WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   547,593:   126,772    236,974    158,370    206,245    106,882    491,388    502,227:    56,205     45,367
Old  :   505,901:   122,672    239,010    141,003    190,306     87,301    453,981    467,314:    51,921     38,587
Other:    41,692:    16,206     10,069      5,262     15,939     19,581     37,407     34,912:     4,285      6,779
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    20,975:     4,995     12,998     10,819      4,348     -2,143     20,161     21,674:       814       -698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       43.3       28.9       37.7       19.5       89.7       91.7:      10.3        8.3
Old  :     100.0:      24.2       47.2       27.9       37.6       17.3       89.7       92.4:      10.3        7.6
Other:     100.0:      38.9       24.2       12.6       38.2       47.0       89.7       83.7:      10.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       174        150        138        139        119        375        351:
Old  :       487:       174        150        128        137        114        367        338:
Other:       143:        24         39         23         46         58         86        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3        8.9       16.1       16.7        7.7        8.4       12.8       16.0
Old  :                  9.4        9.5       16.6       17.9        8.0        9.1       13.6       17.3
Other:                 39.8       26.7       54.0       40.5       39.8       25.7       50.8       36.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   242,682:    76,840     92,511     34,687    108,940     91,954    220,467    219,152:    22,215     23,530
Old  :   216,982:    75,942     91,352     27,910     93,859     77,421    197,710    196,683:    19,272     20,299
Other:    25,700:     6,946      7,207        729     15,082     14,534     22,757     22,469:     2,943      3,231
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     4,896:       401      1,127        663      3,564      3,277      4,627      5,066:       269       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       38.1       14.3       44.9       37.9       90.8       90.3:       9.2        9.7
Old  :     100.0:      35.0       42.1       12.9       43.3       35.7       91.1       90.6:       8.9        9.4
Other:     100.0:      27.0       28.0        2.8       58.7       56.6       88.5       87.4:      11.5       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        75         60         58         89         77        186        178:
Old  :       249:        76         59         51         83         72        175        168:
Other:       113:        21         18         11         36         55         63         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       16.8       23.7       27.7       13.5       16.5       23.1       26.7
Old  :                 15.3       18.4       25.6       30.7       15.2       18.4       25.0       29.9
Other:                 31.3       38.0       51.5       56.6       31.3       34.4       51.5       52.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,717,881:   335,036    418,539    445,711    747,276    621,698  1,528,024  1,485,948:   189,858    231,933
Old  : 1,620,617:   334,245    432,317    407,398    703,457    566,302  1,445,100  1,406,017:   175,516    214,599
Other:    97,265:    26,886     12,316     12,219     43,819     55,396     82,924     79,931:    14,341     17,334
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     9,510:   -13,802     17,077      1,678     15,114      5,844      2,990     24,599:     6,520    -15,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       24.4       25.9       43.5       36.2       88.9       86.5:      11.1       13.5
Old  :     100.0:      20.6       26.7       25.1       43.4       34.9       89.2       86.8:      10.8       13.2
Other:     100.0:      27.6       12.7       12.6       45.1       57.0       85.3       82.2:      14.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       823:       200        194        232        332        338        659        660:
Old  :       823:       216        190        226        330        334        652        655:
Other:       316:        43         61         38         74        170        141        249:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       10.2       16.9       16.4        6.7        5.4       11.9        9.7
Old  :                 10.6        9.3       17.1       15.6        6.8        5.7       12.3       10.0
Other:                 26.3       34.4       38.9       44.5       25.3       32.1       35.3       39.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,129:     2,782      4,738      1,098      4,902      4,029      8,783      9,865:     3,346      2,264
Old  :    12,106:     2,766      4,735      1,098      4,897      4,029      8,762      9,862:     3,344      2,244
Other:        23:        16          3          0          5          0         21          3:         2         20
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :      -184:      -143        266          4       -246       -522       -385       -252:       201         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       39.1        9.1       40.4       33.2       72.4       81.3:      27.6       18.7
Old  :     100.0:      22.9       39.1        9.1       40.5       33.3       72.4       81.5:      27.6       18.5
Other:     100.0:      69.6       13.0        0.0       21.7        0.0       91.3       13.0:       8.7       87.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12         17          8         15         11         29         34:
Old  :        47:        12         17          8         15         11         29         34:
Other:         5:         1          2          0          2          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       34.5       45.0       50.6       31.7       32.8       42.8       46.8
Old  :                 33.3       34.6       45.0       50.7       31.6       32.8       42.7       46.9
Other:                 91.3       13.0       91.3       13.0       91.3       13.0       91.3       13.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   850,942:   167,471     64,449    250,282    379,296    426,591    797,049    741,321:    53,893    109,621
Old  :   815,938:   169,595     63,705    234,307    362,690    411,649    766,592    709,660:    49,347    106,278
Other:    35,004:     8,892     11,760      4,959     16,606     14,942     30,457     31,661:     4,546      3,343
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    -3,036:   -14,356      4,056      7,962      1,312    -15,092     -5,081     -3,073:     2,045         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        7.6       29.4       44.6       50.1       93.7       87.1:       6.3       12.9
Old  :     100.0:      20.8        7.8       28.7       44.5       50.5       94.0       87.0:       6.0       13.0
Other:     100.0:      25.4       33.6       14.2       47.4       42.7       87.0       90.5:      13.0        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       654:       196        177        231        192        241        507        541:
Old  :       653:       189        186        228        187        241        498        541:
Other:       234:        47         34         27         59        116        117        168:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       11.8       24.8       19.6       12.3        7.9       17.1       12.1
Old  :                 17.4       11.9       25.3       19.6       12.9        7.9       17.8       11.8
Other:                 27.7       52.0       41.5       67.8       26.6       52.0       37.6       63.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    31,879:     8,749      3,327        200         15     10,987      8,964     14,514:    22,915     17,365
Old  :    30,958:     8,679      3,136        149         15     10,674      8,843     13,959:    22,115     16,999
Other:       921:       120        241          1          0        313        121        555:       800        366
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :      -188:        36        139         37          0         39         73        215:      -261       -403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.4        0.6        0.0       34.5       28.1       45.5:      71.9       54.5
Old  :     100.0:      28.0       10.1        0.5        0.0       34.5       28.6       45.1:      71.4       54.9
Other:     100.0:      13.0       26.2        0.1        0.0       34.0       13.1       60.3:      86.9       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3         10          4          3         29          7         42:
Old  :        42:         4          9          4          3         29          7         42:
Other:        25:         2          5          1          0         18          2         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       13.4       28.1       20.0       27.4       13.4       27.4       19.9
Old  :                 28.5       13.4       28.6       19.7       28.0       13.4       28.0       19.6
Other:                 13.1       40.6       13.1       50.1       13.0       40.6       13.0       50.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   439,954:   140,323     34,475    104,827    152,347    274,148    397,497    413,450:    42,457     26,504
Old  :   429,966:   140,744     36,676     99,870    148,261    267,653    388,875    404,199:    41,091     25,767
Other:     9,988:     3,624      1,844        912      4,086      6,495      8,622      9,251:     1,366        737
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     1,678:      -969     -2,607       -719       -775      2,687     -2,463       -639:     4,141      2,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        7.8       23.8       34.6       62.3       90.3       94.0:       9.7        6.0
Old  :     100.0:      32.7        8.5       23.2       34.5       62.2       90.4       94.0:       9.6        6.0
Other:     100.0:      36.3       18.5        9.1       40.9       65.0       86.3       92.6:      13.7        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       112         59        112         81         79        257        210:
Old  :       300:       115         62        111         81         79        257        209:
Other:        56:        12         10         10         21         15         39         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.7       31.2       14.1       39.3        7.5       29.4       13.5       35.8
Old  :                  7.8       31.6       14.4       39.8        7.7       30.0       14.0       36.5
Other:                 43.0       43.0       61.0       62.1       40.8       41.4       58.0       60.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   632,512:   118,289     84,426     48,897    302,080    345,287    469,266    478,611:   163,245    153,901
Old  :   632,512:   118,289     84,426     48,897    302,080    345,287    469,266    478,611:   163,245    153,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :   -11,567:    -1,720      1,832      5,664    -15,165    -23,656    -11,222    -16,160:      -346      4,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       13.3        7.7       47.8       54.6       74.2       75.7:      25.8       24.3
Old  :     100.0:      18.7       13.3        7.7       47.8       54.6       74.2       75.7:      25.8       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        35         27         34         62         62        114        106:
Old  :       139:        35         27         34         62         62        114        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       23.6       22.5       34.6        9.6       17.1       16.4       24.5
Old  :                 13.7       23.6       22.5       34.6        9.6       17.1       16.4       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   616,949:    44,259    166,787     14,121    432,944    342,202    491,324    523,110:   125,625     93,839
Old  :   616,949:    44,259    166,787     14,121    432,944    342,202    491,324    523,110:   125,625     93,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :   -27,761:    -5,864      1,994     -4,074    -17,536    -33,085    -27,473    -35,166:      -287      7,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       27.0        2.3       70.2       55.5       79.6       84.8:      20.4       15.2
Old  :     100.0:       7.2       27.0        2.3       70.2       55.5       79.6       84.8:      20.4       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        13         14         12         57         51         79         68:
Old  :        95:        13         14         12         57         51         79         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       37.4       38.5       51.2       19.2       36.3       29.7       47.1
Old  :                 23.8       37.4       38.5       51.2       19.2       36.3       29.7       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,664:     1,776        778      1,130      1,564      2,539      4,470      4,447:       194        217
Old  :     4,664:     1,776        778      1,130      1,564      2,539      4,470      4,447:       194        217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       273:       251         77         14        -10        203        255        294:        18        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       16.7       24.2       33.5       54.4       95.8       95.3:       4.2        4.7
Old  :     100.0:      38.1       16.7       24.2       33.5       54.4       95.8       95.3:       4.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          7          3          8         10         19         18:
Old  :        27:         9          7          3          8         10         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       50.8       79.6       75.7       40.4       36.0       47.2       45.4
Old  :                 56.5       50.8       79.6       75.7       40.4       36.0       47.2       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   413,149:    89,003     38,360     80,779    198,785    261,942    368,567    381,082:    44,582     32,067
Old  :   396,929:    88,497     36,619     78,449    187,747    251,190    354,693    366,259:    42,236     30,671
Other:    16,220:     1,041      2,276      1,795     11,038     10,753     13,874     14,823:     2,346      1,397
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     9,704:    -5,807      6,389      4,265      8,464     -1,380      6,921      9,273:     2,783        431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        9.3       19.6       48.1       63.4       89.2       92.2:      10.8        7.8
Old  :     100.0:      22.3        9.2       19.8       47.3       63.3       89.4       92.3:      10.6        7.7
Other:     100.0:       6.4       14.0       11.1       68.1       66.3       85.5       91.4:      14.5        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        76         69         84        101         95        234        201:
Old  :       274:        77         70         84        101         94        234        200:
Other:        65:        11          8         17         33         21         53         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       30.8       20.0       39.7       12.0       27.2       17.5       30.9
Old  :                 13.0       31.5       20.1       40.5       12.3       28.4       17.7       32.2
Other:                 37.7       32.3       55.5       55.0       36.9       31.5       51.1       52.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,603:     2,326      5,133        793      6,395      3,738      9,515      9,664:     2,088      1,940
Old  :    11,603:     2,326      5,133        793      6,395      3,738      9,515      9,664:     2,088      1,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       617:        99        521        182        327         10        608        713:         9        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       44.2        6.8       55.1       32.2       82.0       83.3:      18.0       16.7
Old  :     100.0:      20.0       44.2        6.8       55.1       32.2       82.0       83.3:      18.0       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         25         10         24         15         51         47:
Old  :        74:        23         25         10         24         15         51         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       33.1       56.2       47.7       44.7       32.3       54.3       45.7
Old  :                 45.1       33.1       56.2       47.7       44.7       32.3       54.3       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,070,604:   259,089    229,992     53,247    642,017    640,556    954,353    923,796:   116,251    146,808
Old  : 1,070,604:   259,089    229,992     53,247    642,017    640,556    954,353    923,796:   116,251    146,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :   -60,721:   -28,359      7,076    -12,069    -19,887    -50,872    -60,316    -55,865:      -405     -4,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       21.5        5.0       60.0       59.8       89.1       86.3:      10.9       13.7
Old  :     100.0:      24.2       21.5        5.0       60.0       59.8       89.1       86.3:      10.9       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        50         53         44         90        113        162        189:
Old  :       243:        50         53         44         90        113        162        189:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       17.0       30.4       25.9       18.6       16.8       27.2       24.5
Old  :                 19.7       17.0       30.4       25.9       18.6       16.8       27.2       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,235,805:   654,567    525,613    258,355  1,950,324  2,001,118  2,863,246  2,785,086:   372,559    450,719
Old  : 3,235,805:   654,567    525,613    258,355  1,950,324  2,001,118  2,863,246  2,785,086:   372,559    450,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    31,396:    37,306     29,268    -16,690      2,481     33,744     23,098     46,322:     8,298    -14,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       16.2        8.0       60.3       61.8       88.5       86.1:      11.5       13.9
Old  :     100.0:      20.2       16.2        8.0       60.3       61.8       88.5       86.1:      11.5       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        92         75         98        148        166        286        293:
Old  :       362:        92         75         98        148        166        286        293:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       16.7       36.4       27.4       25.1       11.8       31.9       19.8
Old  :                 27.5       16.7       36.4       27.4       25.1       11.8       31.9       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   208,779:    51,198     18,461      1,031     95,589    101,029    147,819    120,521:    60,960     88,257
Old  :   208,779:    51,198     18,461      1,031     95,589    101,029    147,819    120,521:    60,960     88,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       660:    18,467      4,399     -1,273    -21,507     -2,952     -4,312        174:     4,972        485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        8.8        0.5       45.8       48.4       70.8       57.7:      29.2       42.3
Old  :     100.0:      24.5        8.8        0.5       45.8       48.4       70.8       57.7:      29.2       42.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          3          1         20         21         24         25:
Old  :        35:         4          3          1         20         21         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       28.8       55.7       39.6       40.3       28.0       51.0       37.8
Old  :                 44.9       28.8       55.7       39.6       40.3       28.0       51.0       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,970,442:   380,724    547,587    166,658  2,157,254  1,895,899  2,704,636  2,610,144:   265,806    360,298
Old  : 2,970,442:   380,724    547,587    166,658  2,157,254  1,895,899  2,704,636  2,610,144:   265,806    360,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :  -110,425:   -18,968     19,795    -34,256    -66,093    -90,560   -119,318   -105,021:     8,893     -5,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       18.4        5.6       72.6       63.8       91.1       87.9:       8.9       12.1
Old  :     100.0:      12.8       18.4        5.6       72.6       63.8       91.1       87.9:       8.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        52         68         57        112        147        203        233:
Old  :       292:        52         68         57        112        147        203        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       20.1       48.4       28.6       35.6       17.8       43.5       25.3
Old  :                 39.2       20.1       48.4       28.6       35.6       17.8       43.5       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   994,875:    63,452    125,057    217,891    691,294    595,481    972,637    938,429:    22,239     56,446
Old  :   994,875:    63,452    125,057    217,891    691,294    595,481    972,637    938,429:    22,239     56,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :   -28,404:      -302     16,587     38,141    -68,381    -53,832    -30,542        896:     2,138    -29,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.6       21.9       69.5       59.9       97.8       94.3:       2.2        5.7
Old  :     100.0:       6.4       12.6       21.9       69.5       59.9       97.8       94.3:       2.2        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        21         40         39         51         68         92        129:
Old  :       135:        21         40         39         51         68         92        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       26.8       50.7       38.2       26.3       17.6       36.7       24.9
Old  :                 33.1       26.8       50.7       38.2       26.3       17.6       36.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    74,936:    47,495      8,160      1,239     17,303     55,273     66,037     64,672:     8,899     10,264
Old  :    74,936:    47,495      8,160      1,239     17,303     55,273     66,037     64,672:     8,899     10,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     1,128:     1,072        653       -134       -442        751        496      1,270:       632       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4       10.9        1.7       23.1       73.8       88.1       86.3:      11.9       13.7
Old  :     100.0:      63.4       10.9        1.7       23.1       73.8       88.1       86.3:      11.9       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        47         27         11         30         30         82         64:
Old  :       122:        47         27         11         30         30         82         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       41.7       47.5       55.9       35.3       41.7       47.5       55.9
Old  :                 35.3       41.7       47.5       55.9       35.3       41.7       47.5       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   149,872:    94,990     16,320      2,478     34,605    110,547    132,073    129,344:    17,799     20,528
Old  :   149,872:    94,990     16,320      2,478     34,605    110,547    132,073    129,344:    17,799     20,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,256:     2,144      1,306       -268       -884      1,502        992      2,540:     1,265       -284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4       10.9        1.7       23.1       73.8       88.1       86.3:      11.9       13.7
Old  :     100.0:      63.4       10.9        1.7       23.1       73.8       88.1       86.3:      11.9       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        47         27         11         30         30         82         64:
Old  :       122:        47         27         11         30         30         82         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       41.7       47.5       55.9       35.3       41.7       47.5       55.9
Old  :                 35.3       41.7       47.5       55.9       35.3       41.7       47.5       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,501:    15,618     18,869        622      3,142          0     19,382     19,491:       119         10
Old  :    19,501:    15,618     18,869        622      3,142          0     19,382     19,491:       119         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    -3,878:    -4,132     -3,641       -238        542          0     -3,828     -3,879:       -50          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1       96.8        3.2       16.1        0.0       99.4       99.9:       0.6        0.1
Old  :     100.0:      80.1       96.8        3.2       16.1        0.0       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        21         11          4          1          0         24         13:
Old  :        33:        21         11          4          1          0         24         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       79.0       89.1       97.8       66.4       79.0       88.0       95.8
Old  :                 67.5       79.0       89.1       97.8       66.4       79.0       88.0       95.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    28,502:    15,826      8,971        251     12,184     19,166     28,261     28,388:       241        114
Old  :    28,502:    15,826      8,971        251     12,184     19,166     28,261     28,388:       241        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       252:       249        225         32       -177         44        104        301:       148        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5       31.5        0.9       42.7       67.2       99.2       99.6:       0.8        0.4
Old  :     100.0:      55.5       31.5        0.9       42.7       67.2       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9         12          2          6         19         16         32:
Old  :        44:         9         12          2          6         19         16         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       49.7       93.7       66.7       82.7       49.7       93.6       66.3
Old  :                 82.8       49.7       93.7       66.7       82.7       49.7       93.6       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    38,956:    29,839      5,623          0      9,008     33,210     38,847     38,833:       109        123
Old  :    38,956:    29,839      5,623          0      9,008     33,210     38,847     38,833:       109        123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     1,859:     3,379        141          0     -1,564      1,726      1,815      1,867:        44         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6       14.4        0.0       23.1       85.3       99.7       99.7:       0.3        0.3
Old  :     100.0:      76.6       14.4        0.0       23.1       85.3       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11          9          0          4         11         15         20:
Old  :        34:        11          9          0          4         11         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.0       71.6       97.2       90.8       90.0       71.6       96.4       90.8
Old  :                 90.0       71.6       97.2       90.8       90.0       71.6       96.4       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 9, 2016