WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 02, 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  :   438,524:   147,534    232,519     75,128    171,408     93,216    394,070    400,863:    44,454     37,661
Old  :   434,202:   147,447    232,152     74,750    168,490     91,025    390,687    397,927:    43,515     36,275
Other:     4,322:       310        590        155      2,918      2,191      3,383      2,936:       939      1,386
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -59,299:    -2,567    -47,618     -5,170    -47,116     -2,774    -54,853    -55,562:    -4,446     -3,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       53.0       17.1       39.1       21.3       89.9       91.4:      10.1        8.6
Old  :     100.0:      34.0       53.5       17.2       38.8       21.0       90.0       91.6:      10.0        8.4
Other:     100.0:       7.2       13.7        3.6       67.5       50.7       78.3       67.9:      21.7       32.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       133        126        113         99         93        302        275:
Old  :       398:       133        127        112         99         92        301        274:
Other:        61:        10          7          5         18         31         30         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       10.7       22.0       19.6       12.3       10.1       20.0       18.3
Old  :                 14.2       10.8       22.0       19.8       12.5       10.2       20.2       18.5
Other:                 52.4       38.4       64.3       52.4       50.6       35.4       59.3       47.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 02, 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  :   249,823:   102,612     88,686     29,806     95,942    109,152    228,360    227,644:    21,463     22,179
Old  :   245,506:   102,620     88,688     29,113     92,494    107,084    224,227    224,885:    21,279     20,621
Other:     4,317:       578        584        107      3,448      2,068      4,133      2,759:       184      1,558
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -29,143:    -7,281    -23,458     -7,763    -12,219      1,018    -27,263    -30,203:    -1,880      1,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       35.5       11.9       38.4       43.7       91.4       91.1:       8.6        8.9
Old  :     100.0:      41.8       36.1       11.9       37.7       43.6       91.3       91.6:       8.7        8.4
Other:     100.0:      13.4       13.5        2.5       79.9       47.9       95.7       63.9:       4.3       36.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        75         52         51         84         79        180        166:
Old  :       251:        78         52         51         84         78        180        165:
Other:        46:         5          7          5         15         24         23         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       22.7       30.8       35.2       15.0       18.6       24.7       30.3
Old  :                 17.9       23.0       30.6       35.8       15.5       19.9       25.2       31.7
Other:                 73.6       42.6       89.3       55.1       73.6       41.1       88.4       53.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 02, 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  : 1,326,162:   363,762    440,479    178,044    624,855    551,553  1,166,661  1,170,076:   159,501    156,086
Old  :   933,474:   333,500    454,097     75,031    411,530    316,904    820,061    846,032:   113,413     87,442
Other:   392,688:   113,193     69,313     20,082    213,325    234,649    346,600    324,044:    46,088     68,644
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :  -105,297:       127     -6,424    -39,092    -54,136    -49,318    -93,101    -94,834:   -12,196    -10,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       33.2       13.4       47.1       41.6       88.0       88.2:      12.0       11.8
Old  :     100.0:      35.7       48.6        8.0       44.1       33.9       87.9       90.6:      12.1        9.4
Other:     100.0:      28.8       17.7        5.1       54.3       59.8       88.3       82.5:      11.7       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       719:       192        138        169        256        300        535        539:
Old  :       685:       190        137         94        231        244        465        433:
Other:       511:       105         94         55        128        257        267        375:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       11.6       19.7       18.8        9.9        8.8       16.0       14.6
Old  :                 12.2       14.3       19.7       23.1       11.7       13.0       19.2       20.8
Other:                 20.7       15.3       29.3       23.9       12.5       10.2       20.0       16.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 02, 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  :     5,646:     1,488      1,075        147      2,072      3,732      3,707      4,954:     1,939        692
Old  :     5,646:     1,488      1,075        147      2,072      3,732      3,707      4,954:     1,939        692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -450:      -115       -122        -22        -20        -71       -157       -215:      -293       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       19.0        2.6       36.7       66.1       65.7       87.7:      34.3       12.3
Old  :     100.0:      26.4       19.0        2.6       36.7       66.1       65.7       87.7:      34.3       12.3
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  :        39:        14          7          4          9         12         25         21:
Old  :        39:        14          7          4          9         12         25         21:
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  :                 35.8       49.6       46.7       69.7       30.1       49.6       40.6       67.6
Old  :                 35.8       49.6       46.7       69.7       30.1       49.6       40.6       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 02, 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  :   641,899:   139,076    178,859     92,561    363,590    270,204    595,227    541,624:    46,672    100,275
Old  :   409,626:   126,079    166,069     30,522    222,361    167,645    378,962    364,236:    30,664     45,390
Other:   232,273:    65,055     64,848      9,981    141,229    102,559    216,265    177,388:    16,008     54,885
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -31,688:     4,612        658     -8,958    -22,552    -16,590    -26,898    -24,890:    -4,790     -6,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       27.9       14.4       56.6       42.1       92.7       84.4:       7.3       15.6
Old  :     100.0:      30.8       40.5        7.5       54.3       40.9       92.5       88.9:       7.5       11.1
Other:     100.0:      28.0       27.9        4.3       60.8       44.2       93.1       76.4:       6.9       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       614:       151        165        170        161        225        417        483:
Old  :       576:       162        146         82        127        191        329        387:
Other:       468:        93        128         63        108        192        241        350:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       13.9       26.4       21.2       17.1       12.3       25.5       18.2
Old  :                 15.6       20.6       25.7       29.4       15.4       20.2       24.9       28.2
Other:                 28.8       11.7       38.4       19.1       27.6       11.3       37.2       17.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 02, 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  :   415,214:   112,885    122,375     73,918    192,884    189,012    379,687    385,305:    35,527     29,909
Old  :   285,907:   104,901    118,155     28,189    129,348    115,920    262,438    262,264:    23,469     23,643
Other:   129,307:    38,532     34,768     15,181     63,536     73,092    117,249    123,041:    12,058      6,266
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     3,580:     5,818     -6,150      9,202    -11,157      4,978      3,863      8,030:      -283     -4,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       29.5       17.8       46.5       45.5       91.4       92.8:       8.6        7.2
Old  :     100.0:      36.7       41.3        9.9       45.2       40.5       91.8       91.7:       8.2        8.3
Other:     100.0:      29.8       26.9       11.7       49.1       56.5       90.7       95.2:       9.3        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:       100         88        104         86         66        247        220:
Old  :       306:       107         85         68         76         58        213        189:
Other:       184:        54         49         35         53         46        131        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       19.9       17.4       28.1        9.6       16.3       16.7       23.8
Old  :                 12.1       17.6       20.4       27.7       12.0       16.4       20.4       25.8
Other:                 17.2       36.1       27.5       46.8       17.2       33.1       27.3       42.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 02, 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  :   642,881:   114,262    105,078     17,054    362,772    352,394    494,088    474,526:   148,793    168,355
Old  :   642,881:   114,262    105,078     17,054    362,772    352,394    494,088    474,526:   148,793    168,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     2,132:    -1,253     10,180     -2,521      9,846     -8,305      6,072       -646:    -3,940      2,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.3        2.7       56.4       54.8       76.9       73.8:      23.1       26.2
Old  :     100.0:      17.8       16.3        2.7       56.4       54.8       76.9       73.8:      23.1       26.2
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  :       155:        34         31         24         62         64        107        108:
Old  :       155:        34         31         24         62         64        107        108:
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  :                 22.5       22.1       33.4       34.7       17.1       18.1       26.1       24.8
Old  :                 22.5       22.1       33.4       34.7       17.1       18.1       26.1       24.8
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, May 02, 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  :   735,194:    30,870    119,632      9,781    582,981    509,604    623,632    639,017:   111,562     96,177
Old  :   735,194:    30,870    119,632      9,781    582,981    509,604    623,632    639,017:   111,562     96,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     1,126:    -9,264      5,213      6,243     10,488     -8,884      7,467      2,572:    -6,341     -1,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       16.3        1.3       79.3       69.3       84.8       86.9:      15.2       13.1
Old  :     100.0:       4.2       16.3        1.3       79.3       69.3       84.8       86.9:      15.2       13.1
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  :        98:         7         12          8         60         58         72         73:
Old  :        98:         7         12          8         60         58         72         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  :                 18.9       32.6       33.4       49.2       16.6       32.6       27.1       47.3
Old  :                 18.9       32.6       33.4       49.2       16.6       32.6       27.1       47.3
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, May 02, 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  :     4,484:     2,255         52        579      1,211      3,718      4,045      4,349:       439        135
Old  :     4,484:     2,255         52        579      1,211      3,718      4,045      4,349:       439        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -375:      -451       -208         63         23       -289       -365       -434:       -10         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        1.2       12.9       27.0       82.9       90.2       97.0:       9.8        3.0
Old  :     100.0:      50.3        1.2       12.9       27.0       82.9       90.2       97.0:       9.8        3.0
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  :        26:        12          1          3          8         11         20         15:
Old  :        26:        12          1          3          8         11         20         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  :                 47.3       71.0       72.4       88.5       40.7       60.7       52.6       66.5
Old  :                 47.3       71.0       72.4       88.5       40.7       60.7       52.6       66.5
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, May 02, 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  :   366,491:    98,249     73,835     45,851    179,883    208,902    323,983    328,588:    42,508     37,903
Old  :   258,564:    87,790     71,189     21,777    117,775    137,732    227,342    230,698:    31,222     27,866
Other:   107,927:    25,620     17,807      8,913     62,108     71,170     96,641     97,890:    11,286     10,037
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     5,452:    -2,461      5,424      3,811      6,279     -2,756      7,629      6,479:    -2,177     -1,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       20.1       12.5       49.1       57.0       88.4       89.7:      11.6       10.3
Old  :     100.0:      34.0       27.5        8.4       45.5       53.3       87.9       89.2:      12.1       10.8
Other:     100.0:      23.7       16.5        8.3       57.5       65.9       89.5       90.7:      10.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        80         70         84         96         84        220        207:
Old  :       272:        85         64         61         87         75        198        179:
Other:       184:        49         42         35         65         52        132        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       26.4       21.9       33.4       15.1       24.3       21.9       30.3
Old  :                 18.6       24.1       27.3       32.4       18.6       22.4       26.9       30.3
Other:                 17.5       35.1       28.5       44.9       17.4       31.3       28.1       40.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 02, 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  :    11,147:     2,461      5,119        466      5,409      3,963      8,336      9,548:     2,811      1,599
Old  :    10,399:     2,755      5,053        134      5,000      3,819      7,889      9,006:     2,510      1,393
Other:       748:        37        397          1        409        144        447        542:       301        206
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     1,392:       247      1,426        175        716       -176      1,138      1,425:       254        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       45.9        4.2       48.5       35.6       74.8       85.7:      25.2       14.3
Old  :     100.0:      26.5       48.6        1.3       48.1       36.7       75.9       86.6:      24.1       13.4
Other:     100.0:       4.9       53.1        0.1       54.7       19.3       59.8       72.5:      40.2       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        19         25          9         25         11         49         42:
Old  :        75:        21         24          4         23          9         47         34:
Other:        21:         4          8          1          5          4         10         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.4       29.8       48.3       46.7       38.4       29.7       48.3       46.5
Old  :                 37.9       32.0       48.5       49.6       37.9       31.9       48.5       49.5
Other:                 54.0       42.5       59.4       64.2       54.0       42.5       59.4       64.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 02, 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  : 1,388,577:   254,962    247,340     48,146    963,866    947,703  1,266,974  1,243,189:   121,603    145,388
Old  : 1,388,577:   254,962    247,340     48,146    963,866    947,703  1,266,974  1,243,189:   121,603    145,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -7,243:   -15,029     -3,675     -2,264     15,379     -2,000     -1,914     -7,939:    -5,329        696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       17.8        3.5       69.4       68.2       91.2       89.5:       8.8       10.5
Old  :     100.0:      18.4       17.8        3.5       69.4       68.2       91.2       89.5:       8.8       10.5
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  :       279:        63         45         32        111        114        185        180:
Old  :       279:        63         45         32        111        114        185        180:
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  :                 19.5       32.7       31.7       42.6       19.3       29.8       30.2       36.7
Old  :                 19.5       32.7       31.7       42.6       19.3       29.8       30.2       36.7
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, May 02, 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  : 3,250,046:   830,446    650,576     96,959  1,929,780  1,967,725  2,857,185  2,715,260:   392,861    534,786
Old  : 3,250,046:   830,446    650,576     96,959  1,929,780  1,967,725  2,857,185  2,715,260:   392,861    534,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    61,629:     3,964     38,736     13,225     14,078     -3,982     31,267     47,979:    30,362     13,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       20.0        3.0       59.4       60.5       87.9       83.5:      12.1       16.5
Old  :     100.0:      25.6       20.0        3.0       59.4       60.5       87.9       83.5:      12.1       16.5
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  :       391:        71         98         60        151        170        259        293:
Old  :       391:        71         98         60        151        170        259        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  :                 29.6       17.7       40.1       25.6       27.8       14.9       37.7       20.4
Old  :                 29.6       17.7       40.1       25.6       27.8       14.9       37.7       20.4
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, May 02, 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  :   346,813:    51,974     44,950      3,356    213,888    190,707    269,218    239,013:    77,595    107,800
Old  :   346,813:    51,974     44,950      3,356    213,888    190,707    269,218    239,013:    77,595    107,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -4,873:    -3,221      1,300        740        507     -6,441     -1,974     -4,401:    -2,899       -472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       13.0        1.0       61.7       55.0       77.6       68.9:      22.4       31.1
Old  :     100.0:      15.0       13.0        1.0       61.7       55.0       77.6       68.9:      22.4       31.1
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  :        55:         8          5          4         33         34         44         40:
Old  :        55:         8          5          4         33         34         44         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  :                 42.8       27.9       53.9       39.3       42.4       26.4       53.2       36.7
Old  :                 42.8       27.9       53.9       39.3       42.4       26.4       53.2       36.7
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, May 02, 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  : 3,238,721:   565,373    666,714     74,837  2,306,498  2,144,023  2,946,708  2,885,574:   292,013    353,147
Old  : 3,238,721:   565,373    666,714     74,837  2,306,498  2,144,023  2,946,708  2,885,574:   292,013    353,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    59,770:   -20,246     17,270     -3,499     81,164     42,004     57,419     55,775:     2,351      3,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.6        2.3       71.2       66.2       91.0       89.1:       9.0       10.9
Old  :     100.0:      17.5       20.6        2.3       71.2       66.2       91.0       89.1:       9.0       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  :       311:        46         74         39        115        154        182        246:
Old  :       311:        46         74         39        115        154        182        246:
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  :                 37.3       18.0       46.7       28.8       33.9       17.5       42.9       28.2
Old  :                 37.3       18.0       46.7       28.8       33.9       17.5       42.9       28.2
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, May 02, 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  : 1,274,482:   162,034    199,420    243,099    836,785    776,443  1,241,918  1,218,962:    32,564     55,520
Old  : 1,274,482:   162,034    199,420    243,099    836,785    776,443  1,241,918  1,218,962:    32,564     55,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :  -426,292:    23,470   -153,401    -83,803   -362,951   -188,907   -423,284   -426,111:    -3,008       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.6       19.1       65.7       60.9       97.4       95.6:       2.6        4.4
Old  :     100.0:      12.7       15.6       19.1       65.7       60.9       97.4       95.6:       2.6        4.4
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  :       146:        21         50         44         50         69        102        136:
Old  :       146:        21         50         44         50         69        102        136:
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  :                 27.5       22.1       44.4       34.6       15.7        8.5       25.8       14.2
Old  :                 27.5       22.1       44.4       34.6       15.7        8.5       25.8       14.2
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, May 02, 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  :    63,185:    34,330      5,276      2,914     16,066     47,542     53,310     55,732:     9,876      7,453
Old  :    63,185:    34,330      5,276      2,914     16,066     47,542     53,310     55,732:     9,876      7,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -3,515:    -3,793       -580       -163        209     -1,836     -3,747     -2,578:       233       -937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3        8.4        4.6       25.4       75.2       84.4       88.2:      15.6       11.8
Old  :     100.0:      54.3        8.4        4.6       25.4       75.2       84.4       88.2:      15.6       11.8
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  :       114:        45         17          9         30         28         78         52:
Old  :       114:        45         17          9         30         28         78         52:
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  :                 27.2       34.5       39.6       54.5       24.4       31.8       36.6       51.7
Old  :                 27.2       34.5       39.6       54.5       24.4       31.8       36.6       51.7
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, May 02, 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  :   126,370:    68,659     10,552      5,828     32,132     95,084    106,619    111,464:    19,751     14,906
Old  :   126,370:    68,659     10,552      5,828     32,132     95,084    106,619    111,464:    19,751     14,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -7,029:    -7,586     -1,159       -325        417     -3,671     -7,494     -5,155:       465     -1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3        8.4        4.6       25.4       75.2       84.4       88.2:      15.6       11.8
Old  :     100.0:      54.3        8.4        4.6       25.4       75.2       84.4       88.2:      15.6       11.8
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  :       114:        45         17          9         30         28         78         52:
Old  :       114:        45         17          9         30         28         78         52:
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  :                 27.2       34.5       39.6       54.5       24.4       31.8       36.6       51.7
Old  :                 27.2       34.5       39.6       54.5       24.4       31.8       36.6       51.7
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, May 02, 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  :    39,214:    36,606     38,468        369      2,181        295     39,156     39,132:        58         82
Old  :    39,214:    36,606     38,468        369      2,181        295     39,156     39,132:        58         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     7,977:     8,010      8,173          0        -57       -200      7,953      7,973:        24          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      93.3       98.1        0.9        5.6        0.8       99.9       99.8:       0.1        0.2
Old  :     100.0:      93.3       98.1        0.9        5.6        0.8       99.9       99.8:       0.1        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  :        42:        25         14          1          2          1         28         15:
Old  :        42:        25         14          1          2          1         28         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  :                 75.8       87.9       89.9       97.1       75.8       87.5       89.9       96.1
Old  :                 75.8       87.9       89.9       97.1       75.8       87.5       89.9       96.1
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, May 02, 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  :    29,636:     5,789      6,504         92     23,713     22,918     29,594     29,514:        42        122
Old  :    29,636:     5,789      6,504         92     23,713     22,918     29,594     29,514:        42        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -1,721:    -2,168       -113          0        453     -1,619     -1,715     -1,732:        -6         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       21.9        0.3       80.0       77.3       99.9       99.6:       0.1        0.4
Old  :     100.0:      19.5       21.9        0.3       80.0       77.3       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  :        46:         9         13          1          8         19         17         33:
Old  :        46:         9         13          1          8         19         17         33:
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  :                 82.2       48.7       94.8       65.3       82.2       48.7       94.8       65.3
Old  :                 82.2       48.7       94.8       65.3       82.2       48.7       94.8       65.3
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, May 02, 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  :    25,965:    12,975      4,243          0     12,883     21,650     25,858     25,893:       107         72
Old  :    25,965:    12,975      4,243          0     12,883     21,650     25,858     25,893:       107         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -737:    -3,192        163          0      2,462       -898       -730       -735:        -7         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0       16.3        0.0       49.6       83.4       99.6       99.7:       0.4        0.3
Old  :     100.0:      50.0       16.3        0.0       49.6       83.4       99.6       99.7:       0.4        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  :        34:        10          8          0          6         12         16         20:
Old  :        34:        10          8          0          6         12         16         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  :                 80.1       68.7       97.1       89.4       80.1       68.7       96.3       89.4
Old  :                 80.1       68.7       97.1       89.4       80.1       68.7       96.3       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 5, 2017