WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      513,555
COMMITMENTS
 164,240  251,171  102,351  197,973  116,818  464,564  470,340   48,991   43,215

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      5,676)
     632   -1,142    5,192   -2,805      464    3,019    4,514    2,657    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     48.9     19.9     38.5     22.7     90.5     91.6      9.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     150      137      128      101      102      321      310                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      270,062
COMMITMENTS
 103,831   95,775   28,276  113,607  121,634  245,714  245,685   24,348   24,377

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     24,452)
  13,400   17,499     -840    9,264    6,387   21,824   23,046    2,628    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     35.5     10.5     42.1     45.0     91.0     91.0      9.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      78       60       55       84       81      188      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,455,465
COMMITMENTS
 376,831  391,372  226,936  686,395  654,398  1290162  1272706  165,303  182,759

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     22,040)
     497   -7,714   -5,539   19,706   39,136   14,664   25,883    7,376   -3,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     26.9     15.6     47.2     45.0     88.6     87.4     11.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     179      138      181      266      303      550      551                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,827
COMMITMENTS
   1,793      854      562    2,022    4,573    4,377    5,989    2,450      838

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        295)
    -347        1       37      738      414      428      452     -133     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.5      8.2     29.6     67.0     64.1     87.7     35.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        2        6        9       11       26       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      741,939
COMMITMENTS
 162,637  140,480  123,874  406,335  363,411  692,846  627,765   49,093  114,174

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     33,341)
  -5,370   24,138   12,602   23,612   -1,816   30,844   34,924    2,497   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     18.9     16.7     54.8     49.0     93.4     84.6      6.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     156      184      182      178      220      439      509                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      423,906
COMMITMENTS
  99,576  117,876   77,856  213,369  195,991  390,801  391,723   33,105   32,183

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     23,609)
     427   16,360    3,321   17,375    2,044   21,123   21,725    2,486    1,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     27.8     18.4     50.3     46.2     92.2     92.4      7.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      90       96      105       88       75      241      240                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      640,036
COMMITMENTS
 105,118  128,176   10,843  381,760  338,231  497,721  477,250  142,315  162,786

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     15,350)
     217    2,870       92    5,056   11,857    5,365   14,819    9,985      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     20.0      1.7     59.6     52.8     77.8     74.6     22.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      30       30       17       58       59       96       98                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,401
COMMITMENTS
  36,225  116,900   10,538  549,746  483,621  596,509  611,059  117,892  103,342

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      9,962)
  -3,951   -8,021    7,138    7,088   15,055   10,275   14,172     -313   -4,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     16.4      1.5     77.0     67.7     83.5     85.5     16.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       7       13        7       57       56       67       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,982
COMMITMENTS
   3,250      123      412      917    4,287    4,579    4,822      403      160

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -153)
     -89       97       47     -165     -332     -207     -188       54       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2      2.5      8.3     18.4     86.0     91.9     96.8      8.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        1        4        7       10       21       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      380,711
COMMITMENTS
 110,058   58,212   50,962  177,209  232,616  338,229  341,790   42,482   38,921

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      9,427)
   2,256    9,616    1,667    5,262   -4,866    9,185    6,417      242    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     15.3     13.4     46.5     61.1     88.8     89.8     11.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      82       61       79      101       94      223      203                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,716
COMMITMENTS
   2,391    3,635      626    4,885    4,825    7,902    9,086    2,814    1,630

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -516)
     141     -863        2     -549      505     -406     -356     -110     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     33.9      5.8     45.6     45.0     73.7     84.8     26.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       17        7       18       11       41       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,365,836
COMMITMENTS
 288,462  297,210   24,386  936,986  894,903  1249834  1216499  116,002  149,337

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -4,410)
   3,849  -12,829   -1,381  -15,850   12,306  -13,382   -1,904    8,972   -2,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     21.8      1.8     68.6     65.5     91.5     89.1      8.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      51       58       34      107      118      175      193                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,027,576
COMMITMENTS
 613,690  669,456  106,572  1960772  1717932  2681034  2493960  346,542  533,616

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -6,425)
 -18,025  -31,936   21,519  -19,459    2,540  -15,965   -7,877    9,540    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     22.1      3.5     64.8     56.7     88.6     82.4     11.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      69       95       44      143      162      238      275                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      345,435
COMMITMENTS
  51,902   55,052      333  210,688  187,767  262,923  243,152   82,512  102,283

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     10,822)
  -4,922    1,072     -351    5,789    8,596      516    9,317   10,306    1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     15.9      0.1     61.0     54.4     76.1     70.4     23.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        7        4       32       35       44       42                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,975,040
COMMITMENTS
 388,543  681,911   63,576  2265640  1881412  2717759  2626899  257,281  348,141

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -31,126)
 -34,700       97   -6,716    2,900  -30,567  -38,516  -37,186    7,390    6,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     22.9      2.1     76.2     63.2     91.4     88.3      8.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      36       79       36      113      148      170      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,572,965
COMMITMENTS
 157,867  365,012  290,512  1093219  858,523  1541598  1514047   31,367   58,918

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -92,411)
   4,326   -8,154  -25,342  -64,215  -56,887  -85,231  -90,383   -7,180   -2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     23.2     18.5     69.5     54.6     98.0     96.3      2.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      25       47       47       60       73      116      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,819
COMMITMENTS
  36,736    3,690    3,282   15,341   50,240   55,359   57,212    9,460    7,607

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,299)
  -4,744   -1,075      -54    2,943   -1,566   -1,855   -2,694     -444      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7      5.7      5.1     23.7     77.5     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      43       17        8       28       31       72       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,637
COMMITMENTS
  73,472    7,380    6,563   30,682  100,480  110,717  114,423   18,920   15,214

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -4,597)
  -9,488   -2,150     -107    5,886   -3,131   -3,709   -5,388     -888      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7      5.7      5.1     23.7     77.5     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      43       17        8       28       31       72       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       35,552
COMMITMENTS
  32,026   34,577      369    3,099      536   35,494   35,482       58       70

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        603)
     730       71        0     -112      536      618      607      -15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.1     97.3      1.0      8.7      1.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      24       11        1        2        1       27       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,948
COMMITMENTS
  14,587    7,166       92   18,258   25,567   32,937   32,825       11      123

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        942)
  -1,256      178        0    2,193      784      937      962        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     21.7      0.3     55.4     77.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       16        1       10       20       20       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/04/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,514
COMMITMENTS
  17,219    4,145       89    9,181   22,185   26,489   26,419       25       95

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -1,039)
       2      -75      -91     -953     -871   -1,042   -1,037        3       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     15.6      0.3     34.6     83.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        9        1        6       11       18       20                  



Updated April 7, 2017