WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      423,436
COMMITMENTS
 149,622  225,915   68,101  162,606   90,174  380,329  384,190   43,107   39,246

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -15,088)
   2,088   -6,604   -7,027   -8,802   -3,042  -13,741  -16,673   -1,347    1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     53.4     16.1     38.4     21.3     89.8     90.7     10.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     137      121      116      105       89      306      273                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      246,763
COMMITMENTS
  98,824   71,745   31,260   95,108  119,777  225,192  222,782   21,571   23,981

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,060)
  -3,788  -16,941    1,454     -834   10,625   -3,168   -4,862      108    1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     29.1     12.7     38.5     48.5     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      74       54       55       84       78      182      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,357,901
COMMITMENTS
 365,703  465,510  195,597  635,257  538,631  1196557  1199738  161,344  158,163

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     31,739)
   1,941   25,031   17,553   10,402  -12,922   29,896   29,662    1,843    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     34.3     14.4     46.8     39.7     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     188      146      179      254      292      538      542                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,940
COMMITMENTS
   1,529      870      309    2,015    3,921    3,853    5,100    2,087      840

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        294)
      41     -205      162      -57      189      146      146      148      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     14.6      5.2     33.9     66.0     64.9     85.9     35.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        8        5        8       11       24       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      640,178
COMMITMENTS
 148,470  178,357   89,524  357,230  272,018  595,224  539,899   44,954  100,279

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,721)
   9,394     -502   -3,037   -6,360    1,814       -3   -1,725   -1,718        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     27.9     14.0     55.8     42.5     93.0     84.3      7.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     157      162      170      161      227      411      486                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,044
COMMITMENTS
   3,365    1,328       34    1,248    3,466    4,647    4,828   13,397   13,216

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      7.4      0.2      6.9     19.2     25.8     26.8     74.2     73.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        2        3       10        9       15                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      405,988
COMMITMENTS
 117,044  111,126   68,708  183,620  195,759  369,372  375,593   36,616   30,395

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,226)
   4,159  -11,249   -5,210   -9,264    6,747  -10,315   -9,712    1,089      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     27.4     16.9     45.2     48.2     91.0     92.5      9.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      97       86      102       87       66      244      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      676,912
COMMITMENTS
 127,772  122,594   14,729  384,612  375,335  527,113  512,658  149,799  164,254

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     34,031)
  13,510   17,516   -2,325   21,840   22,941   33,025   38,132    1,006   -4,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     18.1      2.2     56.8     55.4     77.9     75.7     22.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      38       25       27       71       62      121      103                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      740,099
COMMITMENTS
  32,672  140,336   10,490  583,403  486,754  626,565  637,580  113,534  102,519

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      4,905)
   1,802   20,704      709      422  -22,850    2,933   -1,437    1,972    6,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     19.0      1.4     78.8     65.8     84.7     86.1     15.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
       8       15       11       62       58       78       76                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,856
COMMITMENTS
   1,913      171      503    1,132    2,966    3,548    3,640      308      216

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -628)
    -342      119      -76      -79     -752     -497     -709     -131       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6      4.4     13.0     29.4     76.9     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        2        3        8       11       21       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      364,818
COMMITMENTS
 101,962   70,211   43,820  176,265  213,223  322,047  327,254   42,771   37,564

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,673)
   3,713   -3,624   -2,031   -3,618    4,321   -1,936   -1,334      263     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     19.2     12.0     48.3     58.4     88.3     89.7     11.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      87       56       80       93       81      218      190                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,100
COMMITMENTS
   2,430    5,141      494    5,423    3,830    8,347    9,465    2,753    1,635

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        -47)
     -31       22       28       14     -133       11      -83      -58       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     46.3      4.5     48.9     34.5     75.2     85.3     24.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       26        8       20       11       42       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,360,898
COMMITMENTS
 213,252  204,172   43,188  988,398  955,770  1244838  1203130  116,060  157,768

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -27,679)
 -41,710  -43,168   -4,958   24,532    8,067  -22,136  -40,059   -5,543   12,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     15.0      3.2     72.6     70.2     91.5     88.4      8.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      60       42       30      110      117      179      180                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,333,895
COMMITMENTS
 861,792  632,673  112,865  2013275  2037783  2987932  2783321  345,963  550,574

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     83,849)
  31,346  -17,903   15,906   83,495   70,058  130,747   68,061  -46,898   15,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     19.0      3.4     60.4     61.1     89.6     83.5     10.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      80       90       65      152      166      269      284                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      345,096
COMMITMENTS
  54,982   45,604    2,178  211,718  184,009  268,878  231,791   76,218  113,305

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,717)
   3,008      654   -1,178   -2,170   -6,698     -340   -7,222   -1,377    5,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     13.2      0.6     61.4     53.3     77.9     67.2     22.1     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        5        4       33       34       43       40                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,191,942
COMMITMENTS
 480,150  626,578  106,870  2328610  2102473  2915630  2835921  276,312  356,021

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -46,779)
 -85,223  -40,136   32,033   22,112  -41,550  -31,078  -49,653  -15,701    2,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     19.6      3.3     73.0     65.9     91.3     88.8      8.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      45       74       42      115      148      185      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,419,346
COMMITMENTS
 248,238  222,474  290,362  845,102  849,230  1383702  1362066   35,644   57,280

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    144,864)
  86,204   23,054   47,263    8,317   72,787  141,784  143,104    3,080    1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     15.7     20.5     59.5     59.8     97.5     96.0      2.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      19       55       48       55       68      112      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,651
COMMITMENTS
  29,917    5,450    3,221   17,349   44,287   50,487   52,958   10,164    7,694

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,534)
  -4,413      174      307    1,283   -3,255   -2,823   -2,775      289      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      9.0      5.3     28.6     73.0     83.2     87.3     16.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      41       18        9       31       27       75       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,302
COMMITMENTS
  59,834   10,899    6,442   34,698   88,574  100,974  105,915   20,328   15,387

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,068)
  -8,825      347      614    2,566   -6,510   -5,645   -5,549      577      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      9.0      5.3     28.6     73.0     83.2     87.3     16.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      41       18        9       31       27       75       51                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       41,603
COMMITMENTS
  38,141   39,841    1,126    2,275      544   41,542   41,511       61       92

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      2,389)
   1,535    1,373      757       94      249    2,386    2,379        3       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    91.7     95.8      2.7      5.5      1.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      25       16        2        2        1       29       17                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,293
COMMITMENTS
   5,989    6,550       92   24,165   23,540   30,246   30,182       47      111

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        657)
     200       46        0      452      622      652      668        5      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     21.6      0.3     79.8     77.7     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       14        1        8       19       16       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,670
COMMITMENTS
  12,223    4,407        0   13,382   21,180   25,605   25,587       65       83

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -295)
    -752      164        0      499     -470     -253     -306      -42       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     17.2      0.0     52.1     82.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        9        0        5       12       14       21                  



Updated May 12, 2017