WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      558,645
COMMITMENTS
 134,708  237,659  172,027  202,385  107,981  509,119  517,667   49,526   40,978

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     26,856)
   4,853   17,992   11,653    8,660   -1,544   25,166   28,101    1,690   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     42.5     30.8     36.2     19.3     91.1     92.7      8.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     164      148      173      123      103      379      340                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,255
COMMITMENTS
  93,001   79,666   39,022  107,114  121,779  239,137  240,466   25,118   23,788

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      1,235)
  -1,200    8,322   -5,493    6,061     -545     -632    2,284    1,868   -1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2     30.1     14.8     40.5     46.1     90.5     91.0      9.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      76       53       64       88       87      188      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,809,949
COMMITMENTS
 329,297  461,123  482,439  769,152  663,984  1580888  1607546  229,062  202,403

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     12,170)
  22,668   15,437     -414  -13,594   -6,330    8,659    8,693    3,511    3,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     25.5     26.7     42.5     36.7     87.3     88.8     12.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      801)
     232      160      252      340      323      694      634                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,018
COMMITMENTS
   1,672      646      664    2,361    4,799    4,697    6,108    2,321      910

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        326)
     133      -28     -151      233      482      214      303      112       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      9.2      9.5     33.6     68.4     66.9     87.0     33.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        6        6       12       11       29       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      804,104
COMMITMENTS
 145,778  167,619  206,469  398,214  310,319  750,460  684,406   53,644  119,698

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      5,036)
    -597   -1,659    5,342      238   -1,082    4,983    2,600       53    2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     20.8     25.7     49.5     38.6     93.3     85.1      6.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     172      190      243      198      239      502      561                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,099
COMMITMENTS
   2,972    2,171    2,434    6,053    7,037   11,459   11,642      641      457

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -328)
    -108        7      -14     -222     -285     -344     -292       15      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     17.9     20.1     50.0     58.2     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9       10       10       12       21       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      449,112
COMMITMENTS
 110,331  105,891  102,285  198,138  208,199  410,754  416,376   38,357   32,736

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -557)
   2,002   -4,341    2,150   -4,780    1,033     -629   -1,158       72      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     23.6     22.8     44.1     46.4     91.5     92.7      8.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      92       97      117       91       79      254      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      810,464
COMMITMENTS
 119,717  125,340   87,668  431,005  412,460  638,390  625,468  172,074  184,997

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      5,651)
  -7,119   14,882    1,864    2,551  -15,837   -2,705      909    8,355    4,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     15.5     10.8     53.2     50.9     78.8     77.2     21.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      39       31       43       77       79      131      138                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      757,802
COMMITMENTS
  34,197  140,547   16,467  585,206  493,951  635,870  650,965  121,932  106,837

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     16,730)
   1,525      255    5,902    1,803    7,197    9,230   13,354    7,500    3,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     18.5      2.2     77.2     65.2     83.9     85.9     16.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
       9       15       11       63       60       81       79                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,308
COMMITMENTS
   1,598      409      401    1,011    2,291    3,010    3,101      298      207

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:       -548)
    -315      238     -102     -121     -675     -538     -539      -10       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3     12.4     12.1     30.6     69.3     91.0     93.7      9.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        3        3        7       11       19       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      407,460
COMMITMENTS
  90,698   81,028   76,565  192,933  211,596  360,197  369,189   47,263   38,270

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      5,682)
  -1,436   10,253    5,688      913   -9,824    5,165    6,117      517     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     19.9     18.8     47.4     51.9     88.4     90.6     11.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77       73       91      103       91      230      217                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,037
COMMITMENTS
   2,068    2,980      900    5,000    4,614    7,968    8,493    2,069    1,544

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -1,804)
     -23   -2,170     -147     -852      674   -1,022   -1,643     -782     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     29.7      9.0     49.8     46.0     79.4     84.6     20.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       20       12       18       12       45       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,458,607
COMMITMENTS
 257,419  234,459   64,088  1016822  983,998  1338329  1282545  120,277  176,062

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     73,658)
  45,721   29,217      247   25,022   26,870   70,991   56,334    2,667   17,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     16.1      4.4     69.7     67.5     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      64       45       41      113      118      191      190                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,985,749
COMMITMENTS
 859,692  643,061  428,050  2316235  2325529  3603977  3396639  381,772  589,110

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     29,046)
  20,462   13,770    4,327   -5,370   10,808   19,419   28,905    9,627      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     16.1     10.7     58.1     58.3     90.4     85.2      9.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      88       88       94      177      194      308      333                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      352,291
COMMITMENTS
  58,020   46,062    4,020  209,653  183,325  271,693  233,407   80,598  118,884

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      7,192)
   3,040      458    1,840   -2,065     -684    2,815    1,614    4,377    5,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     13.1      1.1     59.5     52.0     77.1     66.3     22.9     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        5        5       33       32       44       39                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,374,120
COMMITMENTS
 448,503  589,931  248,279  2402051  2163058  3098833  3001268  275,287  372,852

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     10,025)
 -33,994  -18,466   35,108   14,739  -11,181   15,853    5,460   -5,828    4,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     17.5      7.4     71.2     64.1     91.8     88.9      8.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      49       74       71      129      149      221      251                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,529,338
COMMITMENTS
 233,367  260,558  326,264  933,665  884,903  1493295  1471725   36,043   57,613

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:    109,378)
 -14,871   38,054   35,407   88,563   35,673  109,098  109,134      279      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     17.0     21.3     61.1     57.9     97.6     96.2      2.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      18       53       50       58       73      115      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,465
COMMITMENTS
  28,775    5,754    3,449   19,259   43,626   51,482   52,829    9,983    8,637

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:         49)
  -1,188      448      -96    1,618     -931      333     -579     -284      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.8      9.4      5.6     31.3     71.0     83.8     85.9     16.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      40       14       10       32       29       75       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,931
COMMITMENTS
  57,549   11,508    6,898   38,518   87,252  102,965  105,657   19,966   17,273

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:         98)
  -2,377      896     -193    3,236   -1,862      667   -1,158     -568    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.8      9.4      5.6     31.3     71.0     83.8     85.9     16.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      40       14       10       32       29       75       50                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       42,126
COMMITMENTS
  37,891   39,616    1,885    2,275      544   42,051   42,045       75       81

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        523)
    -250     -225      759        0        0      509      534       14      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.9     94.0      4.5      5.4      1.3     99.8     99.8      0.2      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,071
COMMITMENTS
   6,701    6,581       92   24,189   24,275   30,982   30,948       89      123

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        778)
     712       31        0       24      735      736      766       42       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     21.2      0.3     77.9     78.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        7       19       16       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,165
COMMITMENTS
  11,098    5,003        0   15,026   21,017   26,124   26,020       41      145

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        495)
  -1,125      596        0    1,644     -163      519      433      -24       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     19.1      0.0     57.4     80.3     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       10        0        6       12       15       22                  



Updated May 19, 2017