WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   520,547:   129,805    231,247    139,377    201,572    103,692    470,754    474,316:    49,794     46,232
Old  :   408,215:   121,674    214,486     96,737    150,108     62,550    368,518    373,773:    39,697     34,442
Other:   112,332:    34,073     42,704     16,698     51,465     41,142    102,236    100,543:    10,096     11,789
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :  -107,302:    -3,581      3,268    -57,486    -38,492    -52,560    -99,560   -106,779:    -7,743       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       44.4       26.8       38.7       19.9       90.4       91.1:       9.6        8.9
Old  :     100.0:      29.8       52.5       23.7       36.8       15.3       90.3       91.6:       9.7        8.4
Other:     100.0:      30.3       38.0       14.9       45.8       36.6       91.0       89.5:       9.0       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       475:       149        171        146        125         97        366        337:
Old  :       456:       166        149        120        119         84        341        301:
Other:       223:        41         81         49         59         76        139        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.8        8.8       16.6       16.6        7.7        8.4       13.5       15.3
Old  :                  9.2       11.2       16.7       20.2        8.0       10.6       14.4       19.1
Other:                 27.0       15.3       40.4       27.1       25.9       14.3       35.1       24.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   250,946:    96,808     83,628     40,733     90,855    101,901    228,395    226,262:    22,551     24,684
Old  :   180,310:    86,295     80,691     20,125     58,093     60,680    164,514    161,496:    15,796     18,813
Other:    70,636:    28,347     20,770      2,774     32,761     41,221     63,882     64,766:     6,755      5,871
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :   -25,762:     1,308     -6,913     -9,038    -15,831    -10,503    -23,562    -26,454:    -2,200        692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       33.3       16.2       36.2       40.6       91.0       90.2:       9.0        9.8
Old  :     100.0:      47.9       44.8       11.2       32.2       33.7       91.2       89.6:       8.8       10.4
Other:     100.0:      40.1       29.4        3.9       46.4       58.4       90.4       91.7:       9.6        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        81         67         58         81         76        186        183:
Old  :       244:        72         69         44         69         66        160        163:
Other:       149:        34         28         17         59         56        104         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       18.0       25.0       28.2       12.8       16.4       21.9       25.5
Old  :                 17.4       17.4       29.1       30.1       17.3       17.0       27.5       26.9
Other:                 24.1       38.4       36.2       55.1       24.1       36.3       36.2       52.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  : 1,479,941:   358,851    296,982    292,055    656,235    671,508  1,307,140  1,260,544:   172,801    219,397
Old  : 1,315,507:   349,402    300,632    237,439    577,647    590,624  1,164,488  1,128,694:   151,019    186,813
Other:   164,434:    38,312     25,214     25,752     78,588     80,884    142,652    131,850:    21,782     32,584
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :  -277,681:     4,139      5,357   -167,853    -93,675    -94,648   -257,389   -257,144:   -20,292    -20,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       20.1       19.7       44.3       45.4       88.3       85.2:      11.7       14.8
Old  :     100.0:      26.6       22.9       18.0       43.9       44.9       88.5       85.8:      11.5       14.2
Other:     100.0:      23.3       15.3       15.7       47.8       49.2       86.8       80.2:      13.2       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       764:       174        160        198        323        341        602        617:
Old  :       760:       178        167        190        320        327        594        597:
Other:       411:        52         74         51         94        238        175        337:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       11.7       18.1       17.7       10.1       10.0       16.4       15.1
Old  :                 12.0       11.9       18.8       17.8       11.4       10.5       18.2       15.9
Other:                 22.5       20.0       32.7       28.5       18.7       15.4       28.6       22.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :     9,067:     1,691      1,570      1,179      3,929      5,105      6,799      7,854:     2,269      1,214
Old  :     8,732:     1,676      1,483      1,134      3,689      4,971      6,498      7,588:     2,234      1,144
Other:       335:        16         88         44        240        133        300        266:        35         70
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -1,569:       179        269       -208     -1,122     -1,419     -1,151     -1,359:      -418       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       17.3       13.0       43.3       56.3       75.0       86.6:      25.0       13.4
Old  :     100.0:      19.2       17.0       13.0       42.2       56.9       74.4       86.9:      25.6       13.1
Other:     100.0:       4.8       26.3       13.1       71.7       39.8       89.6       79.3:      10.4       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          9          8         14          9         28         21:
Old  :        33:        10          7          8         14          9         28         20:
Other:        15:         1          5          2          5          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.9       49.0       49.6       72.4       31.7       47.4       42.0       63.7
Old  :                 34.5       49.6       48.2       73.1       31.2       48.1       41.0       64.9
Other:                 82.8       61.5       89.6       75.5       69.7       49.0       72.4       61.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   841,404:   256,101     70,239    174,556    351,088    472,547    781,745    717,341:    59,660    124,063
Old  :   762,691:   251,505     71,205    145,020    313,112    444,944    709,636    661,168:    53,055    101,522
Other:    78,714:    22,493     16,930     11,640     37,976     27,603     72,109     56,173:     6,605     22,541
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    44,229:    33,062      6,342     -9,186     18,581     37,876     42,458     35,032:     1,771      9,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.3       20.7       41.7       56.2       92.9       85.3:       7.1       14.7
Old  :     100.0:      33.0        9.3       19.0       41.1       58.3       93.0       86.7:       7.0       13.3
Other:     100.0:      28.6       21.5       14.8       48.2       35.1       91.6       71.4:       8.4       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       642:       215        151        200        185        241        506        499:
Old  :       636:       207        160        189        176        240        489        489:
Other:       333:        63         64         46         78        164        159        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       11.9       19.6       20.2        8.4       10.7       14.6       16.4
Old  :                 12.2       13.0       20.6       21.3        8.9       11.6       15.6       17.9
Other:                 20.7       22.4       32.8       30.1       19.8       22.3       31.4       29.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    18,956:     9,552      1,091        748      2,250      2,826     12,550      4,665:     6,406     14,291
Old  :    13,450:     6,584        605        743      2,250      1,831      9,577      3,179:     3,873     10,271
Other:     5,506:     2,968        486          5          0        995      2,973      1,486:     2,533      4,020
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        5.8        3.9       11.9       14.9       66.2       24.6:      33.8       75.4
Old  :     100.0:      49.0        4.5        5.5       16.7       13.6       71.2       23.6:      28.8       76.4
Other:     100.0:      53.9        8.8        0.1        0.0       18.1       54.0       27.0:      46.0       73.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          4          5          3          7         11         16:
Old  :        20:         7          4          5          3          7         11         16:
Other:        17:         6          4          1          0          7          6         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.2       13.3       63.9       19.6       46.6       12.9       60.2       18.3
Old  :                 58.1       13.7       69.7       19.6       54.5       11.9       65.1       17.5
Other:                 52.8       19.5       54.0       25.6       52.7       19.5       53.9       25.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   452,674:   155,486     17,169     98,761    150,957    312,382    405,204    428,312:    47,470     24,362
Old  :   435,863:   154,889     20,559     92,310    143,489    299,487    390,688    412,356:    45,175     23,507
Other:    16,811:     5,847      1,860      1,202      7,467     12,895     14,516     15,956:     2,295        855
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :   -19,659:     4,979     -8,768    -22,402     -6,266      9,087    -23,688    -22,082:     4,028      2,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        3.8       21.8       33.3       69.0       89.5       94.6:      10.5        5.4
Old  :     100.0:      35.5        4.7       21.2       32.9       68.7       89.6       94.6:      10.4        5.4
Other:     100.0:      34.8       11.1        7.1       44.4       76.7       86.3       94.9:      13.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       134         58        119         83         87        287        227:
Old  :       338:       137         64        118         83         85        286        225:
Other:        75:        22         11         15         27         24         57         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       35.2       18.9       44.2       11.0       34.3       17.1       43.0
Old  :                 12.6       35.5       19.5       44.6       11.5       34.7       17.9       43.5
Other:                 35.9       44.9       51.4       61.5       35.9       44.3       49.4       60.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   683,642:    83,062    100,954     71,236    373,274    326,233    527,573    498,423:   156,068    185,219
Old  :   683,642:    83,062    100,954     71,236    373,274    326,233    527,573    498,423:   156,068    185,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :  -164,549:       -69      9,763    -90,805    -58,029    -59,774   -148,903   -140,816:   -15,647    -23,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.8       10.4       54.6       47.7       77.2       72.9:      22.8       27.1
Old  :     100.0:      12.1       14.8       10.4       54.6       47.7       77.2       72.9:      22.8       27.1
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  :       154:        33         34         39         67         68        119        122:
Old  :       154:        33         34         39         67         68        119        122:
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  :                 17.9       16.8       28.5       24.5       13.2       12.2       21.7       17.9
Old  :                 17.9       16.8       28.5       24.5       13.2       12.2       21.7       17.9
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, November 29, 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  :   654,501:    50,166    127,731      6,475    473,367    413,705    530,008    547,911:   124,493    106,591
Old  :   654,501:    50,166    127,731      6,475    473,367    413,705    530,008    547,911:   124,493    106,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :   -32,719:     5,118     -7,526    -12,937     -9,687    -10,530    -17,506    -30,994:   -15,212     -1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       19.5        1.0       72.3       63.2       81.0       83.7:      19.0       16.3
Old  :     100.0:       7.7       19.5        1.0       72.3       63.2       81.0       83.7:      19.0       16.3
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  :       100:        12         12          9         61         59         79         74:
Old  :       100:        12         12          9         61         59         79         74:
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  :                 24.4       36.1       37.9       50.1       20.8       35.9       30.1       49.8
Old  :                 24.4       36.1       37.9       50.1       20.8       35.9       30.1       49.8
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, November 29, 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  :     5,462:     2,840        589        897      1,347      3,783      5,084      5,269:       378        193
Old  :     5,462:     2,840        589        897      1,347      3,783      5,084      5,269:       378        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :      -245:       -70        -53        -91        -88       -107       -249       -251:         4          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       10.8       16.4       24.7       69.3       93.1       96.5:       6.9        3.5
Old  :     100.0:      52.0       10.8       16.4       24.7       69.3       93.1       96.5:       6.9        3.5
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:        16          5          3          7         13         25         19:
Old  :        34:        16          5          3          7         13         25         19:
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  :                 51.5       65.7       71.2       84.3       41.6       53.0       54.6       61.9
Old  :                 51.5       65.7       71.2       84.3       41.6       53.0       54.6       61.9
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, November 29, 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  :   398,503:    89,304     54,861     67,354    191,612    245,599    348,270    367,814:    50,233     30,689
Old  :   367,354:    88,798     52,651     62,127    170,715    224,284    321,640    339,062:    45,714     28,291
Other:    31,149:     2,300      4,003      3,433     20,897     21,315     26,630     28,752:     4,519      2,398
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :   -35,297:     5,546     -1,383    -23,560    -15,608     -8,209    -33,622    -33,152:    -1,675     -2,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.8       16.9       48.1       61.6       87.4       92.3:      12.6        7.7
Old  :     100.0:      24.2       14.3       16.9       46.5       61.1       87.6       92.3:      12.4        7.7
Other:     100.0:       7.4       12.9       11.0       67.1       68.4       85.5       92.3:      14.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        79         54         89         92         92        224        198:
Old  :       263:        82         56         88         91         92        222        198:
Other:        94:        17         17         28         41         25         74         61:
     :----------------------------------------------------------------------------------------------------
     :             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       33.6       20.9       40.5       12.2       30.0       18.3       35.8
Old  :                 14.6       34.9       22.1       42.2       13.5       32.5       20.0       38.8
Other:                 35.4       31.9       50.3       52.7       35.2       31.3       49.6       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    12,595:     1,729      5,993        611      7,378      3,807      9,718     10,411:     2,876      2,184
Old  :    12,581:     1,732      5,991        603      7,370      3,803      9,706     10,397:     2,875      2,184
Other:        14:         4          9          1          8          4         12         14:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :       -19:       -51        -51       -174        -20         71       -245       -153:       226        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       47.6        4.8       58.6       30.2       77.2       82.7:      22.8       17.3
Old  :     100.0:      13.8       47.6        4.8       58.6       30.2       77.1       82.6:      22.9       17.4
Other:     100.0:      28.3       67.3        4.4       58.5       28.3       91.2      100.0:       8.8        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        15         26          7         26         14         46         43:
Old  :        72:        16         25          7         25         14         45         43:
Other:         5:         1          2          1          1          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.1       37.4       55.9       52.2       43.9       37.3       54.8       52.1
Old  :                 44.1       37.4       55.9       52.3       44.0       37.4       54.9       52.2
Other:                 91.2      100.0       91.2      100.0       86.8       95.6       86.8       95.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  : 1,183,677:   182,180    195,297    135,128    762,764    695,408  1,080,072  1,025,832:   103,606    157,845
Old  : 1,183,677:   182,180    195,297    135,128    762,764    695,408  1,080,072  1,025,832:   103,606    157,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :   -56,036:     9,610    -10,287    -13,822    -36,976    -25,438    -41,188    -49,547:   -14,848     -6,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       16.5       11.4       64.4       58.7       91.2       86.7:       8.8       13.3
Old  :     100.0:      15.4       16.5       11.4       64.4       58.7       91.2       86.7:       8.8       13.3
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  :       233:        51         41         34        102        107        170        165:
Old  :       233:        51         41         34        102        107        170        165:
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  :                 20.2       29.4       31.3       38.5       15.0       23.2       23.4       28.8
Old  :                 20.2       29.4       31.3       38.5       15.0       23.2       23.4       28.8
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, November 29, 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  : 3,534,429:   516,787    629,169    368,371  2,309,402  1,997,518  3,194,560  2,995,058:   339,869    539,371
Old  : 3,534,429:   516,787    629,169    368,371  2,309,402  1,997,518  3,194,560  2,995,058:   339,869    539,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :  -710,630:     8,011     88,444   -573,956    -95,751   -189,947   -661,697   -675,459:   -48,934    -35,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.8       10.4       65.3       56.5       90.4       84.7:       9.6       15.3
Old  :     100.0:      14.6       17.8       10.4       65.3       56.5       90.4       84.7:       9.6       15.3
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  :       378:        80         84        103        172        179        303        315:
Old  :       378:        80         84        103        172        179        303        315:
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  :                 28.9       16.2       36.8       24.0       26.7       13.4       32.4       18.4
Old  :                 28.9       16.2       36.8       24.0       26.7       13.4       32.4       18.4
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, November 29, 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  :   315,599:    52,540     61,153      9,956    171,012    142,545    233,507    213,654:    82,092    101,945
Old  :   315,599:    52,540     61,153      9,956    171,012    142,545    233,507    213,654:    82,092    101,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    10,257:     2,705       -630      8,065     -3,095      2,044      7,675      9,479:     2,582        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       19.4        3.2       54.2       45.2       74.0       67.7:      26.0       32.3
Old  :     100.0:      16.6       19.4        3.2       54.2       45.2       74.0       67.7:      26.0       32.3
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  :        48:         6          5          3         31         26         37         34:
Old  :        48:         6          5          3         31         26         37         34:
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  :                 42.3       30.0       55.6       43.7       42.1       29.5       52.3       42.3
Old  :                 42.3       30.0       55.6       43.7       42.1       29.5       52.3       42.3
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, November 29, 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  : 3,212,240:   326,282    640,359    253,392  2,360,543  1,919,573  2,940,218  2,813,325:   272,022    398,915
Old  : 3,212,240:   326,282    640,359    253,392  2,360,543  1,919,573  2,940,218  2,813,325:   272,022    398,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :  -316,488:   -22,751     12,987   -121,223   -144,911   -182,817   -288,885   -291,053:   -27,603    -25,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       19.9        7.9       73.5       59.8       91.5       87.6:       8.5       12.4
Old  :     100.0:      10.2       19.9        7.9       73.5       59.8       91.5       87.6:       8.5       12.4
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  :       296:        47         72         67        120        147        208        245:
Old  :       296:        47         72         67        120        147        208        245:
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  :                 33.8       21.7       43.7       31.5       30.4       18.9       38.5       27.5
Old  :                 33.8       21.7       43.7       31.5       30.4       18.9       38.5       27.5
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, November 29, 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  : 1,016,296:    76,007    131,592    158,814    757,414    680,296    992,235    970,703:    24,061     45,594
Old  : 1,016,296:    76,007    131,592    158,814    757,414    680,296    992,235    970,703:    24,061     45,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    57,526:    19,205     10,449     10,331     32,617     43,969     62,152     64,748:    -4,627     -7,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.9       15.6       74.5       66.9       97.6       95.5:       2.4        4.5
Old  :     100.0:       7.5       12.9       15.6       74.5       66.9       97.6       95.5:       2.4        4.5
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:        32         28         41         60         73        109        126:
Old  :       139:        32         28         41         60         73        109        126:
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  :                 28.9       22.9       47.5       37.2       17.8       14.3       30.3       20.0
Old  :                 28.9       22.9       47.5       37.2       17.8       14.3       30.3       20.0
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, November 29, 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  :    74,055:    44,693      9,035      1,984     18,196     50,660     64,873     61,679:     9,182     12,376
Old  :    74,055:    44,693      9,035      1,984     18,196     50,660     64,873     61,679:     9,182     12,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     5,653:     4,486        473       -115      1,571      5,610      5,942      5,968:      -289       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.4       12.2        2.7       24.6       68.4       87.6       83.3:      12.4       16.7
Old  :     100.0:      60.4       12.2        2.7       24.6       68.4       87.6       83.3:      12.4       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  :       129:        47         28          7         31         35         82         66:
Old  :       129:        47         28          7         31         35         82         66:
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  :                 32.5       34.2       44.7       48.5       31.7       34.0       43.2       48.1
Old  :                 32.5       34.2       44.7       48.5       31.7       34.0       43.2       48.1
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, November 29, 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  :   148,110:    89,386     18,071      3,968     36,392    101,319    129,746    123,358:    18,363     24,752
Old  :   148,110:    89,386     18,071      3,968     36,392    101,319    129,746    123,358:    18,363     24,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    11,306:     8,973        946       -231      3,143     11,220     11,885     11,936:      -579       -630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.4       12.2        2.7       24.6       68.4       87.6       83.3:      12.4       16.7
Old  :     100.0:      60.4       12.2        2.7       24.6       68.4       87.6       83.3:      12.4       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  :       129:        47         28          7         31         35         82         66:
Old  :       129:        47         28          7         31         35         82         66:
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  :                 32.5       34.2       44.7       48.5       31.7       34.0       43.2       48.1
Old  :                 32.5       34.2       44.7       48.5       31.7       34.0       43.2       48.1
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, November 29, 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  :    21,694:    17,845     21,306        369      3,395          4     21,609     21,679:        85         15
Old  :    21,694:    17,845     21,306        369      3,395          4     21,609     21,679:        85         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     3,975:     2,867      3,978          0      1,158          0      4,025      3,978:       -50         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3       98.2        1.7       15.6        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      82.3       98.2        1.7       15.6        0.0       99.6       99.9:       0.4        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  :        36:        20         13          1          3          1         24         14:
Old  :        36:        20         13          1          3          1         24         14:
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  :                 58.2       70.4       82.3       92.4       58.2       70.4       82.2       90.7
Old  :                 58.2       70.4       82.3       92.4       58.2       70.4       82.2       90.7
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, November 29, 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  :    31,491:    15,772      5,183        270     15,412     25,773     31,454     31,226:        37        265
Old  :    31,491:    15,772      5,183        270     15,412     25,773     31,454     31,226:        37        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :       806:       457        262         28        323        507        808        797:        -2          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       16.5        0.9       48.9       81.8       99.9       99.2:       0.1        0.8
Old  :     100.0:      50.1       16.5        0.9       48.9       81.8       99.9       99.2:       0.1        0.8
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  :        45:         7         14          1          4         21         11         36:
Old  :        45:         7         14          1          4         21         11         36:
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  :                 90.4       50.6       98.0       72.9       90.4       50.6       97.4       72.9
Old  :                 90.4       50.6       98.0       72.9       90.4       50.6       97.4       72.9
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, November 29, 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  :    43,590:    38,454      1,792        136      4,957     41,578     43,547     43,506:        43         84
Old  :    43,590:    38,454      1,792        136      4,957     41,578     43,547     43,506:        43         84
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     4,306:     3,259        382          0      1,007      3,915      4,266      4,297:        40          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.2        4.1        0.3       11.4       95.4       99.9       99.8:       0.1        0.2
Old  :     100.0:      88.2        4.1        0.3       11.4       95.4       99.9       99.8:       0.1        0.2
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  :        35:        12          7          1          4         13         16         21:
Old  :        35:        12          7          1          4         13         16         21:
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  :                 88.2       75.5       95.9       92.5       88.2       75.5       95.0       92.5
Old  :                 88.2       75.5       95.9       92.5       88.2       75.5       95.0       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 2, 2016