WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 25, 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  :   497,116:   153,310    240,022    103,420    189,315    111,004    446,045    454,446:    51,071     42,670
Old  :   429,776:   142,875    231,626     81,072    160,359     82,679    384,306    395,377:    45,470     34,399
Other:    67,340:    26,778     24,739      6,005     28,956     28,325     61,739     59,069:     5,601      8,271
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    20,530:    -4,765     18,843      4,390     19,778     -2,707     19,403     20,526:     1,127          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       48.3       20.8       38.1       22.3       89.7       91.4:      10.3        8.6
Old  :     100.0:      33.2       53.9       18.9       37.3       19.2       89.4       92.0:      10.6        8.0
Other:     100.0:      39.8       36.7        8.9       43.0       42.1       91.7       87.7:       8.3       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       149        150        123        120        109        344        323:
Old  :       453:       150        148        103        117         96        327        295:
Other:       181:        36         47         16         48         76         96        130:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.4        9.5       15.4       17.8        7.8        9.1       13.9       16.8
Old  :                  9.1       10.3       16.6       19.2        8.9       10.3       15.0       19.1
Other:                 34.2       21.5       52.0       33.5       33.4       20.2       46.6       30.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, October 25, 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  :   255,090:    99,714     86,318     39,694     95,208    105,987    234,616    231,999:    20,474     23,091
Old  :   204,922:    91,275     86,358     27,393     69,866     72,218    188,534    185,969:    16,388     18,953
Other:    50,168:    18,683     10,204      2,057     25,342     33,769     46,082     46,030:     4,086      4,138
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     4,508:       224     -4,745      3,833        167      4,110      4,224      3,198:       284      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       33.8       15.6       37.3       41.5       92.0       90.9:       8.0        9.1
Old  :     100.0:      44.5       42.1       13.4       34.1       35.2       92.0       90.8:       8.0        9.2
Other:     100.0:      37.2       20.3        4.1       50.5       67.3       91.9       91.8:       8.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        71         63         68         88         83        198        192:
Old  :       259:        73         67         59         78         79        181        180:
Other:       152:        35         22         13         55         59         95         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       18.9       23.4       29.2       12.3       17.6       21.4       27.1
Old  :                 16.5       17.0       26.5       29.3       16.0       15.9       24.6       26.8
Other:                 24.1       46.5       36.6       61.2       24.1       44.4       36.6       58.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 25, 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  : 1,335,614:   377,686    315,674    229,506    581,406    597,414  1,188,598  1,142,594:   147,016    193,020
Old  : 1,234,665:   372,995    323,195    198,052    528,765    541,524  1,099,812  1,062,771:   134,853    171,894
Other:   100,949:    33,578     21,366      2,567     52,641     55,890     88,786     79,823:    12,163     21,126
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    19,114:     4,393     -5,086     13,740      2,438      7,866     20,571     16,520:    -1,457      2,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       23.6       17.2       43.5       44.7       89.0       85.5:      11.0       14.5
Old  :     100.0:      30.2       26.2       16.0       42.8       43.9       89.1       86.1:      10.9       13.9
Other:     100.0:      33.3       21.2        2.5       52.1       55.4       88.0       79.1:      12.0       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       156        167        179        271        324        538        580:
Old  :       730:       159        174        165        270        314        530        559:
Other:       353:        43         70         17         67        194        116        277:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       11.2       17.2       17.7        9.8        9.9       16.4       14.4
Old  :                 10.3       10.5       17.5       17.3       10.1        9.1       17.1       14.4
Other:                 26.0       29.3       39.5       37.1       25.1       29.1       38.6       36.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 25, 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  :     8,868:     2,619      1,899        333      3,357      5,000      6,309      7,232:     2,559      1,636
Old  :     8,819:     2,601      1,899        331      3,346      4,979      6,278      7,209:     2,541      1,610
Other:        49:        20          2          0         11         21         31         23:        18         26
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       156:        70       -451        286        205        402        561        237:      -405        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       21.4        3.8       37.9       56.4       71.1       81.6:      28.9       18.4
Old  :     100.0:      29.5       21.5        3.8       37.9       56.5       71.2       81.7:      28.8       18.3
Other:     100.0:      40.8        4.1        0.0       22.4       42.9       63.3       46.9:      36.7       53.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          9          6         13          8         28         22:
Old  :        38:        13          9          5         13          7         28         20:
Other:         8:         2          1          0          2          4          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       49.1       44.0       71.0       30.5       45.9       41.1       62.7
Old  :                 32.1       49.3       44.0       71.1       30.5       46.2       41.2       62.8
Other:                 63.3       44.9       63.3       46.9       59.2       42.9       59.2       42.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 25, 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  :   639,067:   193,959     68,982     82,642    305,378    386,925    581,979    538,549:    57,088    100,518
Old  :   601,090:   192,468     65,014     71,318    284,495    370,804    548,281    507,136:    52,809     93,954
Other:    37,977:    11,659     14,136      1,156     20,883     16,121     33,698     31,413:     4,279      6,564
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -48,801:   -19,065     -4,269    -15,137    -17,657    -36,812    -51,859    -56,218:     3,058      7,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       10.8       12.9       47.8       60.5       91.1       84.3:       8.9       15.7
Old  :     100.0:      32.0       10.8       11.9       47.3       61.7       91.2       84.4:       8.8       15.6
Other:     100.0:      30.7       37.2        3.0       55.0       42.4       88.7       82.7:      11.3       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       595:       157        143        161        190        219        457        452:
Old  :       588:       160        144        148        180        219        437        443:
Other:       269:        44         57         20         53        130        107        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       13.8       21.7       21.6       10.2       12.5       17.5       18.6
Old  :                 14.7       13.7       22.9       21.6       11.5       13.0       19.3       19.3
Other:                 30.2       45.9       42.1       53.3       30.2       44.8       41.9       52.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 25, 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  :   461,990:   177,360     36,821     94,580    141,817    305,795    413,757    437,196:    48,233     24,794
Old  :   449,392:   178,100     40,536     87,896    137,003    296,963    402,999    425,395:    46,393     23,997
Other:    12,598:     4,735      1,760      1,209      4,814      8,832     10,758     11,801:     1,840        797
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    15,302:    11,692     -2,787        241      1,219     19,825     13,152     17,279:     2,150     -1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        8.0       20.5       30.7       66.2       89.6       94.6:      10.4        5.4
Old  :     100.0:      39.6        9.0       19.6       30.5       66.1       89.7       94.7:      10.3        5.3
Other:     100.0:      37.6       14.0        9.6       38.2       70.1       85.4       93.7:      14.6        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       120         67        118         81         82        277        222:
Old  :       332:       122         71        115         80         82        274        221:
Other:        59:        16          9         10         21         19         43         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       37.3       18.1       44.8        9.7       36.8       15.8       44.1
Old  :                 10.7       37.7       18.5       45.3        9.9       37.4       16.2       44.9
Other:                 36.6       49.1       53.9       63.4       34.7       49.1       51.9       63.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 25, 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  :   557,367:   102,538     98,077     10,221    295,366    300,769    408,125    409,067:   149,242    148,300
Old  :   557,367:   102,538     98,077     10,221    295,366    300,769    408,125    409,067:   149,242    148,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     3,270:    -7,529     -8,620       -606      9,564      8,675      1,429       -551:     1,841      3,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       17.6        1.8       53.0       54.0       73.2       73.4:      26.8       26.6
Old  :     100.0:      18.4       17.6        1.8       53.0       54.0       73.2       73.4:      26.8       26.6
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  :       147:        32         32         17         57         61         99        100:
Old  :       147:        32         32         17         57         61         99        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       22.6       28.6       32.1       11.5       15.0       17.7       22.6
Old  :                 17.7       22.6       28.6       32.1       11.5       15.0       17.7       22.6
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 25, 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  :   623,293:    45,865    147,957     11,075    448,104    374,193    505,044    533,225:   118,249     90,068
Old  :   623,293:    45,865    147,957     11,075    448,104    374,193    505,044    533,225:   118,249     90,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     8,678:     1,442     -4,081      1,198      3,443      5,603      6,083      2,720:     2,595      5,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       23.7        1.8       71.9       60.0       81.0       85.5:      19.0       14.5
Old  :     100.0:       7.4       23.7        1.8       71.9       60.0       81.0       85.5:      19.0       14.5
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  :       100:        14         15         10         57         53         78         71:
Old  :       100:        14         15         10         57         53         78         71:
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       35.1       38.3       50.4       19.3       34.6       29.0       46.8
Old  :                 24.9       35.1       38.3       50.4       19.3       34.6       29.0       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, October 25, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,337:     2,714        564      1,117      1,187      3,349      5,018      5,030:       319        307
Old  :     5,337:     2,714        564      1,117      1,187      3,349      5,018      5,030:       319        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       238:       133        116        103        -19        -14        217        205:        21         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       10.6       20.9       22.2       62.8       94.0       94.2:       6.0        5.8
Old  :     100.0:      50.9       10.6       20.9       22.2       62.8       94.0       94.2:       6.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        15          3          5          8         11         26         16:
Old  :        29:        15          3          5          8         11         26         16:
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  :                 47.2       68.9       70.0       86.4       40.0       52.9       52.8       59.5
Old  :                 47.2       68.9       70.0       86.4       40.0       52.9       52.8       59.5
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 25, 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  :   382,137:    88,185     54,746     60,361    185,125    235,628    333,671    350,735:    48,466     31,402
Old  :   359,822:    88,437     53,604     56,283    169,834    221,460    314,554    331,347:    45,268     28,475
Other:    22,315:     1,861      3,255      1,965     15,291     14,168     19,117     19,388:     3,198      2,927
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,525:     2,393        990     -2,184       -230      6,276        -21      5,082:     1,546     -3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       14.3       15.8       48.4       61.7       87.3       91.8:      12.7        8.2
Old  :     100.0:      24.6       14.9       15.6       47.2       61.5       87.4       92.1:      12.6        7.9
Other:     100.0:       8.3       14.6        8.8       68.5       63.5       85.7       86.9:      14.3       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        86         74         75         95         84        225        198:
Old  :       287:        85         78         73         95         84        222        198:
Other:        77:        16         12         14         38         21         62         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       29.3       20.5       36.2       12.9       27.1       18.9       32.5
Old  :                 14.6       30.4       21.2       37.5       13.8       28.9       19.9       34.4
Other:                 33.1       35.9       51.2       56.6       32.9       34.7       48.5       54.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 25, 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  :    10,564:     1,874      4,918        265      6,527      3,415      8,666      8,598:     1,898      1,966
Old  :    10,556:     1,880      4,918        259      6,519      3,415      8,658      8,592:     1,898      1,964
Other:         8:         0          6          0          8          0          8          6:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -479:       -90        150       -735        274        224       -551       -361:        72       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       46.6        2.5       61.8       32.3       82.0       81.4:      18.0       18.6
Old  :     100.0:      17.8       46.6        2.5       61.8       32.4       82.0       81.4:      18.0       18.6
Other:     100.0:       0.0       75.0        0.0      100.0        0.0      100.0       75.0:       0.0       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        16         24          6         21         15         40         44:
Old  :        69:        16         24          6         20         15         39         44:
Other:         3:         0          2          0          1          0          1          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  :                 48.6       34.1       60.4       48.3       47.8       33.5       57.8       47.7
Old  :                 48.6       34.1       60.4       48.4       47.9       33.6       57.9       47.8
Other:                100.0       75.0      100.0       75.0      100.0       75.0      100.0       75.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 25, 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  : 1,247,861:   223,428    198,939     66,834    852,396    823,721  1,142,658  1,089,494:   105,203    158,367
Old  : 1,247,861:   223,428    198,939     66,834    852,396    823,721  1,142,658  1,089,494:   105,203    158,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -58,406:    24,336    -19,020    -27,238    -51,682    -15,979    -54,584    -62,237:    -3,822      3,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       15.9        5.4       68.3       66.0       91.6       87.3:       8.4       12.7
Old  :     100.0:      17.9       15.9        5.4       68.3       66.0       91.6       87.3:       8.4       12.7
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  :       252:        56         41         34        100        118        171        178:
Old  :       252:        56         41         34        100        118        171        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       28.2       38.9       40.2       24.3       26.0       32.9       35.1
Old  :                 28.8       28.2       38.9       40.2       24.3       26.0       32.9       35.1
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 25, 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  : 2,917,840:   631,297    556,791    115,047  1,839,558  1,773,811  2,585,902  2,445,649:   331,938    472,191
Old  : 2,917,840:   631,297    556,791    115,047  1,839,558  1,773,811  2,585,902  2,445,649:   331,938    472,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    37,096:   -31,918     -6,502      9,631     52,984     30,963     30,697     34,092:     6,399      3,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       19.1        3.9       63.0       60.8       88.6       83.8:      11.4       16.2
Old  :     100.0:      21.6       19.1        3.9       63.0       60.8       88.6       83.8:      11.4       16.2
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  :       357:        79         77         65        128        160        243        266:
Old  :       357:        79         77         65        128        160        243        266:
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  :                 30.2       15.5       38.2       25.7       28.1       13.4       35.3       21.2
Old  :                 30.2       15.5       38.2       25.7       28.1       13.4       35.3       21.2
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 25, 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  :   237,348:    42,022     20,583        522    125,369    129,019    167,913    150,124:    69,435     87,224
Old  :   237,348:    42,022     20,583        522    125,369    129,019    167,913    150,124:    69,435     87,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     4,221:     4,792        130       -104     -4,401       -292        287       -266:     3,934      4,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        8.7        0.2       52.8       54.4       70.7       63.3:      29.3       36.7
Old  :     100.0:      17.7        8.7        0.2       52.8       54.4       70.7       63.3:      29.3       36.7
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  :        42:         5          3          3         23         24         30         28:
Old  :        42:         5          3          3         23         24         30         28:
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  :                 41.5       26.5       54.2       38.8       40.5       25.6       53.2       37.8
Old  :                 41.5       26.5       54.2       38.8       40.5       25.6       53.2       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 25, 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  : 2,760,581:   410,931    560,175     48,837  2,054,311  1,791,063  2,514,079  2,400,075:   246,502    360,506
Old  : 2,760,581:   410,931    560,175     48,837  2,054,311  1,791,063  2,514,079  2,400,075:   246,502    360,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    26,431:    43,959     -9,459     -6,167    -15,870     29,525     21,922     13,899:     4,509     12,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       20.3        1.8       74.4       64.9       91.1       86.9:       8.9       13.1
Old  :     100.0:      14.9       20.3        1.8       74.4       64.9       91.1       86.9:       8.9       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  :       288:        56         64         36        102        139        181        216:
Old  :       288:        56         64         36        102        139        181        216:
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  :                 40.5       20.3       51.4       30.5       37.2       20.0       46.7       30.2
Old  :                 40.5       20.3       51.4       30.5       37.2       20.0       46.7       30.2
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 25, 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  : 1,187,082:   127,921    165,674    254,151    785,955    719,710  1,168,027  1,139,535:    19,055     47,547
Old  : 1,187,082:   127,921    165,674    254,151    785,955    719,710  1,168,027  1,139,535:    19,055     47,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    53,694:     6,545      4,552      5,024     41,185     44,991     52,754     54,567:       940       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       14.0       21.4       66.2       60.6       98.4       96.0:       1.6        4.0
Old  :     100.0:      10.8       14.0       21.4       66.2       60.6       98.4       96.0:       1.6        4.0
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  :       167:        33         44         46         62         82        117        153:
Old  :       167:        33         44         46         62         82        117        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       20.6       44.5       34.9       19.1       12.8       28.1       17.2
Old  :                 27.1       20.6       44.5       34.9       19.1       12.8       28.1       17.2
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 25, 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  :    57,677:    36,208     11,903        622     12,538     37,018     49,368     49,543:     8,310      8,135
Old  :    57,677:    36,208     11,903        622     12,538     37,018     49,368     49,543:     8,310      8,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -1,165:    -1,835      1,792        112         85     -3,152     -1,639     -1,249:       474         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       20.6        1.1       21.7       64.2       85.6       85.9:      14.4       14.1
Old  :     100.0:      62.8       20.6        1.1       21.7       64.2       85.6       85.9:      14.4       14.1
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  :       116:        42         28          5         23         28         69         58:
Old  :       116:        42         28          5         23         28         69         58:
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       30.8       45.9       47.1       35.2       30.6       45.8       46.9
Old  :                 35.2       30.8       45.9       47.1       35.2       30.6       45.8       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 25, 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  :   115,354:    72,416     23,806      1,243     25,076     74,036     98,735     99,085:    16,619     16,269
Old  :   115,354:    72,416     23,806      1,243     25,076     74,036     98,735     99,085:    16,619     16,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -2,330:    -3,669      3,583        223        169     -6,304     -3,277     -2,498:       947        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       20.6        1.1       21.7       64.2       85.6       85.9:      14.4       14.1
Old  :     100.0:      62.8       20.6        1.1       21.7       64.2       85.6       85.9:      14.4       14.1
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  :       116:        42         28          5         23         28         69         58:
Old  :       116:        42         28          5         23         28         69         58:
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       30.8       45.9       47.1       35.2       30.6       45.8       46.9
Old  :                 35.2       30.8       45.9       47.1       35.2       30.6       45.8       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, October 25, 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  :    16,921:    13,981     16,519        369      2,481          0     16,831     16,888:        90         33
Old  :    16,921:    13,981     16,519        369      2,481          0     16,831     16,888:        90         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -1,601:    -1,342     -1,407       -190          0          0     -1,532     -1,597:       -69         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       97.6        2.2       14.7        0.0       99.5       99.8:       0.5        0.2
Old  :     100.0:      82.6       97.6        2.2       14.7        0.0       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        26          9          1          1          0         28          9:
Old  :        36:        26          9          1          1          0         28          9:
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  :                 65.7       81.3       85.6       99.2       65.7       81.3       85.5       97.1
Old  :                 65.7       81.3       85.6       99.2       65.7       81.3       85.5       97.1
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 25, 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  :    29,094:    16,745     11,449        106     12,056     17,272     28,907     28,827:       187        267
Old  :    29,094:    16,745     11,449        106     12,056     17,272     28,907     28,827:       187        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,051:       521      1,184          9        512       -246      1,042        947:         9        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       39.4        0.4       41.4       59.4       99.4       99.1:       0.6        0.9
Old  :     100.0:      57.6       39.4        0.4       41.4       59.4       99.4       99.1:       0.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         13          1          7         19         14         33:
Old  :        44:         7         13          1          7         19         14         33:
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  :                 87.4       51.9       97.0       71.8       87.4       51.7       96.7       71.5
Old  :                 87.4       51.9       97.0       71.8       87.4       51.7       96.7       71.5
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 25, 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  :    29,418:    24,642      5,374        136      4,617     23,823     29,395     29,333:        23         85
Old  :    29,418:    24,642      5,374        136      4,617     23,823     29,395     29,333:        23         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,778:     1,199       -787          0        585      2,547      1,784      1,760:        -6         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       18.3        0.5       15.7       81.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      83.8       18.3        0.5       15.7       81.0       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          7          1          4         11         19         19:
Old  :        36:        15          7          1          4         11         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.3       68.1       94.9       91.1       85.3       68.1       92.8       91.1
Old  :                 85.3       68.1       94.9       91.1       85.3       68.1       92.8       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 28, 2016