WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      556,853
COMMITMENTS
 133,507  207,553  185,796  191,475  120,610  510,778  513,959   46,075   42,894

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -19,303)
  -1,233  -19,003      844  -15,821   -3,506  -16,210  -21,664   -3,093    2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     37.3     33.4     34.4     21.7     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     137      160      173      115      112      359      353                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      305,985
COMMITMENTS
 103,415   70,182   63,459  112,668  145,689  279,542  279,331   26,443   26,655

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        522)
   4,379  -15,061    1,403   -4,124   12,680    1,658     -978   -1,136    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     22.9     20.7     36.8     47.6     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      80       55       71       92       95      204      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,923,781
COMMITMENTS
 367,670  337,989  553,182  740,681  806,692  1661534  1697864  262,247  225,917

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     60,563)
   6,044 -106,708   71,101  -26,123   79,719   51,022   44,112    9,541   16,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     17.6     28.8     38.5     41.9     86.4     88.3     13.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      818)
     239      169      261      338      330      714      649                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,090
COMMITMENTS
   1,966      143      918    2,139    6,044    5,023    7,106    3,067      984

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        314)
       6     -175      -29       12      449      -11      245      325       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      1.8     11.4     26.4     74.7     62.1     87.8     37.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        6        7        9       11       30       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      903,351
COMMITMENTS
 131,891  204,233  257,871  451,632  329,627  841,394  791,730   61,957  111,621

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -1,582)
   1,806  -15,641    7,931   -8,901    9,750      836    2,039   -2,418   -3,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     22.6     28.5     50.0     36.5     93.1     87.6      6.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      639)
     174      193      249      190      217      502      545                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,611
COMMITMENTS
   2,988    2,845    3,091    8,077    8,240   14,157   14,177      454      434

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        -18)
     -52       32       18        4      -38      -30       12       12      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     19.5     21.2     55.3     56.4     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        9       12       10       11       23       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      463,085
COMMITMENTS
 108,687  114,609  113,932  206,956  200,720  429,574  429,261   33,511   33,824

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -38,250)
  -2,759  -16,196  -15,534  -19,601   -3,397  -37,895  -35,127     -355   -3,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     24.7     24.6     44.7     43.3     92.8     92.7      7.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     101       94      139       95       84      274      274                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      874,197
COMMITMENTS
 147,014  100,330  126,548  416,784  474,829  690,346  701,707  183,851  172,490

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     21,488)
  15,870  -19,565   -5,596    2,908   50,990   13,182   25,829    8,306   -4,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     11.5     14.5     47.7     54.3     79.0     80.3     21.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      42       28       46       75       80      134      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      763,353
COMMITMENTS
  33,308  131,263   17,313  594,468  529,116  645,089  677,692  118,265   85,662

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -15,432)
  -6,037   -7,130     -696   -6,044   -3,530  -12,777  -11,357   -2,655   -4,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     17.2      2.3     77.9     69.3     84.5     88.8     15.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      13       14       11       64       65       84       83                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,555
COMMITMENTS
   1,044      363      553      648    1,479    2,245    2,395      310      160

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -399)
     -87      221      -62     -306     -592     -455     -433       56       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9     14.2     21.6     25.4     57.9     87.9     93.7     12.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        4        5        5        9       18       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      454,939
COMMITMENTS
  84,557  103,544  104,878  217,732  204,428  407,166  412,849   47,773   42,090

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     -1,626)
   1,952   -3,463    1,920   -5,321       75   -1,449   -1,468     -177     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     22.8     23.1     47.9     44.9     89.5     90.7     10.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      80       75      101      116      103      257      241                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,831
COMMITMENTS
   2,922    1,941    1,319    4,329    5,922    8,570    9,182    2,261    1,650

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        570)
     224       14      111      122      533      457      658      112      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     17.9     12.2     40.0     54.7     79.1     84.8     20.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       16       16       23       15       56       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,398,118
COMMITMENTS
 263,047  343,733   56,553  954,120  849,492  1273721  1249778  124,398  148,340

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     20,447)
  13,999   56,764   -8,500   18,733  -25,280   24,232   22,984   -3,785   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     24.6      4.0     68.2     60.8     91.1     89.4      8.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      64       56       41      109      112      187      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,754,501
COMMITMENTS
 828,236  542,905  388,525  2141188  2266143  3357948  3197573  396,552  556,928

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -76,085)
 -31,952 -118,991  -12,778  -33,077   48,307  -77,807  -83,461    1,722    7,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     14.5     10.3     57.0     60.4     89.4     85.2     10.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      79      100      105      175      196      312      343                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      366,075
COMMITMENTS
  65,644   38,443    4,112  207,700  215,468  277,456  258,023   88,619  108,052

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      1,353)
  -9,226   -3,320    1,169    8,919    5,852      862    3,701      491   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     10.5      1.1     56.7     58.9     75.8     70.5     24.2     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        7       37       38       50       46                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,314,774
COMMITMENTS
 549,592  593,583  182,972  2280898  2174587  3013462  2951142  301,312  363,632

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:    -32,121)
  24,969  -16,424   -9,565  -42,920    1,769  -27,515  -24,220   -4,606   -7,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     17.9      5.5     68.8     65.6     90.9     89.0      9.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      51       62       65      123      152      211      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,680,065
COMMITMENTS
 326,953  294,841  334,728  967,234  990,196  1628915  1619765   51,150   60,300

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     71,627)
   5,787  -27,293   29,042   32,309   66,423   67,138   68,172    4,489    3,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     17.5     19.9     57.6     58.9     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      25       38       48       62       67      115      132                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,640
COMMITMENTS
  33,735    6,896    4,589   23,391   49,405   61,714   60,890   10,926   11,750

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      9,541)
   2,063      101    1,141    4,812    5,814    8,016    7,056    1,525    2,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4      9.5      6.3     32.2     68.0     85.0     83.8     15.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      49       16       16       38       35       95       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      145,280
COMMITMENTS
  67,470   13,792    9,177   46,781   98,811  123,428  121,780   21,852   23,500

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:     19,081)
   4,126      201    2,282    9,624   11,629   16,032   14,112    3,049    4,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4      9.5      6.3     32.2     68.0     85.0     83.8     15.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      49       16       16       38       35       95       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       46,393
COMMITMENTS
  44,267   45,537      746    1,294        0   46,307   46,283       86      110

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -661)
  -1,029   -1,007      342        0        0     -687     -665       26        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    95.4     98.2      1.6      2.8      0.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      24       14        3        1        0       27       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,127
COMMITMENTS
   5,111    6,058       92   23,878   22,879   29,081   29,029       46       98

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -957)
     781      636     -497   -1,227   -1,098     -943     -959      -14        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     20.8      0.3     82.0     78.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       13        1        9       17       21       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,027
COMMITMENTS
   8,116    4,466    1,458   17,427   21,037   27,001   26,961       26       66

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        797)
    -993   -1,117    1,431      365      484      803      798       -6       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     16.5      5.4     64.5     77.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        9        1        5       11       15       21                  



Updated June 16, 2017