WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,524
COMMITMENTS
 147,534  232,519   75,128  171,408   93,216  394,070  400,863   44,454   37,661

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -59,299)
  -2,567  -47,618   -5,170  -47,116   -2,774  -54,853  -55,562   -4,446   -3,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     53.0     17.1     39.1     21.3     89.9     91.4     10.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     133      126      113       99       93      302      275                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      249,823
COMMITMENTS
 102,612   88,686   29,806   95,942  109,152  228,360  227,644   21,463   22,179

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -29,143)
  -7,281  -23,458   -7,763  -12,219    1,018  -27,263  -30,203   -1,880    1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     35.5     11.9     38.4     43.7     91.4     91.1      8.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      75       52       51       84       79      180      166                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,326,162
COMMITMENTS
 363,762  440,479  178,044  624,855  551,553  1166661  1170076  159,501  156,086

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:   -105,297)
     127   -6,424  -39,092  -54,136  -49,318  -93,101  -94,834  -12,196  -10,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     33.2     13.4     47.1     41.6     88.0     88.2     12.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     192      138      169      256      300      535      539                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,646
COMMITMENTS
   1,488    1,075      147    2,072    3,732    3,707    4,954    1,939      692

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -450)
    -115     -122      -22      -20      -71     -157     -215     -293     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     19.0      2.6     36.7     66.1     65.7     87.7     34.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        7        4        9       12       25       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      641,899
COMMITMENTS
 139,076  178,859   92,561  363,590  270,204  595,227  541,624   46,672  100,275

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -31,688)
   4,612      658   -8,958  -22,552  -16,590  -26,898  -24,890   -4,790   -6,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     27.9     14.4     56.6     42.1     92.7     84.4      7.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     151      165      170      161      225      417      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      415,214
COMMITMENTS
 112,885  122,375   73,918  192,884  189,012  379,687  385,305   35,527   29,909

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      3,580)
   5,818   -6,150    9,202  -11,157    4,978    3,863    8,030     -283   -4,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     29.5     17.8     46.5     45.5     91.4     92.8      8.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     100       88      104       86       66      247      220                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      642,881
COMMITMENTS
 114,262  105,078   17,054  362,772  352,394  494,088  474,526  148,793  168,355

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,132)
  -1,253   10,180   -2,521    9,846   -8,305    6,072     -646   -3,940    2,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     16.3      2.7     56.4     54.8     76.9     73.8     23.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      34       31       24       62       64      107      108                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      735,194
COMMITMENTS
  30,870  119,632    9,781  582,981  509,604  623,632  639,017  111,562   96,177

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,126)
  -9,264    5,213    6,243   10,488   -8,884    7,467    2,572   -6,341   -1,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     16.3      1.3     79.3     69.3     84.8     86.9     15.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       7       12        8       60       58       72       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,484
COMMITMENTS
   2,255       52      579    1,211    3,718    4,045    4,349      439      135

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -375)
    -451     -208       63       23     -289     -365     -434      -10       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3      1.2     12.9     27.0     82.9     90.2     97.0      9.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        1        3        8       11       20       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      366,491
COMMITMENTS
  98,249   73,835   45,851  179,883  208,902  323,983  328,588   42,508   37,903

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      5,452)
  -2,461    5,424    3,811    6,279   -2,756    7,629    6,479   -2,177   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     20.1     12.5     49.1     57.0     88.4     89.7     11.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      80       70       84       96       84      220      207                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,147
COMMITMENTS
   2,461    5,119      466    5,409    3,963    8,336    9,548    2,811    1,599

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,392)
     247    1,426      175      716     -176    1,138    1,425      254      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     45.9      4.2     48.5     35.6     74.8     85.7     25.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       25        9       25       11       49       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,388,577
COMMITMENTS
 254,962  247,340   48,146  963,866  947,703  1266974  1243189  121,603  145,388

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -7,243)
 -15,029   -3,675   -2,264   15,379   -2,000   -1,914   -7,939   -5,329      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     17.8      3.5     69.4     68.2     91.2     89.5      8.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      63       45       32      111      114      185      180                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,250,046
COMMITMENTS
 830,446  650,576   96,959  1929780  1967725  2857185  2715260  392,861  534,786

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     61,629)
   3,964   38,736   13,225   14,078   -3,982   31,267   47,979   30,362   13,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     20.0      3.0     59.4     60.5     87.9     83.5     12.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      71       98       60      151      170      259      293                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      346,813
COMMITMENTS
  51,974   44,950    3,356  213,888  190,707  269,218  239,013   77,595  107,800

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -4,873)
  -3,221    1,300      740      507   -6,441   -1,974   -4,401   -2,899     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.0      1.0     61.7     55.0     77.6     68.9     22.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        4       33       34       44       40                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,238,721
COMMITMENTS
 565,373  666,714   74,837  2306498  2144023  2946708  2885574  292,013  353,147

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     59,770)
 -20,246   17,270   -3,499   81,164   42,004   57,419   55,775    2,351    3,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     20.6      2.3     71.2     66.2     91.0     89.1      9.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      46       74       39      115      154      182      246                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,274,482
COMMITMENTS
 162,034  199,420  243,099  836,785  776,443  1241918  1218962   32,564   55,520

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:   -426,292)
  23,470 -153,401  -83,803 -362,951 -188,907 -423,284 -426,111   -3,008     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     15.6     19.1     65.7     60.9     97.4     95.6      2.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       50       44       50       69      102      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,185
COMMITMENTS
  34,330    5,276    2,914   16,066   47,542   53,310   55,732    9,876    7,453

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -3,515)
  -3,793     -580     -163      209   -1,836   -3,747   -2,578      233     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3      8.4      4.6     25.4     75.2     84.4     88.2     15.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      45       17        9       30       28       78       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,370
COMMITMENTS
  68,659   10,552    5,828   32,132   95,084  106,619  111,464   19,751   14,906

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -7,029)
  -7,586   -1,159     -325      417   -3,671   -7,494   -5,155      465   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3      8.4      4.6     25.4     75.2     84.4     88.2     15.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      45       17        9       30       28       78       52                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       39,214
COMMITMENTS
  36,606   38,468      369    2,181      295   39,156   39,132       58       82

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      7,977)
   8,010    8,173        0      -57     -200    7,953    7,973       24        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    93.3     98.1      0.9      5.6      0.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25       14        1        2        1       28       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,636
COMMITMENTS
   5,789    6,504       92   23,713   22,918   29,594   29,514       42      122

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,721)
  -2,168     -113        0      453   -1,619   -1,715   -1,732       -6       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     21.9      0.3     80.0     77.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        8       19       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/02/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,965
COMMITMENTS
  12,975    4,243        0   12,883   21,650   25,858   25,893      107       72

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -737)
  -3,192      163        0    2,462     -898     -730     -735       -7       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     16.3      0.0     49.6     83.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        8        0        6       12       16       20                  



Updated May 5, 2017