WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 13, 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  :   443,306:   150,854    221,125     81,122    165,318     99,746    397,294    401,993:    46,012     41,313
Old  :   334,174:   139,372    205,465     44,037    115,251     54,353    298,660    303,855:    35,514     30,319
Other:   109,132:    38,139     42,317     10,428     50,067     45,393     98,634     98,138:    10,498     10,994
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     7,092:     4,835    -16,256      3,801         97     20,966      8,733      8,511:    -1,641     -1,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       49.9       18.3       37.3       22.5       89.6       90.7:      10.4        9.3
Old  :     100.0:      41.7       61.5       13.2       34.5       16.3       89.4       90.9:      10.6        9.1
Other:     100.0:      34.9       38.8        9.6       45.9       41.6       90.4       89.9:       9.6       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       150        144        115        102         96        317        299:
Old  :       417:       158        123         73         94         74        285        238:
Other:       234:        51         80         41         54         80        132        177:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       10.5       18.3       19.8        9.2       10.3       15.9       19.2
Old  :                  9.9       13.5       18.1       25.8        9.3       13.3       16.2       25.1
Other:                 25.2       17.8       38.1       29.7       24.6       17.3       34.8       27.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 13, 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  :   259,126:    98,655    102,691     35,157    102,154     97,703    235,966    235,551:    23,160     23,575
Old  :   173,629:    85,413     99,001     10,772     61,150     48,028    157,335    157,801:    16,294     15,828
Other:    85,497:    34,995     25,443      2,632     41,004     49,675     78,631     77,750:     6,866      7,747
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     3,234:         9      7,901     -4,710      6,523        -52      1,822      3,139:     1,412         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       39.6       13.6       39.4       37.7       91.1       90.9:       8.9        9.1
Old  :     100.0:      49.2       57.0        6.2       35.2       27.7       90.6       90.9:       9.4        9.1
Other:     100.0:      40.9       29.8        3.1       48.0       58.1       92.0       90.9:       8.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        78         65         58         86         77        190        185:
Old  :       251:        72         66         27         75         65        159        148:
Other:       163:        42         30         17         58         59        109         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       18.6       25.7       29.1       13.2       17.3       23.4       27.4
Old  :                 17.9       18.9       29.6       32.5       17.8       18.9       29.5       31.5
Other:                 25.6       34.4       37.6       49.5       25.6       33.2       37.6       47.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 13, 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  : 1,219,931:   366,154    294,855    161,678    559,511    590,348  1,087,343  1,046,881:   132,588    173,050
Old  : 1,088,603:   349,428    289,145    131,791    490,823    522,418    972,042    943,354:   116,561    145,249
Other:   131,328:    42,827     31,811      3,786     68,688     67,930    115,301    103,527:    16,027     27,801
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    -1,343:     4,639      4,953     -3,657      1,151     -2,337      2,133     -1,041:    -3,476       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       24.2       13.3       45.9       48.4       89.1       85.8:      10.9       14.2
Old  :     100.0:      32.1       26.6       12.1       45.1       48.0       89.3       86.7:      10.7       13.3
Other:     100.0:      32.6       24.2        2.9       52.3       51.7       87.8       78.8:      12.2       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       158        144        146        238        322        483        545:
Old  :       709:       163        149        121        233        305        466        510:
Other:       411:        50         72         22         76        240        138        325:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       13.4       20.5       20.2       12.4       13.0       19.7       18.8
Old  :                 14.0       14.6       22.1       21.5       14.0       14.3       21.9       19.9
Other:                 25.1       15.3       38.2       24.5       24.4       14.8       37.4       23.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 13, 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  :     7,245:     1,794      1,903         73      3,075      4,206      4,942      6,182:     2,303      1,063
Old  :     7,000:     1,736      1,893         73      2,919      4,013      4,728      5,979:     2,272      1,021
Other:       245:        58         10          0        156        193        214        203:        31         42
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :       -14:      -164        -72        -29         93         97       -100         -4:        86        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       26.3        1.0       42.4       58.1       68.2       85.3:      31.8       14.7
Old  :     100.0:      24.8       27.0        1.0       41.7       57.3       67.5       85.4:      32.5       14.6
Other:     100.0:      23.7        4.1        0.0       63.7       78.8       87.3       82.9:      12.7       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        14          5          4         13         10         29         17:
Old  :        36:        14          5          4         13          9         29         16:
Other:        12:         2          1          0          5          6          7          7:
     :----------------------------------------------------------------------------------------------------
     :             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       57.4       45.8       80.7       35.7       57.4       45.8       79.4
Old  :                 36.5       57.1       46.9       81.0       36.5       57.1       46.9       79.8
Other:                 78.0       73.9       87.3       82.9       78.0       73.9       82.4       78.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 13, 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  :   742,646:   240,582     88,588    107,498    345,408    436,057    693,488    632,143:    49,158    110,503
Old  :   663,241:   230,248     85,129     83,035    306,315    407,235    619,598    575,399:    43,643     87,842
Other:    79,405:    30,203     23,328      4,594     39,093     28,822     73,890     56,744:     5,515     22,661
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     5,648:    -7,405     -3,964     16,818        453     -3,807      9,866      9,047:    -4,218     -3,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       11.9       14.5       46.5       58.7       93.4       85.1:       6.6       14.9
Old  :     100.0:      34.7       12.8       12.5       46.2       61.4       93.4       86.8:       6.6       13.2
Other:     100.0:      38.0       29.4        5.8       49.2       36.3       93.1       71.5:       6.9       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       644:       185        143        198        159        233        466        504:
Old  :       636:       188        147        167        146        230        425        490:
Other:       347:        68         79         32         59        156        149        250:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       13.0       21.1       22.0       10.1       10.9       17.9       17.3
Old  :                 13.6       14.3       22.6       23.6       11.0       12.3       19.6       19.7
Other:                 21.9       22.7       34.2       30.6       20.9       22.7       32.9       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 13, 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  :   404,395:   158,675     26,747     64,428    136,005    286,950    359,108    378,125:    45,287     26,270
Old  :   384,796:   156,750     30,146     58,355    127,579    271,403    342,684    359,904:    42,112     24,892
Other:    19,599:     6,548      1,224      1,450      8,426     15,547     16,424     18,221:     3,175      1,378
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -30,258:    -7,715      5,333    -13,947     -5,894    -22,806    -27,556    -31,420:    -2,702      1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        6.6       15.9       33.6       71.0       88.8       93.5:      11.2        6.5
Old  :     100.0:      40.7        7.8       15.2       33.2       70.5       89.1       93.5:      10.9        6.5
Other:     100.0:      33.4        6.2        7.4       43.0       79.3       83.8       93.0:      16.2        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       120         60        104         75         76        257        200:
Old  :       305:       121         65        101         74         75        254        197:
Other:        76:        21         11         12         27         26         56         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       35.3       19.4       45.8       11.1       34.7       18.4       44.8
Old  :                 12.3       35.6       20.1       46.0       11.8       35.2       19.2       45.1
Other:                 28.2       47.4       43.7       64.4       28.2       45.3       43.7       61.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 13, 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  :   591,367:    92,750    108,284      7,520    359,722    308,060    459,992    423,864:   131,375    167,503
Old  :   591,367:    92,750    108,284      7,520    359,722    308,060    459,992    423,864:   131,375    167,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    15,419:    15,868    -12,189        232      5,084     26,128     21,184     14,171:    -5,765      1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       18.3        1.3       60.8       52.1       77.8       71.7:      22.2       28.3
Old  :     100.0:      15.7       18.3        1.3       60.8       52.1       77.8       71.7:      22.2       28.3
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  :       157:        27         42         16         62         67         98        116:
Old  :       157:        27         42         16         62         67         98        116:
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  :                 20.8       18.9       34.4       26.3       18.5       14.1       29.8       20.2
Old  :                 20.8       18.9       34.4       26.3       18.5       14.1       29.8       20.2
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, December 13, 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  :   679,621:    63,580    128,073      1,400    506,063    441,136    571,043    570,609:   108,578    109,012
Old  :   679,621:    63,580    128,073      1,400    506,063    441,136    571,043    570,609:   108,578    109,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    18,453:     6,162      3,488     -1,471     15,607     14,106     20,298     16,123:    -1,845      2,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       18.8        0.2       74.5       64.9       84.0       84.0:      16.0       16.0
Old  :     100.0:       9.4       18.8        0.2       74.5       64.9       84.0       84.0:      16.0       16.0
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  :       103:        15         13          6         55         58         72         75:
Old  :       103:        15         13          6         55         58         72         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       34.2       37.4       48.6       20.8       34.2       31.1       48.5
Old  :                 23.8       34.2       37.4       48.6       20.8       34.2       31.1       48.5
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, December 13, 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  :     5,200:     2,885        326      1,065        777      3,539      4,727      4,930:       473        270
Old  :     5,200:     2,885        326      1,065        777      3,539      4,727      4,930:       473        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :      -357:        43       -339        161       -581       -232       -377       -410:        20         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5        6.3       20.5       14.9       68.1       90.9       94.8:       9.1        5.2
Old  :     100.0:      55.5        6.3       20.5       14.9       68.1       90.9       94.8:       9.1        5.2
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  :        32:        16          3          3          5         13         22         18:
Old  :        32:        16          3          3          5         13         22         18:
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  :                 45.9       60.7       71.0       80.3       36.5       44.7       48.3       54.5
Old  :                 45.9       60.7       71.0       80.3       36.5       44.7       48.3       54.5
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, December 13, 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  :   356,626:    93,563     53,181     45,025    171,161    229,900    309,749    328,106:    46,877     28,520
Old  :   326,521:    92,919     51,576     40,516    150,429    208,229    283,864    300,321:    42,657     26,200
Other:    30,105:     3,015      3,976      2,138     20,732     21,671     25,885     27,785:     4,220      2,320
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    -1,704:    -4,031      4,185      7,221     -3,076    -12,611        114     -1,205:    -1,818       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       14.9       12.6       48.0       64.5       86.9       92.0:      13.1        8.0
Old  :     100.0:      28.5       15.8       12.4       46.1       63.8       86.9       92.0:      13.1        8.0
Other:     100.0:      10.0       13.2        7.1       68.9       72.0       86.0       92.3:      14.0        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        75         56         92         92         90        225        204:
Old  :       271:        81         55         91         91         89        223        202:
Other:        95:        17         16         18         45         24         75         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       35.1       21.3       42.7       13.0       31.6       19.7       38.3
Old  :                 15.0       36.4       22.3       44.6       14.4       34.5       21.5       41.4
Other:                 38.9       34.6       54.4       55.3       38.9       34.3       54.3       54.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 13, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,851:     2,028      5,475      1,327      7,053      4,078     10,408     10,880:     2,443      1,971
Old  :    12,843:     2,036      5,475      1,319      7,045      4,078     10,400     10,872:     2,443      1,971
Other:         8:         0          8          0          8          0          8          8:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :       248:       152       -171        475       -136         79        491        383:      -243       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       42.6       10.3       54.9       31.7       81.0       84.7:      19.0       15.3
Old  :     100.0:      15.9       42.6       10.3       54.9       31.8       81.0       84.7:      19.0       15.3
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  :        77:        18         23         16         22         14         48         51:
Old  :        77:        18         23         16         21         14         47         51:
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  :                 41.8       36.7       54.6       51.9       41.8       36.6       52.4       50.3
Old  :                 41.8       36.7       54.6       51.9       41.8       36.7       52.4       50.4
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, December 13, 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  : 1,139,451:   196,729    209,079     77,956    767,013    704,721  1,041,698    991,756:    97,753    147,695
Old  : 1,139,451:   196,729    209,079     77,956    767,013    704,721  1,041,698    991,756:    97,753    147,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -22,880:      -151     -1,553    -13,566     -5,753     -6,210    -19,470    -21,329:    -3,410     -1,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       18.3        6.8       67.3       61.8       91.4       87.0:       8.6       13.0
Old  :     100.0:      17.3       18.3        6.8       67.3       61.8       91.4       87.0:       8.6       13.0
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  :       232:        52         40         28         94        106        158        162:
Old  :       232:        52         40         28         94        106        158        162:
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       28.6       32.9       39.5       15.7       24.2       25.7       31.1
Old  :                 20.3       28.6       32.9       39.5       15.7       24.2       25.7       31.1
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, December 13, 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  : 3,012,331:   451,989    720,384    116,436  2,129,560  1,688,156  2,697,985  2,524,976:   314,346    487,355
Old  : 3,012,331:   451,989    720,384    116,436  2,129,560  1,688,156  2,697,985  2,524,976:   314,346    487,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    38,455:   -30,492      9,299     17,694     38,791     31,965     25,993     58,958:    12,462    -20,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       23.9        3.9       70.7       56.0       89.6       83.8:      10.4       16.2
Old  :     100.0:      15.0       23.9        3.9       70.7       56.0       89.6       83.8:      10.4       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  :       380:        72         99         62        140        167        251        289:
Old  :       380:        72         99         62        140        167        251        289:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       15.3       44.9       23.4       31.4       13.7       40.7       19.1
Old  :                 33.8       15.3       44.9       23.4       31.4       13.7       40.7       19.1
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, December 13, 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  :   297,466:    53,918     33,964        105    179,216    160,291    233,239    194,360:    64,227    103,106
Old  :   297,466:    53,918     33,964        105    179,216    160,291    233,239    194,360:    64,227    103,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -14,283:      -349    -26,820     -2,828       -136     13,267     -3,313    -16,381:   -10,970      2,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       11.4        0.0       60.2       53.9       78.4       65.3:      21.6       34.7
Old  :     100.0:      18.1       11.4        0.0       60.2       53.9       78.4       65.3:      21.6       34.7
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  :        54:         7          4          1         32         32         40         36:
Old  :        54:         7          4          1         32         32         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       27.0       56.9       38.6       40.2       26.3       56.5       37.7
Old  :                 40.6       27.0       56.9       38.6       40.2       26.3       56.5       37.7
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, December 13, 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  : 2,894,866:   329,761    619,919     72,804  2,263,683  1,845,227  2,666,248  2,537,950:   228,618    356,916
Old  : 2,894,866:   329,761    619,919     72,804  2,263,683  1,845,227  2,666,248  2,537,950:   228,618    356,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    50,293:    12,965     13,397     -9,940     55,976     60,629     59,001     64,086:    -8,708    -13,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       21.4        2.5       78.2       63.7       92.1       87.7:       7.9       12.3
Old  :     100.0:      11.4       21.4        2.5       78.2       63.7       92.1       87.7:       7.9       12.3
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  :       295:        48         72         36        111        140        180        227:
Old  :       295:        48         72         36        111        140        180        227:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       22.7       51.5       33.3       37.0       22.2       46.9       32.5
Old  :                 40.4       22.7       51.5       33.3       37.0       22.2       46.9       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 13, 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  :   950,331:   101,549    178,964    125,695    694,395    598,620    921,639    903,279:    28,692     47,052
Old  :   950,331:   101,549    178,964    125,695    694,395    598,620    921,639    903,279:    28,692     47,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    64,663:    16,949     35,528     11,033     37,976     18,034     65,958     64,595:    -1,295         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       18.8       13.2       73.1       63.0       97.0       95.0:       3.0        5.0
Old  :     100.0:      10.7       18.8       13.2       73.1       63.0       97.0       95.0:       3.0        5.0
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  :       122:        26         25         32         55         63         95        107:
Old  :       122:        26         25         32         55         63         95        107:
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  :                 31.0       24.8       47.6       39.7       17.8       18.6       31.5       27.4
Old  :                 31.0       24.8       47.6       39.7       17.8       18.6       31.5       27.4
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, December 13, 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  :    84,811:    36,696      7,472      1,719     36,911     63,739     75,326     72,930:     9,485     11,881
Old  :    84,811:    36,696      7,472      1,719     36,911     63,739     75,326     72,930:     9,485     11,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    13,678:    -6,818     -1,480      1,112     19,290     13,884     13,584     13,516:        94        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        8.8        2.0       43.5       75.2       88.8       86.0:      11.2       14.0
Old  :     100.0:      43.3        8.8        2.0       43.5       75.2       88.8       86.0:      11.2       14.0
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  :       124:        41         22         13         38         41         85         72:
Old  :       124:        41         22         13         38         41         85         72:
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  :                 24.2       28.2       40.5       45.5       23.6       22.9       34.3       34.2
Old  :                 24.2       28.2       40.5       45.5       23.6       22.9       34.3       34.2
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, December 13, 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  :   169,621:    73,392     14,943      3,438     73,821    127,478    150,651    145,859:    18,970     23,762
Old  :   169,621:    73,392     14,943      3,438     73,821    127,478    150,651    145,859:    18,970     23,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    27,355:   -13,635     -2,959      2,223     38,579     27,768     27,167     27,032:       188        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        8.8        2.0       43.5       75.2       88.8       86.0:      11.2       14.0
Old  :     100.0:      43.3        8.8        2.0       43.5       75.2       88.8       86.0:      11.2       14.0
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  :       124:        41         22         13         38         41         85         72:
Old  :       124:        41         22         13         38         41         85         72:
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  :                 24.2       28.2       40.5       45.5       23.6       22.9       34.3       34.2
Old  :                 24.2       28.2       40.5       45.5       23.6       22.9       34.3       34.2
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, December 13, 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  :    25,364:    14,623     23,020      1,466      8,321          0     24,410     24,486:       954        878
Old  :    25,364:    14,623     23,020      1,466      8,321          0     24,410     24,486:       954        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     2,567:    -2,291        643      1,097      2,944         -4      1,750      1,736:       817        831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       90.8        5.8       32.8        0.0       96.2       96.5:       3.8        3.5
Old  :     100.0:      57.7       90.8        5.8       32.8        0.0       96.2       96.5:       3.8        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  :        33:        18         12          3          3          0         23         13:
Old  :        33:        18         12          3          3          0         23         13:
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  :                 57.3       76.6       84.0       92.9       57.3       75.5       80.9       88.7
Old  :                 57.3       76.6       84.0       92.9       57.3       75.5       80.9       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, December 13, 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  :    35,603:    17,900      6,150        272     17,410     28,916     35,582     35,338:        21        265
Old  :    35,603:    17,900      6,150        272     17,410     28,916     35,582     35,338:        21        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     3,355:     1,776      1,306        -20      1,640      2,069      3,396      3,355:       -41          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       17.3        0.8       48.9       81.2       99.9       99.3:       0.1        0.7
Old  :     100.0:      50.3       17.3        0.8       48.9       81.2       99.9       99.3:       0.1        0.7
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  :        45:         6         13          1          5         23         11         37:
Old  :        45:         6         13          1          5         23         11         37:
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  :                 89.1       45.5       98.1       68.4       84.4       43.9       89.8       64.0
Old  :                 89.1       45.5       98.1       68.4       84.4       43.9       89.8       64.0
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, December 13, 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  :    56,836:    49,701      2,065        175      6,938     54,502     56,814     56,742:        22         94
Old  :    56,836:    49,701      2,065        175      6,938     54,502     56,814     56,742:        22         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     4,098:     2,504         75         39      1,549      4,000      4,092      4,114:         6        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.4        3.6        0.3       12.2       95.9      100.0       99.8:       0.0        0.2
Old  :     100.0:      87.4        3.6        0.3       12.2       95.9      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          7          1          5         16         15         24:
Old  :        35:        10          7          1          5         16         15         24:
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  :                 93.0       74.5       98.0       90.6       88.2       74.1       92.1       87.4
Old  :                 93.0       74.5       98.0       90.6       88.2       74.1       92.1       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 16, 2016