WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      616,119
COMMITMENTS
 135,082  243,288  192,348  234,806  134,102  562,236  569,738   53,882   46,381

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     10,390)
  -1,379   -1,198    9,431      -11    1,207    8,040    9,440    2,350      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     39.5     31.2     38.1     21.8     91.3     92.5      8.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
     155      162      175      118      114      376      361                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      283,387
COMMITMENTS
  97,920   95,848   38,984  118,581  123,096  255,486  257,928   27,901   25,459

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     24,847)
  12,721   17,585     -302    9,646    6,146   22,065   23,429    2,782    1,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     33.8     13.8     41.8     43.4     90.2     91.0      9.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      77       64       63       92       90      200      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,854,437
COMMITMENTS
 340,664  382,684  470,949  810,966  776,767  1622579  1630400  231,858  224,037

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     40,322)
  -6,777   -8,286    8,326   22,646   46,716   24,195   46,756   16,127   -6,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     20.6     25.4     43.7     41.9     87.5     87.9     12.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      793)
     205      167      244      339      332      684      633                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        7,610
COMMITMENTS
   1,633      867    1,014    2,457    4,782    5,104    6,662    2,506      947

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        360)
    -476      -18      130      836      391      490      503     -130     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     11.4     13.3     32.3     62.8     67.1     87.6     32.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        4        8       11       12       29       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      972,367
COMMITMENTS
 150,760  135,310  282,658  478,730  417,411  912,148  835,380   60,219  136,987

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     71,518)
 -22,545   18,125   50,367   39,202    2,952   67,024   71,444    4,494       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     13.9     29.1     49.2     42.9     93.8     85.9      6.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     189      203      256      211      239      537      581                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED 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:       13,529
COMMITMENTS
   4,142    1,761    2,698    6,287    8,558   13,126   13,017      402      512

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      3,671)
   1,089      508      783    1,902    2,524    3,775    3,815     -104     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     13.0     19.9     46.5     63.3     97.0     96.2      3.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        9       11       11       13       23       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      470,552
COMMITMENTS
  88,257  118,328  111,209  235,062  207,160  434,528  436,697   36,024   33,855

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     28,580)
  -3,528   13,869    8,132   21,050    4,753   25,654   26,754    2,925    1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     25.1     23.6     50.0     44.0     92.3     92.8      7.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      80      111      118       95       84      254      260                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      773,196
COMMITMENTS
  91,732  121,721   89,001  436,519  384,907  617,251  595,628  155,944  177,567

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     35,596)
  -4,195    1,470   12,054   16,479   18,740   24,338   32,264   11,258    3,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     15.7     11.5     56.5     49.8     79.8     77.0     20.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       31       41       64       71      117      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:      715,023
COMMITMENTS
  36,225  116,911   10,538  549,746  483,621  596,509  611,070  118,514  103,953

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      9,950)
  -3,951   -8,020    7,138    7,088   15,055   10,275   14,173     -325   -4,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     16.4      1.5     76.9     67.6     83.4     85.5     16.6     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      420,501
COMMITMENTS
 101,421   60,202   78,684  193,957  241,040  374,061  379,925   46,440   40,576

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     13,227)
     262   10,311    4,282    8,014   -4,305   12,558   10,287      669    2,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     14.3     18.7     46.1     57.3     89.0     90.4     11.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      77       73       90      104      104      230      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       11,113
COMMITMENTS
   2,373    3,642      810    5,062    4,986    8,245    9,438    2,868    1,675

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -505)
     182     -877        2     -583      550     -399     -325     -106     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     32.8      7.3     45.6     44.9     74.2     84.9     25.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      24       17       10       21       12       48       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,383,217
COMMITMENTS
 289,055  296,210   38,462  938,398  898,054  1265914  1232726  117,303  150,492

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -3,321)
   4,179  -14,578      354  -16,764   13,556  -12,231     -668    8,910   -2,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     21.4      2.8     67.8     64.9     91.5     89.1      8.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      54       55       42      108      119      182      196                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,707,922
COMMITMENTS
 623,912  640,310  454,246  2252859  2045049  3331017  3139605  376,904  568,316

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    144,108)
 -15,610  -49,849  106,197   40,201   81,033  130,788  137,382   13,320    6,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     17.3     12.3     60.8     55.2     89.8     84.7     10.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      80       94       96      174      197      303      338                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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:      345,564
COMMITMENTS
  51,898   55,052      370  210,688  187,767  262,956  243,189   82,609  102,376

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     10,725)
  -4,883    1,072     -409    5,789    8,596      497    9,259   10,228    1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     15.9      0.1     61.0     54.3     76.1     70.4     23.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        7        5       32       35       44       43                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    3,188,473
COMMITMENTS
 380,786  643,885  215,253  2329153  1971328  2925193  2830467  263,281  358,007

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -18,158)
 -39,507   -5,897    9,357    2,953  -28,044  -27,196  -24,583    9,038    6,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     20.2      6.8     73.0     61.8     91.7     88.8      8.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      45       74       72      133      158      224      258                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,574,525
COMMITMENTS
 157,867  365,048  291,853  1093219  858,523  1542939  1515424   31,586   59,101

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:    -92,434)
   4,317   -8,036  -24,860  -64,215  -56,887  -84,758  -89,783   -7,676   -2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     23.2     18.5     69.4     54.5     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      25       47       47       60       73      116      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       65,703
COMMITMENTS
  36,754    3,517    3,673   15,668   50,690   56,096   57,881    9,607    7,822

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -2,393)
  -4,734   -1,072      -51    2,823   -1,675   -1,963   -2,798     -430      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9      5.4      5.6     23.8     77.2     85.4     88.1     14.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      44       17       10       29       33       76       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      131,406
COMMITMENTS
  73,509    7,035    7,347   31,337  101,381  112,192  115,762   19,214   15,644

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:     -4,786)
  -9,469   -2,145     -102    5,645   -3,349   -3,925   -5,596     -861      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9      5.4      5.6     23.8     77.2     85.4     88.1     14.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      44       17       10       29       33       76       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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