WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      620,081
COMMITMENTS
 133,661  254,663  179,734  253,212  140,057  566,607  574,453   53,474   45,628

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      6,930)
  -2,970   11,031   -3,553   12,471    1,834    5,948    9,312      981   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     41.1     29.0     40.8     22.6     91.4     92.6      8.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     162      162      185      122      114      387      379                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,218
COMMITMENTS
 103,330  103,872   42,735  117,188  120,437  263,253  267,044   26,965   23,174

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      4,244)
   1,192    3,637    5,190   -1,686   -3,352    4,696    5,475     -452   -1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6     35.8     14.7     40.4     41.5     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      82       58       72       91       89      202      199                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,902,704
COMMITMENTS
 329,374  402,533  502,475  839,429  777,969  1671278  1682976  231,426  219,728

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     17,459)
 -11,574    5,306   24,211   13,086  -10,277   25,722   19,240   -8,263   -1,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     21.2     26.4     44.1     40.9     87.8     88.5     12.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      799)
     212      173      263      340      326      697      645                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,890
COMMITMENTS
   1,449      888      928    3,116    4,983    5,492    6,798    2,398    1,092

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        178)
      52       51      -98      188      118      142       70       36      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     11.3     11.8     39.5     63.2     69.6     86.2     30.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        5        9       12       13       28       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,006,985
COMMITMENTS
 140,065  171,569  302,825  502,592  400,380  945,481  874,774   61,504  132,210

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,457)
  -3,265   13,664   -2,324    9,858   -3,327    4,269    8,014   -2,812   -6,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     17.0     30.1     49.9     39.8     93.9     86.9      6.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      698)
     180      220      271      208      239      543      601                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,606
COMMITMENTS
   4,012    1,632    3,125    6,047    8,261   13,184   13,018      422      588

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        247)
     273       27      160     -181      -46      251      140       -5      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     12.0     23.0     44.4     60.7     96.9     95.7      3.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        9       11       10       13       22       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      482,545
COMMITMENTS
  87,601  128,717  116,546  239,932  202,289  444,079  447,552   38,465   34,993

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      7,441)
   1,625    1,296    6,099     -156     -839    7,567    6,556     -126      886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     26.7     24.2     49.7     41.9     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      78      107      121      101       86      257      261                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      854,282
COMMITMENTS
  92,554  117,415  131,955  460,743  413,345  685,252  662,714  169,031  191,568

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     46,802)
   1,996    1,264   30,722      979   18,361   33,697   50,348   13,105   -3,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     13.7     15.4     53.9     48.4     80.2     77.6     19.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      33       38       51       71       72      132      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      731,580
COMMITMENTS
  39,387  118,423    4,145  565,755  502,513  609,287  625,081  122,293  106,499

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      6,817)
  -2,506   -7,915     -128    7,866   14,005    5,232    5,962    1,584      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     16.2      0.6     77.3     68.7     83.3     85.4     16.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       8       13        8       57       55       69       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,793
COMMITMENTS
   2,767      177      584    1,015    3,943    4,366    4,704      427       89

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        209)
    -558       82      254      505     -109      201      227        8      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.7      3.7     12.2     21.2     82.3     91.1     98.1      8.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        2        5        7       10       23       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      419,844
COMMITMENTS
  99,091   71,129   75,389  197,681  231,493  372,162  378,011   47,683   41,833

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:    -10,594)
  -4,732    2,072   -2,785   -3,004   -8,045  -10,521   -8,758      -73   -1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     16.9     18.0     47.1     55.1     88.6     90.0     11.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      84       72      104      108      102      249      237                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,129
COMMITMENTS
   2,184    2,167      684    4,743    5,691    7,611    8,541    2,518    1,588

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:       -673)
    -104     -498     -327      -90      108     -522     -717     -151       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     21.4      6.8     46.8     56.2     75.1     84.3     24.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       14       11       18       16       43       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,402,990
COMMITMENTS
 305,118  270,734   54,137  917,645  937,198  1276901  1262070  126,089  140,921

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      5,146)
   2,706   -2,794    5,624   -5,699    1,611    2,631    4,441    2,515      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     19.3      3.9     65.4     66.8     91.0     90.0      9.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      57       51       45      110      121      189      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,210,196
COMMITMENTS
 710,793  679,235  603,600  2488211  2361258  3802604  3644093  407,593  566,103

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:    309,718)
  21,609  -33,705  110,387  157,305  240,427  289,302  317,109   20,417   -7,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     16.1     14.3     59.1     56.1     90.3     86.6      9.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      82      100      103      185      192      319      343                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,488
COMMITMENTS
  54,774   46,734      628  215,036  200,748  270,438  248,110   81,050  103,377

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     -7,278)
  -8,640   -5,480      248    3,581   -6,031   -4,810  -11,263   -2,467    3,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     13.3      0.2     61.2     57.1     76.9     70.6     23.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        6        5       34       36       47       43                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,522,983
COMMITMENTS
 548,927  594,841  330,469  2360467  2237034  3239863  3162344  283,120  360,640

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:    204,313)
 113,404   -8,847   50,552   38,212  160,389  202,169  202,093    2,144    2,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     16.9      9.4     67.0     63.5     92.0     89.8      8.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      56       67       73      128      161      223      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,672,069
COMMITMENTS
 159,692  391,446  302,888  1179166  917,057  1641746  1611391   30,323   60,678

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:     17,403)
   1,274   20,262  -15,000   33,337   14,985   19,611   20,247   -2,207   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     23.4     18.1     70.5     54.8     98.2     96.4      1.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       47       52       62       75      121      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,426
COMMITMENTS
  38,570    4,971    4,067   14,262   49,922   56,898   58,960    9,528    7,467

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        976)
     945      838      233      -40      195    1,137    1,265     -161     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.1      7.5      6.1     21.5     75.2     85.7     88.8     14.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      51       18       11       31       30       85       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      132,853
COMMITMENTS
  77,139    9,943    8,134   28,524   99,843  113,797  117,919   19,056   14,933

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,953)
   1,889    1,675      466      -81      389    2,274    2,531     -322     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.1      7.5      6.1     21.5     75.2     85.7     88.8     14.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      51       18       11       31       30       85       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       41,082
COMMITMENTS
  38,428   40,162      369    2,238      495   41,035   41,026       47       56

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      4,253)
   5,099    4,382        0     -857     -100    4,242    4,282       11      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    93.5     97.8      0.9      5.4      1.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      25       12        1        2        1       28       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,612
COMMITMENTS
   9,184    6,843       92   22,326   24,513   31,602   31,448       10      164

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        -97)
  -1,681     -129        0    1,584        3      -97     -126        0       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     21.6      0.3     70.6     77.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       14        1        8       20       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,767
COMMITMENTS
  15,898    4,663       34   11,781   22,980   27,713   27,677       54       90

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,969)
    -189       33       -1    2,148    1,931    1,958    1,963       11        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.3     16.8      0.1     42.4     82.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        9        1        5       11       16       20                  



Updated April 21, 2017