WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      520,547
COMMITMENTS
 129,805  231,247  139,377  201,572  103,692  470,754  474,316   49,794   46,232

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -107,302)
  -3,581    3,268  -57,486  -38,492  -52,560  -99,560 -106,779   -7,743     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     44.4     26.8     38.7     19.9     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     149      171      146      125       97      366      337                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      250,946
COMMITMENTS
  96,808   83,628   40,733   90,855  101,901  228,395  226,262   22,551   24,684

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -25,762)
   1,308   -6,913   -9,038  -15,831  -10,503  -23,562  -26,454   -2,200      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     33.3     16.2     36.2     40.6     91.0     90.2      9.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      81       67       58       81       76      186      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,479,941
COMMITMENTS
 358,851  296,982  292,055  656,235  671,508  1307140  1260544  172,801  219,397

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -277,681)
   4,139    5,357 -167,853  -93,675  -94,648 -257,389 -257,144  -20,292  -20,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     20.1     19.7     44.3     45.4     88.3     85.2     11.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      764)
     174      160      198      323      341      602      617                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,067
COMMITMENTS
   1,691    1,570    1,179    3,929    5,105    6,799    7,854    2,269    1,214

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -1,569)
     179      269     -208   -1,122   -1,419   -1,151   -1,359     -418     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     17.3     13.0     43.3     56.3     75.0     86.6     25.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        9        8       14        9       28       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      841,404
COMMITMENTS
 256,101   70,239  174,556  351,088  472,547  781,745  717,341   59,660  124,063

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     44,229)
  33,062    6,342   -9,186   18,581   37,876   42,458   35,032    1,771    9,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      8.3     20.7     41.7     56.2     92.9     85.3      7.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      642)
     215      151      200      185      241      506      499                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,956
COMMITMENTS
   9,552    1,091      748    2,250    2,826   12,550    4,665    6,406   14,291

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.4      5.8      3.9     11.9     14.9     66.2     24.6     33.8     75.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        3        7       11       16                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      452,674
COMMITMENTS
 155,486   17,169   98,761  150,957  312,382  405,204  428,312   47,470   24,362

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -19,659)
   4,979   -8,768  -22,402   -6,266    9,087  -23,688  -22,082    4,028    2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      3.8     21.8     33.3     69.0     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     134       58      119       83       87      287      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      683,642
COMMITMENTS
  83,062  100,954   71,236  373,274  326,233  527,573  498,423  156,068  185,219

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -164,549)
     -69    9,763  -90,805  -58,029  -59,774 -148,903 -140,816  -15,647  -23,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     14.8     10.4     54.6     47.7     77.2     72.9     22.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      33       34       39       67       68      119      122                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      654,501
COMMITMENTS
  50,166  127,731    6,475  473,367  413,705  530,008  547,911  124,493  106,591

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -32,719)
   5,118   -7,526  -12,937   -9,687  -10,530  -17,506  -30,994  -15,212   -1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     19.5      1.0     72.3     63.2     81.0     83.7     19.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      12       12        9       61       59       79       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,462
COMMITMENTS
   2,840      589      897    1,347    3,783    5,084    5,269      378      193

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:       -245)
     -70      -53      -91      -88     -107     -249     -251        4        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.0     10.8     16.4     24.7     69.3     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        5        3        7       13       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      398,503
COMMITMENTS
  89,304   54,861   67,354  191,612  245,599  348,270  367,814   50,233   30,689

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -35,297)
   5,546   -1,383  -23,560  -15,608   -8,209  -33,622  -33,152   -1,675   -2,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     13.8     16.9     48.1     61.6     87.4     92.3     12.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      79       54       89       92       92      224      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,595
COMMITMENTS
   1,729    5,993      611    7,378    3,807    9,718   10,411    2,876    2,184

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:        -19)
     -51      -51     -174      -20       71     -245     -153      226      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     47.6      4.8     58.6     30.2     77.2     82.7     22.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       26        7       26       14       46       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,183,677
COMMITMENTS
 182,180  195,297  135,128  762,764  695,408  1080072  1025832  103,606  157,845

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -56,036)
   9,610  -10,287  -13,822  -36,976  -25,438  -41,188  -49,547  -14,848   -6,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     16.5     11.4     64.4     58.7     91.2     86.7      8.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      51       41       34      102      107      170      165                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,534,429
COMMITMENTS
 516,787  629,169  368,371  2309402  1997518  3194560  2995058  339,869  539,371

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -710,630)
   8,011   88,444 -573,956  -95,751 -189,947 -661,697 -675,459  -48,934  -35,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     17.8     10.4     65.3     56.5     90.4     84.7      9.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      80       84      103      172      179      303      315                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      315,599
COMMITMENTS
  52,540   61,153    9,956  171,012  142,545  233,507  213,654   82,092  101,945

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     10,257)
   2,705     -630    8,065   -3,095    2,044    7,675    9,479    2,582      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     19.4      3.2     54.2     45.2     74.0     67.7     26.0     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        3       31       26       37       34                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,212,240
COMMITMENTS
 326,282  640,359  253,392  2360543  1919573  2940218  2813325  272,022  398,915

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -316,488)
 -22,751   12,987 -121,223 -144,911 -182,817 -288,885 -291,053  -27,603  -25,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     19.9      7.9     73.5     59.8     91.5     87.6      8.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      47       72       67      120      147      208      245                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,016,296
COMMITMENTS
  76,007  131,592  158,814  757,414  680,296  992,235  970,703   24,061   45,594

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     57,526)
  19,205   10,449   10,331   32,617   43,969   62,152   64,748   -4,627   -7,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     12.9     15.6     74.5     66.9     97.6     95.5      2.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      32       28       41       60       73      109      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,055
COMMITMENTS
  44,693    9,035    1,984   18,196   50,660   64,873   61,679    9,182   12,376

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      5,653)
   4,486      473     -115    1,571    5,610    5,942    5,968     -289     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.4     12.2      2.7     24.6     68.4     87.6     83.3     12.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      47       28        7       31       35       82       66                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      148,110
COMMITMENTS
  89,386   18,071    3,968   36,392  101,319  129,746  123,358   18,363   24,752

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     11,306)
   8,973      946     -231    3,143   11,220   11,885   11,936     -579     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.4     12.2      2.7     24.6     68.4     87.6     83.3     12.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      47       28        7       31       35       82       66                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,694
COMMITMENTS
  17,845   21,306      369    3,395        4   21,609   21,679       85       15

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      3,975)
   2,867    3,978        0    1,158        0    4,025    3,978      -50       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.3     98.2      1.7     15.6      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      20       13        1        3        1       24       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,491
COMMITMENTS
  15,772    5,183      270   15,412   25,773   31,454   31,226       37      265

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:        806)
     457      262       28      323      507      808      797       -2        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     16.5      0.9     48.9     81.8     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       14        1        4       21       11       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,590
COMMITMENTS
  38,454    1,792      136    4,957   41,578   43,547   43,506       43       84

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      4,306)
   3,259      382        0    1,007    3,915    4,266    4,297       40        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.2      4.1      0.3     11.4     95.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        7        1        4       13       16       21                  



Updated December 2, 2016