WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 04, 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  :   477,960:   146,986    260,306     86,013    191,606     89,346    424,605    435,665:    53,355     42,295
Old  :   426,984:   137,709    252,628     71,312    169,129     67,118    378,150    391,058:    48,834     35,926
Other:    50,976:    18,742     17,143      5,236     22,477     22,228     46,455     44,607:     4,521      6,369
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    12,078:       707     20,116      1,890      6,777     -9,160      9,374     12,846:     2,704       -768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       54.5       18.0       40.1       18.7       88.8       91.2:      11.2        8.8
Old  :     100.0:      32.3       59.2       16.7       39.6       15.7       88.6       91.6:      11.4        8.4
Other:     100.0:      36.8       33.6       10.3       44.1       43.6       91.1       87.5:       8.9       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       162        149        106        127        101        343        310:
Old  :       462:       162        149         84        122         84        324        281:
Other:       159:        34         35         21         48         67         96        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       10.1       16.8       19.0        9.1        9.6       15.7       17.8
Old  :                  9.8       10.4       17.3       19.6        9.8       10.4       16.5       19.6
Other:                 39.8       26.9       52.8       41.1       39.8       26.3       48.4       37.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, October 04, 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  :   239,676:    97,543     92,207     28,291     94,504     95,844    220,338    216,342:    19,338     23,334
Old  :   203,470:    91,082     91,876     19,115     76,405     72,962    186,602    183,953:    16,868     19,517
Other:    36,206:    14,439      8,309      1,198     18,099     22,882     33,736     32,389:     2,470      3,817
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     6,512:     8,545      4,571      4,053     -4,968     -2,177      7,630      6,447:    -1,118         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       38.5       11.8       39.4       40.0       91.9       90.3:       8.1        9.7
Old  :     100.0:      44.8       45.2        9.4       37.6       35.9       91.7       90.4:       8.3        9.6
Other:     100.0:      39.9       22.9        3.3       50.0       63.2       93.2       89.5:       6.8       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        81         61         54         77         73        179        175:
Old  :       253:        79         65         45         70         67        166        164:
Other:       129:        28         18         11         44         55         79         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       18.7       24.0       29.5       13.2       17.8       22.6       28.3
Old  :                 16.3       19.1       26.8       31.8       16.3       18.2       26.8       30.5
Other:                 27.2       43.9       43.2       59.4       27.2       39.9       43.2       55.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 04, 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  : 1,310,849:   363,099    388,203    200,758    596,041    536,639  1,159,898  1,125,600:   150,951    185,249
Old  : 1,222,306:   356,006    400,112    174,711    551,674    480,861  1,082,391  1,055,684:   139,915    166,622
Other:    88,543:    30,653     11,651      2,487     44,367     55,778     77,507     69,916:    11,036     18,627
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     3,735:     3,136    -17,830      6,957    -10,972     17,610       -879      6,737:     4,614     -3,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       29.6       15.3       45.5       40.9       88.5       85.9:      11.5       14.1
Old  :     100.0:      29.1       32.7       14.3       45.1       39.3       88.6       86.4:      11.4       13.6
Other:     100.0:      34.6       13.2        2.8       50.1       63.0       87.5       79.0:      12.5       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       737:       173        157        169        253        309        523        565:
Old  :       730:       176        161        153        250        300        511        544:
Other:       310:        41         56         18         63        166        112        236:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.7        9.8       17.8       16.5        9.7        7.7       16.6       13.7
Old  :                 11.0        8.7       18.5       15.7       10.0        8.1       17.3       14.5
Other:                 26.5       35.2       41.4       45.2       25.2       34.9       39.9       44.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 04, 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  :    10,302:     3,082      4,444          1      3,605      3,893      6,688      8,338:     3,614      1,964
Old  :    10,276:     3,067      4,442          0      3,597      3,893      6,664      8,335:     3,612      1,941
Other:        26:        16          3          0          8          0         24          3:         2         23
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :      -436:      -282       -170          0       -324        -91       -606       -261:       170       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       43.1        0.0       35.0       37.8       64.9       80.9:      35.1       19.1
Old  :     100.0:      29.8       43.2        0.0       35.0       37.9       64.9       81.1:      35.1       18.9
Other:     100.0:      61.5       11.5        0.0       30.8        0.0       92.3       11.5:       7.7       88.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         14          1         14         10         28         25:
Old  :        45:        14         14          0         14         10         28         24:
Other:         5:         1          2          0          2          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       41.7       40.0       58.1       27.3       38.7       36.9       52.6
Old  :                 29.2       41.9       39.9       58.2       27.2       38.8       36.8       52.8
Other:                 92.3       11.5       92.3       11.5       92.3       11.5       92.3       11.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 04, 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  :   651,042:   189,926     84,986    102,990    308,832    376,538    601,748    564,514:    49,294     86,528
Old  :   618,697:   193,613     84,589     88,611    291,658    362,248    573,882    535,448:    44,815     83,249
Other:    32,345:     9,403     13,487      1,289     17,174     14,290     27,866     29,066:     4,479      3,279
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     5,437:       999     -5,471      5,025     -1,150     10,973      4,874     10,527:       563     -5,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       13.1       15.8       47.4       57.8       92.4       86.7:       7.6       13.3
Old  :     100.0:      31.3       13.7       14.3       47.1       58.6       92.8       86.5:       7.2       13.5
Other:     100.0:      29.1       41.7        4.0       53.1       44.2       86.2       89.9:      13.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       618:       187        158        194        164        201        468        467:
Old  :       614:       186        164        182        155        200        450        459:
Other:       234:        44         46         19         51        108        103        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       17.1       21.8       24.6       13.4       15.8       19.7       21.9
Old  :                 15.5       17.5       22.6       24.6       14.7       16.2       21.3       22.5
Other:                 23.9       57.9       37.0       65.1       23.9       56.9       36.5       63.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 04, 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  :    21,760:     9,578      1,417        145        167      4,881      9,890      6,443:    11,870     15,317
Old  :    20,666:     9,301      1,369        144        167      4,732      9,612      6,245:    11,054     14,421
Other:     1,094:       277         48          1          0        149        278        198:       816        896
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -5,068:       141       -827         14        120     -3,473        275     -4,286:    -5,343       -782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        6.5        0.7        0.8       22.4       45.5       29.6:      54.5       70.4
Old  :     100.0:      45.0        6.6        0.7        0.8       22.9       46.5       30.2:      53.5       69.8
Other:     100.0:      25.3        4.4        0.1        0.0       13.6       25.4       18.1:      74.6       81.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          6          3          2         14          6         23:
Old  :        24:         4          6          2          2         14          6         22:
Other:        15:         3          4          1          0          8          3         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.7        9.5       45.5       15.8       44.0        9.4       44.0       15.8
Old  :                 45.7        9.5       46.5       16.0       45.0        9.5       45.0       15.9
Other:                 25.4       12.1       25.4       17.0       25.3       12.1       25.3       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 04, 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  :   414,039:   155,872     31,390     83,292    133,574    273,457    372,738    388,139:    41,301     25,900
Old  :   402,546:   156,339     33,929     78,153    128,557    265,468    363,049    377,550:    39,497     24,996
Other:    11,493:     3,636      1,564      1,036      5,017      7,989      9,689     10,589:     1,804        904
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :      -890:    -3,442      1,875      4,968     -2,242     -7,149       -716       -306:      -174       -584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        7.6       20.1       32.3       66.0       90.0       93.7:      10.0        6.3
Old  :     100.0:      38.8        8.4       19.4       31.9       65.9       90.2       93.8:       9.8        6.2
Other:     100.0:      31.6       13.6        9.0       43.7       69.5       84.3       92.1:      15.7        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       102         67        109         70         67        246        203:
Old  :       299:       105         70        108         69         66        244        202:
Other:        54:        14          7          7         20         17         37         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       36.8       17.5       45.0        8.3       36.2       15.0       43.5
Old  :                 10.7       37.1       18.0       45.5        8.6       36.9       15.5       44.3
Other:                 42.9       44.5       58.8       64.8       41.1       44.5       57.0       63.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 04, 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  :   569,086:   108,944     98,595     13,327    292,624    323,189    414,895    435,111:   154,191    133,975
Old  :   569,086:   108,944     98,595     13,327    292,624    323,189    414,895    435,111:   154,191    133,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     4,815:     6,665    -17,432     -1,266      9,042     26,951     14,441      8,253:    -9,626     -3,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.3        2.3       51.4       56.8       72.9       76.5:      27.1       23.5
Old  :     100.0:      19.1       17.3        2.3       51.4       56.8       72.9       76.5:      27.1       23.5
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  :       150:        31         35         19         64         56        107         98:
Old  :       150:        31         35         19         64         56        107         98:
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  :                 15.7       24.0       26.1       35.1       11.3       17.0       18.3       24.8
Old  :                 15.7       24.0       26.1       35.1       11.3       17.0       18.3       24.8
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 - Futures Only, October 04, 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  :   607,616:    43,841    160,452     11,230    436,171    355,074    491,242    526,756:   116,374     80,860
Old  :   607,616:    43,841    160,452     11,230    436,171    355,074    491,242    526,756:   116,374     80,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     2,260:     1,174      1,193     -2,895      8,883      9,259      7,162      7,557:    -4,902     -5,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       26.4        1.8       71.8       58.4       80.8       86.7:      19.2       13.3
Old  :     100.0:       7.2       26.4        1.8       71.8       58.4       80.8       86.7:      19.2       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  :       104:        13         17          8         56         55         74         75:
Old  :       104:        13         17          8         56         55         74         75:
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  :                 24.9       35.6       38.7       50.5       19.6       35.6       29.4       47.7
Old  :                 24.9       35.6       38.7       50.5       19.6       35.6       29.4       47.7
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 - Futures Only, October 04, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,776:     2,024        386      1,048      1,405      3,178      4,477      4,612:       299        164
Old  :     4,776:     2,024        386      1,048      1,405      3,178      4,477      4,612:       299        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       414:       260       -160        133          1        465        394        438:        20        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        8.1       21.9       29.4       66.5       93.7       96.6:       6.3        3.4
Old  :     100.0:      42.4        8.1       21.9       29.4       66.5       93.7       96.6:       6.3        3.4
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  :        31:        14          4          7          8         11         25         20:
Old  :        31:        14          4          7          8         11         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       63.4       69.9       86.7       39.3       49.5       48.2       55.1
Old  :                 51.1       63.4       69.9       86.7       39.3       49.5       48.2       55.1
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 - Futures Only, October 04, 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  :   364,721:    91,321     47,270     51,274    176,091    232,658    318,686    331,202:    46,035     33,519
Old  :   345,049:    91,730     46,079     47,655    162,731    220,190    302,116    313,924:    42,933     31,125
Other:    19,672:     1,316      2,916      1,894     13,360     12,468     16,570     17,278:     3,102      2,394
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -6,518:         2     -2,201     -1,467     -8,885     -3,430    -10,350     -7,098:     3,832        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       13.0       14.1       48.3       63.8       87.4       90.8:      12.6        9.2
Old  :     100.0:      26.6       13.4       13.8       47.2       63.8       87.6       91.0:      12.4        9.0
Other:     100.0:       6.7       14.8        9.6       67.9       63.4       84.2       87.8:      15.8       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        75         63         78         95         87        214        196:
Old  :       266:        79         62         77         95         86        213        195:
Other:        70:        10         12         12         33         21         52         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       32.8       21.1       39.6       13.5       30.0       19.9       36.1
Old  :                 14.5       33.9       21.6       41.1       14.3       32.0       21.0       38.2
Other:                 35.8       33.1       54.7       55.9       34.9       31.9       51.3       53.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 04, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,272:     2,372      5,689        720      6,110      2,768      9,202      9,177:     2,070      2,095
Old  :    11,272:     2,372      5,689        720      6,110      2,768      9,202      9,177:     2,070      2,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       336:       -59        -54        341        -17         52        265        339:        71         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       50.5        6.4       54.2       24.6       81.6       81.4:      18.4       18.6
Old  :     100.0:      21.0       50.5        6.4       54.2       24.6       81.6       81.4:      18.4       18.6
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  :        78:        17         29          9         23         14         47         49:
Old  :        78:        17         29          9         23         14         47         49:
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  :                 41.6       28.6       54.0       43.7       41.2       28.0       50.7       42.4
Old  :                 41.6       28.6       54.0       43.7       41.2       28.0       50.7       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 04, 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  : 1,109,419:   225,902    201,852     39,804    722,290    721,937    987,996    963,593:   121,423    145,826
Old  : 1,109,419:   225,902    201,852     39,804    722,290    721,937    987,996    963,593:   121,423    145,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    90,820:    -7,839     24,598     -3,036     97,070     68,884     86,195     90,446:     4,625        374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       18.2        3.6       65.1       65.1       89.1       86.9:      10.9       13.1
Old  :     100.0:      20.4       18.2        3.6       65.1       65.1       89.1       86.9:      10.9       13.1
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  :       248:        55         49         33         94        107        165        173:
Old  :       248:        55         49         33         94        107        165        173:
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  :                 24.9       27.8       36.0       36.3       23.4       22.7       31.8       29.6
Old  :                 24.9       27.8       36.0       36.3       23.4       22.7       31.8       29.6
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 - Futures Only, October 04, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,857,712:   688,927    561,758     93,258  1,737,180  1,772,634  2,519,365  2,427,650:   338,347    430,062
Old  : 2,857,712:   688,927    561,758     93,258  1,737,180  1,772,634  2,519,365  2,427,650:   338,347    430,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    38,468:   -29,419    -16,175      7,180     79,139     43,537     56,900     34,542:   -18,432      3,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       19.7        3.3       60.8       62.0       88.2       85.0:      11.8       15.0
Old  :     100.0:      24.1       19.7        3.3       60.8       62.0       88.2       85.0:      11.8       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        84         76         58        128        154        237        263:
Old  :       362:        84         76         58        128        154        237        263:
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  :                 29.6       17.0       39.0       27.8       27.9       14.7       35.5       23.6
Old  :                 29.6       17.0       39.0       27.8       27.9       14.7       35.5       23.6
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 - Futures Only, October 04, 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  :   226,088:    33,690     20,676        144    132,227    124,491    166,061    145,311:    60,027     80,777
Old  :   226,088:    33,690     20,676        144    132,227    124,491    166,061    145,311:    60,027     80,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       708:    -1,494        -86         -5      1,375      3,014       -124      2,923:       832     -2,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        9.1        0.1       58.5       55.1       73.4       64.3:      26.6       35.7
Old  :     100.0:      14.9        9.1        0.1       58.5       55.1       73.4       64.3:      26.6       35.7
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  :        40:         3          4          2         24         21         29         25:
Old  :        40:         3          4          2         24         21         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       29.7       57.2       41.3       40.6       28.4       56.2       40.0
Old  :                 41.6       29.7       57.2       41.3       40.6       28.4       56.2       40.0
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 - Futures Only, October 04, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,765,799:   393,668    607,812     31,450  2,085,994  1,792,174  2,511,112  2,431,436:   254,687    334,363
Old  : 2,765,799:   393,668    607,812     31,450  2,085,994  1,792,174  2,511,112  2,431,436:   254,687    334,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :   -39,287:   -39,158     26,700    -24,711     19,618    -48,302    -44,251    -46,313:     4,964      7,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.0        1.1       75.4       64.8       90.8       87.9:       9.2       12.1
Old  :     100.0:      14.2       22.0        1.1       75.4       64.8       90.8       87.9:       9.2       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        47         75         30         99        140        164        227:
Old  :       295:        47         75         30         99        140        164        227:
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  :                 42.6       21.3       53.1       30.7       39.2       20.9       48.5       30.3
Old  :                 42.6       21.3       53.1       30.7       39.2       20.9       48.5       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 04, 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  : 1,065,083:    84,947    133,039    246,049    714,565    629,445  1,045,561  1,008,533:    19,522     56,550
Old  : 1,065,083:    84,947    133,039    246,049    714,565    629,445  1,045,561  1,008,533:    19,522     56,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :   -74,440:   -21,557       -422     -1,472    -48,053    -63,699    -71,082    -65,593:    -3,358     -8,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.5       23.1       67.1       59.1       98.2       94.7:       1.8        5.3
Old  :     100.0:       8.0       12.5       23.1       67.1       59.1       98.2       94.7:       1.8        5.3
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  :       160:        26         48         46         54         77        104        150:
Old  :       160:        26         48         46         54         77        104        150:
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  :                 29.0       26.0       46.2       37.8       20.3       14.6       30.6       19.3
Old  :                 29.0       26.0       46.2       37.8       20.3       14.6       30.6       19.3
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 - Futures Only, October 04, 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  :    61,014:    38,865      9,579        510     13,822     42,857     53,196     52,946:     7,818      8,068
Old  :    61,014:    38,865      9,579        510     13,822     42,857     53,196     52,946:     7,818      8,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       361:       172      1,323        203        105     -1,214        480        312:      -119         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.7       15.7        0.8       22.7       70.2       87.2       86.8:      12.8       13.2
Old  :     100.0:      63.7       15.7        0.8       22.7       70.2       87.2       86.8:      12.8       13.2
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  :       115:        43         26          5         24         29         72         55:
Old  :       115:        43         26          5         24         29         72         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       34.7       48.9       49.0       35.2       34.7       48.9       49.0
Old  :                 35.2       34.7       48.9       49.0       35.2       34.7       48.9       49.0
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 - Futures Only, October 04, 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  :   122,027:    77,729     19,158      1,019     27,643     85,714    106,391    105,891:    15,636     16,136
Old  :   122,027:    77,729     19,158      1,019     27,643     85,714    106,391    105,891:    15,636     16,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       721:       344      2,646        406        209     -2,428        959        624:      -238         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.7       15.7        0.8       22.7       70.2       87.2       86.8:      12.8       13.2
Old  :     100.0:      63.7       15.7        0.8       22.7       70.2       87.2       86.8:      12.8       13.2
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  :       115:        43         26          5         24         29         72         55:
Old  :       115:        43         26          5         24         29         72         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       34.7       48.9       49.0       35.2       34.7       48.9       49.0
Old  :                 35.2       34.7       48.9       49.0       35.2       34.7       48.9       49.0
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 - Futures Only, October 04, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,324:    16,187     18,547        767      2,198          0     19,152     19,314:       172         10
Old  :    19,324:    16,187     18,547        767      2,198          0     19,152     19,314:       172         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -2,219:    -1,964     -1,397         51       -330       -863     -2,243     -2,209:        24        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       96.0        4.0       11.4        0.0       99.1       99.9:       0.9        0.1
Old  :     100.0:      83.8       96.0        4.0       11.4        0.0       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        22         10          2          1          0         24         11:
Old  :        33:        22         10          2          1          0         24         11:
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  :                 64.9       79.0       90.1       97.9       63.0       79.0       88.2       95.3
Old  :                 64.9       79.0       90.1       97.9       63.0       79.0       88.2       95.3
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 - Futures Only, October 04, 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  :    26,610:    15,069      9,629        308     11,024     16,516     26,401     26,453:       209        157
Old  :    26,610:    15,069      9,629        308     11,024     16,516     26,401     26,453:       209        157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       -86:      -508        203         53        348       -366       -107       -110:        21         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       36.2        1.2       41.4       62.1       99.2       99.4:       0.8        0.6
Old  :     100.0:      56.6       36.2        1.2       41.4       62.1       99.2       99.4:       0.8        0.6
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:         9         12          1          7         19         17         31:
Old  :        45:         9         12          1          7         19         17         31:
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  :                 85.6       48.2       94.8       68.3       85.6       48.2       94.7       67.8
Old  :                 85.6       48.2       94.8       68.3       85.6       48.2       94.7       67.8
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 - Futures Only, October 04, 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  :    25,713:    19,780      5,650        141      5,715     19,832     25,636     25,623:        77         90
Old  :    25,713:    19,780      5,650        141      5,715     19,832     25,636     25,623:        77         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     1,315:     1,098        -17          5        191      1,363      1,294      1,351:        21        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       22.0        0.5       22.2       77.1       99.7       99.6:       0.3        0.4
Old  :     100.0:      76.9       22.0        0.5       22.2       77.1       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        15          7          2          5          9         21         17:
Old  :        35:        15          7          2          5          9         21         17:
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  :                 77.7       66.9       89.9       91.9       77.7       66.9       88.2       91.9
Old  :                 77.7       66.9       89.9       91.9       77.7       66.9       88.2       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 7, 2016