.4       77.6      100.0       99.6:       0.0        0.4
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  :        52:        10         16          1         10         20         20         37:
Old  :        52:        10         16          1         10         20         20         37:
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  :                 79.2       46.3       93.5       64.1       79.2       46.3       93.5       64.1
Old  :                 79.2       46.3       93.5       64.1       79.2       46.3       93.5       64.1
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, April 04, 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  :    26,514:    17,219      4,145         89      9,181     22,185     26,489     26,419:        25         95
Old  :    26,514:    17,219      4,145         89      9,181     22,185     26,489     26,419:        25         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -1,039:         2        -75        -91       -953       -871     -1,042     -1,037:         3         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       15.6        0.3       34.6       83.7       99.9       99.6:       0.1        0.4
Old  :     100.0:      64.9       15.6        0.3       34.6       83.7       99.9       99.6:       0.1        0.4
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  :        35:        11          9          1          6         11         18         20:
Old  :        35:        11          9          1          6         11         18         20:
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  :                 86.8       68.6       97.3       88.6       86.8       68.6       96.6       88.6
Old  :                 86.8       68.6       97.3       88.6       86.8       68.6       96.6       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 7, 2017