WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 15, 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  :   512,485:   146,151    239,413    106,690    205,304    121,492    458,145    467,595:    54,340     44,890
Old  :   422,702:   131,785    224,215     79,184    164,999     84,806    375,968    388,205:    46,734     34,497
Other:    89,783:    34,268     35,100      7,604     40,305     36,686     82,177     79,390:     7,606     10,393
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    15,969:    -4,155     10,230      8,636      8,695     -4,690     13,176     14,176:     2,793      1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       46.7       20.8       40.1       23.7       89.4       91.2:      10.6        8.8
Old  :     100.0:      31.2       53.0       18.7       39.0       20.1       88.9       91.8:      11.1        8.2
Other:     100.0:      38.2       39.1        8.5       44.9       40.9       91.5       88.4:       8.5       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       487:       156        159        139        125        104        368        336:
Old  :       474:       168        145        109        122         91        348        300:
Other:       213:        44         62         29         50         82        113        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8        8.7       16.7       16.2        7.6        8.6       13.9       16.2
Old  :                  9.9       10.5       17.2       19.5        8.2       10.5       14.2       19.5
Other:                 32.6       16.7       45.8       29.4       31.5       16.3       42.9       28.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 15, 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  :   259,745:   100,163     96,884     35,646    101,843    103,865    237,652    236,395:    22,093     23,350
Old  :   193,380:    91,958     94,500     15,818     68,862     65,299    176,638    175,617:    16,742     17,763
Other:    66,365:    25,815     19,994      2,218     32,981     38,566     61,014     60,778:     5,351      5,587
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    -6,551:    -3,208        596     -7,576      4,537        261     -6,247     -6,719:      -304        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       37.3       13.7       39.2       40.0       91.5       91.0:       8.5        9.0
Old  :     100.0:      47.6       48.9        8.2       35.6       33.8       91.3       90.8:       8.7        9.2
Other:     100.0:      38.9       30.1        3.3       49.7       58.1       91.9       91.6:       8.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        76         66         59         92         82        198        188:
Old  :       254:        71         67         46         81         75        175        169:
Other:       150:        35         25         14         57         57        100         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  :                 14.3       20.2       24.4       30.4       12.5       18.3       22.0       28.5
Old  :                 17.7       18.8       27.9       32.5       17.6       18.0       27.5       30.2
Other:                 24.5       39.1       35.7       57.1       24.4       37.0       35.7       54.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 15, 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  : 1,398,285:   373,220    315,922    218,888    656,367    667,152  1,248,475  1,201,962:   149,810    196,323
Old  : 1,278,640:   366,973    318,608    185,258    589,778    601,151  1,142,009  1,105,017:   136,631    173,623
Other:   119,645:    36,084     27,151      3,793     66,589     66,001    106,466     96,945:    13,179     22,700
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    51,325:   -29,678     26,459     12,491     68,006     10,570     50,819     49,520:       506      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       22.6       15.7       46.9       47.7       89.3       86.0:      10.7       14.0
Old  :     100.0:      28.7       24.9       14.5       46.1       47.0       89.3       86.4:      10.7       13.6
Other:     100.0:      30.2       22.7        3.2       55.7       55.2       89.0       81.0:      11.0       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       764:       152        178        175        293        344        552        614:
Old  :       758:       154        184        162        289        333        541        592:
Other:       385:        42         72         21         78        219        132        304:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       11.5       18.3       17.4       10.1       10.3       16.3       15.1
Old  :                 11.8       11.2       18.6       17.4       11.0        9.8       17.7       15.3
Other:                 24.6       25.6       38.1       34.3       24.0       25.3       37.3       33.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 15, 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  :     8,449:     1,964      1,446        185      3,943      5,596      6,092      7,227:     2,357      1,222
Old  :     8,309:     1,947      1,446        183      3,848      5,483      5,978      7,112:     2,331      1,197
Other:       140:        19          2          0         95        113        114        115:        26         25
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :        49:      -335        155        -53        392        -27          4         75:        45        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       17.1        2.2       46.7       66.2       72.1       85.5:      27.9       14.5
Old  :     100.0:      23.4       17.4        2.2       46.3       66.0       71.9       85.6:      28.1       14.4
Other:     100.0:      13.6        1.4        0.0       67.9       80.7       81.4       82.1:      18.6       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          6          5         14          8         29         18:
Old  :        35:        13          6          4         14          8         29         17:
Other:        12:         2          1          0          5          4          7          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  :                 25.5       55.2       42.8       77.6       23.6       46.9       35.4       65.4
Old  :                 25.8       55.5       42.5       77.6       23.7       47.2       34.9       65.4
Other:                 70.7       80.7       81.4       82.1       70.7       80.7       81.4       82.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 15, 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  :   617,685:   197,119     77,779     73,943    301,760    372,825    572,822    524,547:    44,863     93,138
Old  :   571,835:   196,829     73,542     60,044    275,000    356,479    531,873    490,065:    39,962     81,770
Other:    45,850:    12,191     16,138      1,998     26,760     16,346     40,949     34,482:     4,901     11,368
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    -2,956:   -23,485      9,846      6,365     18,550    -17,381      1,430     -1,170:    -4,386     -1,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       12.6       12.0       48.9       60.4       92.7       84.9:       7.3       15.1
Old  :     100.0:      34.4       12.9       10.5       48.1       62.3       93.0       85.7:       7.0       14.3
Other:     100.0:      26.6       35.2        4.4       58.4       35.7       89.3       75.2:      10.7       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       150        143        142        145        223        379        448:
Old  :       567:       156        142        130        134        220        358        438:
Other:       300:        44         70         20         56        149        111        230:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       13.7       22.7       22.7       10.9       13.1       18.6       19.8
Old  :                 13.8       14.4       24.0       23.8       11.5       14.0       19.7       21.1
Other:                 26.9       34.5       40.6       40.8       26.8       33.9       40.5       39.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 15, 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  :   433,036:   160,609     31,587     79,994    152,488    297,841    393,091    409,422:    39,945     23,614
Old  :   416,481:   160,448     34,311     72,968    145,248    286,475    378,664    393,754:    37,817     22,727
Other:    16,555:     5,550      2,665      1,637      7,240     11,366     14,427     15,668:     2,128        887
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :   -37,148:   -23,986     -3,319    -10,254      2,238    -22,831    -32,002    -36,404:    -5,146       -744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        7.3       18.5       35.2       68.8       90.8       94.5:       9.2        5.5
Old  :     100.0:      38.5        8.2       17.5       34.9       68.8       90.9       94.5:       9.1        5.5
Other:     100.0:      33.5       16.1        9.9       43.7       68.7       87.1       94.6:      12.9        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       106         65        103         84         81        255        207:
Old  :       308:       111         68         99         83         80        253        203:
Other:        66:        15         11         12         25         20         48         37:
     :----------------------------------------------------------------------------------------------------
     :             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       37.5       21.6       45.6       12.2       37.0       18.8       43.8
Old  :                 14.1       38.1       22.3       46.3       12.8       37.9       19.6       44.8
Other:                 36.3       43.0       55.2       61.4       36.3       43.0       52.9       58.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 15, 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  :   591,542:   106,181    110,031     14,421    322,731    295,495    443,333    419,947:   148,209    171,595
Old  :   591,542:   106,181    110,031     14,421    322,731    295,495    443,333    419,947:   148,209    171,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    45,981:    22,844     24,022      2,584     21,138     10,456     46,566     37,062:      -585      8,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.6        2.4       54.6       50.0       74.9       71.0:      25.1       29.0
Old  :     100.0:      17.9       18.6        2.4       54.6       50.0       74.9       71.0:      25.1       29.0
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  :       162:        32         38         24         68         60        114        108:
Old  :       162:        32         38         24         68         60        114        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       20.3       30.7       28.6       14.8       14.9       23.6       21.4
Old  :                 19.5       20.3       30.7       28.6       14.8       14.9       23.6       21.4
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, November 15, 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  :   649,510:    43,317    152,598     16,900    462,230    384,353    522,447    553,851:   127,063     95,659
Old  :   649,510:    43,317    152,598     16,900    462,230    384,353    522,447    553,851:   127,063     95,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    18,004:       110      3,813      4,050      9,997      9,143     14,157     17,006:     3,847        998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       23.5        2.6       71.2       59.2       80.4       85.3:      19.6       14.7
Old  :     100.0:       6.7       23.5        2.6       71.2       59.2       80.4       85.3:      19.6       14.7
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  :       100:        16         12         11         58         52         81         68:
Old  :       100:        16         12         11         58         52         81         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       36.5       38.3       52.3       20.1       36.1       30.7       49.8
Old  :                 24.8       36.5       38.3       52.3       20.1       36.1       30.7       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, November 15, 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  :     5,292:     2,840        752        920      1,161      3,437      4,921      5,109:       371        183
Old  :     5,292:     2,840        752        920      1,161      3,437      4,921      5,109:       371        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :      -394:      -165        -89       -135        -96       -158       -396       -382:         2        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7       14.2       17.4       21.9       64.9       93.0       96.5:       7.0        3.5
Old  :     100.0:      53.7       14.2       17.4       21.9       64.9       93.0       96.5:       7.0        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        16          4          4          5         11         23         17:
Old  :        32:        16          4          4          5         11         23         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  :                 51.3       66.3       69.2       85.2       42.7       56.6       55.8       67.5
Old  :                 51.3       66.3       69.2       85.2       42.7       56.6       55.8       67.5
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, November 15, 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  :   380,317:    91,782     57,671     52,681    190,105    236,975    334,568    347,327:    45,749     32,990
Old  :   355,888:    91,792     55,710     48,522    173,076    221,487    313,390    325,719:    42,498     30,169
Other:    24,429:     1,897      3,868      2,252     17,029     15,488     21,178     21,608:     3,251      2,821
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    10,585:       -12      4,492      5,200      9,164     -1,153     14,352      8,539:    -3,767      2,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       15.2       13.9       50.0       62.3       88.0       91.3:      12.0        8.7
Old  :     100.0:      25.8       15.7       13.6       48.6       62.2       88.1       91.5:      11.9        8.5
Other:     100.0:       7.8       15.8        9.2       69.7       63.4       86.7       88.5:      13.3       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        76         68         84         96         91        229        203:
Old  :       278:        78         71         81         96         90        226        201:
Other:        88:        19         14         18         40         20         71         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       32.1       21.9       37.9       14.4       29.4       20.6       34.5
Old  :                 16.0       33.2       22.5       39.4       15.6       31.4       21.6       36.9
Other:                 34.0       37.4       50.5       56.5       33.9       36.2       48.7       54.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 15, 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  :    11,910:     2,106      6,017        298      7,023      3,529      9,427      9,844:     2,483      2,066
Old  :    11,902:     2,114      6,017        290      7,015      3,529      9,419      9,836:     2,483      2,066
Other:         8:         0          8          0          8          0          8          8:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :       751:       292        665          6        285        -36        583        635:       168        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       50.5        2.5       59.0       29.6       79.2       82.7:      20.8       17.3
Old  :     100.0:      17.8       50.6        2.4       58.9       29.7       79.1       82.6:      20.9       17.4
Other:     100.0:       0.0      100.0        0.0      100.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        17         24          5         21         10         41         38:
Old  :        69:        17         24          4         20         10         40         37:
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  :                 47.0       38.2       58.0       53.7       47.0       38.2       57.2       53.6
Old  :                 47.0       38.3       58.1       53.7       47.0       38.3       57.2       53.7
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 15, 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  : 1,174,568:   244,731    227,578     60,423    762,552    729,343  1,067,706  1,017,344:   106,862    157,224
Old  : 1,174,568:   244,731    227,578     60,423    762,552    729,343  1,067,706  1,017,344:   106,862    157,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :   -35,239:   -49,728     20,077      9,885     12,850    -68,542    -26,993    -38,580:    -8,246      3,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       19.4        5.1       64.9       62.1       90.9       86.6:       9.1       13.4
Old  :     100.0:      20.8       19.4        5.1       64.9       62.1       90.9       86.6:       9.1       13.4
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  :       251:        56         39         34        108        120        175        182:
Old  :       251:        56         39         34        108        120        175        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       25.0       31.9       34.9       17.5       22.4       27.6       29.6
Old  :                 20.3       25.0       31.9       34.9       17.5       22.4       27.6       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, November 15, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,017,633:   696,485    559,089    141,150  1,854,197  1,822,939  2,691,832  2,523,178:   325,801    494,455
Old  : 3,017,633:   696,485    559,089    141,150  1,854,197  1,822,939  2,691,832  2,523,178:   325,801    494,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :   127,311:   143,250    -65,806     40,879    -52,301    124,236    131,828     99,309:    -4,517     28,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       18.5        4.7       61.4       60.4       89.2       83.6:      10.8       16.4
Old  :     100.0:      23.1       18.5        4.7       61.4       60.4       89.2       83.6:      10.8       16.4
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  :       376:        81         79         74        145        176        267        288:
Old  :       376:        81         79         74        145        176        267        288:
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  :                 29.4       17.1       37.1       25.8       27.2       16.1       33.0       21.4
Old  :                 29.4       17.1       37.1       25.8       27.2       16.1       33.0       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, November 15, 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  :   278,384:    60,682     57,898        587    142,991    124,452    204,260    182,937:    74,124     95,447
Old  :   278,384:    60,682     57,898        587    142,991    124,452    204,260    182,937:    74,124     95,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    21,617:    13,944      9,096        105      2,806      1,205     16,855     10,406:     4,762     11,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       20.8        0.2       51.4       44.7       73.4       65.7:      26.6       34.3
Old  :     100.0:      21.8       20.8        0.2       51.4       44.7       73.4       65.7:      26.6       34.3
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  :        46:         6          5          2         27         24         34         30:
Old  :        46:         6          5          2         27         24         34         30:
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  :                 43.7       31.3       55.7       43.0       43.5       30.5       55.3       42.2
Old  :                 43.7       31.3       55.7       43.0       43.5       30.5       55.3       42.2
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, November 15, 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  : 2,944,750:   359,745    627,808     84,576  2,242,433  1,854,650  2,686,754  2,567,034:   257,996    377,716
Old  : 2,944,750:   359,745    627,808     84,576  2,242,433  1,854,650  2,686,754  2,567,034:   257,996    377,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    26,111:   -50,654     71,782     24,137     42,693    -84,040     16,176     11,879:     9,935     14,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.3        2.9       76.2       63.0       91.2       87.2:       8.8       12.8
Old  :     100.0:      12.2       21.3        2.9       76.2       63.0       91.2       87.2:       8.8       12.8
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  :       286:        43         66         43        118        146        187        229:
Old  :       286:        43         66         43        118        146        187        229:
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  :                 35.7       21.2       45.8       32.4       31.9       19.6       40.3       29.3
Old  :                 35.7       21.2       45.8       32.4       31.9       19.6       40.3       29.3
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, November 15, 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  :   902,680:    57,954    112,749    137,354    680,178    604,357    875,486    854,460:    27,194     48,220
Old  :   902,680:    57,954    112,749    137,354    680,178    604,357    875,486    854,460:    27,194     48,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :       -39:   -25,223     -3,190        515     26,467      3,967      1,759      1,292:    -1,798     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.5       15.2       75.4       67.0       97.0       94.7:       3.0        5.3
Old  :     100.0:       6.4       12.5       15.2       75.4       67.0       97.0       94.7:       3.0        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  :       139:        24         36         36         52         77         95        131:
Old  :       139:        24         36         36         52         77         95        131:
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  :                 28.0       21.7       46.1       33.0       20.9       11.8       31.8       18.3
Old  :                 28.0       21.7       46.1       33.0       20.9       11.8       31.8       18.3
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, November 15, 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  :    61,674:    37,923      7,978      1,328     14,085     39,653     53,336     48,959:     8,339     12,715
Old  :    61,674:    37,923      7,978      1,328     14,085     39,653     53,336     48,959:     8,339     12,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :     3,488:       739     -7,457        945        941      6,675      2,625        163:       864      3,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       12.9        2.2       22.8       64.3       86.5       79.4:      13.5       20.6
Old  :     100.0:      61.5       12.9        2.2       22.8       64.3       86.5       79.4:      13.5       20.6
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  :       113:        40         24          5         27         31         71         56:
Old  :       113:        40         24          5         27         31         71         56:
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  :                 30.8       31.0       41.2       45.1       30.6       31.0       41.0       45.1
Old  :                 30.8       31.0       41.2       45.1       30.6       31.0       41.0       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, November 15, 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  :   123,348:    75,845     15,956      2,656     28,170     79,306    106,671     97,918:    16,677     25,430
Old  :   123,348:    75,845     15,956      2,656     28,170     79,306    106,671     97,918:    16,677     25,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :     6,976:     1,478    -14,913      1,889      1,882     13,349      5,249        325:     1,727      6,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       12.9        2.2       22.8       64.3       86.5       79.4:      13.5       20.6
Old  :     100.0:      61.5       12.9        2.2       22.8       64.3       86.5       79.4:      13.5       20.6
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  :       113:        40         24          5         27         31         71         56:
Old  :       113:        40         24          5         27         31         71         56:
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  :                 30.8       31.0       41.2       45.1       30.6       31.0       41.0       45.1
Old  :                 30.8       31.0       41.2       45.1       30.6       31.0       41.0       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, November 15, 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  :    16,680:    14,836     16,249        389      1,351          4     16,576     16,642:       104         38
Old  :    16,680:    14,836     16,249        389      1,351          4     16,576     16,642:       104         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :      -183:       518       -183        -16       -697          4       -195       -195:        12         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9       97.4        2.3        8.1        0.0       99.4       99.8:       0.6        0.2
Old  :     100.0:      88.9       97.4        2.3        8.1        0.0       99.4       99.8:       0.6        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  :        34:        18         15          2          1          1         21         16:
Old  :        34:        18         15          2          1          1         21         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  :                 66.1       56.8       87.2       89.7       66.1       56.8       87.2       87.5
Old  :                 66.1       56.8       87.2       89.7       66.1       56.8       87.2       87.5
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, November 15, 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  :    32,501:    16,826      5,143         45     15,602     27,041     32,473     32,229:        28        272
Old  :    32,501:    16,826      5,143         45     15,602     27,041     32,473     32,229:        28        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :     1,183:      -111     -5,686          0      1,312      6,845      1,201      1,159:       -18         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       15.8        0.1       48.0       83.2       99.9       99.2:       0.1        0.8
Old  :     100.0:      51.8       15.8        0.1       48.0       83.2       99.9       99.2:       0.1        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         8         13          1          6         20         14         34:
Old  :        46:         8         13          1          6         20         14         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.0       53.4       95.9       74.8       85.0       53.4       95.8       74.8
Old  :                 85.0       53.4       95.9       74.8       85.0       53.4       95.8       74.8
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, November 15, 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  :    39,630:    35,520      3,166        136      3,949     36,200     39,605     39,502:        25        128
Old  :    39,630:    35,520      3,166        136      3,949     36,200     39,605     39,502:        25        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    -3,608:    -2,144     -1,270          0     -1,470     -2,357     -3,614     -3,627:         6         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.6        8.0        0.3       10.0       91.3       99.9       99.7:       0.1        0.3
Old  :     100.0:      89.6        8.0        0.3       10.0       91.3       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  :        32:         9          8          1          3         13         12         22:
Old  :        32:         9          8          1          3         13         12         22:
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  :                 92.3       70.2       98.8       90.0       92.3       70.2       97.4       90.0
Old  :                 92.3       70.2       98.8       90.0       92.3       70.2       97.4       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 18, 2016