WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      451,070
COMMITMENTS
 142,330  242,448   82,290  176,487   83,617  401,107  408,355   49,963   42,715

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     11,600)
   5,673   13,604    2,614    2,951   -3,787   11,238   12,431      362     -831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     53.7     18.2     39.1     18.5     88.9     90.5     11.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
     159      141      101      121       98      331      296                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      231,473
COMMITMENTS
  81,612   92,480   25,602  103,755   90,656  210,969  208,738   20,504   22,735

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      3,901)
     562    1,237     -203    3,448    2,996    3,807    4,030       94     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     40.0     11.1     44.8     39.2     91.1     90.2      8.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      74       56       48       78       69      169      161                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,317,098
COMMITMENTS
 357,752  418,982  203,919  609,845  518,879  1171516  1141780  145,582  175,318

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     20,477)
  -4,025   10,933    3,426   16,636   11,037   16,037   25,396    4,440   -4,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     31.8     15.5     46.3     39.4     88.9     86.7     11.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      748)
     169      173      158      251      292      517      553                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,784
COMMITMENTS
   3,544    4,707      108    3,868    3,784    7,520    8,599    3,264    2,185

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -249)
     -96      239      -36     -323     -510     -455     -307      206       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     43.6      1.0     35.9     35.1     69.7     79.7     30.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14       15        2       14        9       28       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      628,449
COMMITMENTS
 207,423   75,335   78,654  295,286  384,732  581,363  538,721   47,086   89,728

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -4,330)
 -10,089    4,369    5,116   -1,108  -15,203   -6,081   -5,718    1,751    1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     12.0     12.5     47.0     61.2     92.5     85.7      7.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     179      150      152      161      226      419      466                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,879
COMMITMENTS
   8,749    3,327      200       15   10,987    8,964   14,514   22,915   17,365

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -188)
      36      139       37        0       39       73      215     -261     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     10.4      0.6      0.0     34.5     28.1     45.5     71.9     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        4        3       29        7       42                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      397,815
COMMITMENTS
 145,335   35,475   73,553  137,496  262,772  356,384  371,800   41,431   26,015

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        142)
    -432   -2,635   -2,176   -1,062    2,696   -3,670   -2,115    3,812    2,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      8.9     18.5     34.6     66.1     89.6     93.5     10.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     107       61      100       75       69      246      191                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      562,705
COMMITMENTS
 116,618   92,484   17,281  277,154  311,126  411,053  420,891  151,652  141,814

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -19,691)
  -1,737    2,556      427  -17,084  -24,261  -18,394  -21,278   -1,297    1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     16.4      3.1     49.3     55.3     73.0     74.8     27.0     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      28       32       16       55       54       93       92                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,554
COMMITMENTS
  44,287  166,787   14,047  432,889  342,141  491,223  522,975  125,331   93,579

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -27,816)
  -5,854    1,994   -4,079  -17,488  -33,038  -27,421  -35,123     -395    7,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     27.1      2.3     70.2     55.5     79.7     84.8     20.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       14       11       57       51       79       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,664
COMMITMENTS
   1,776      778    1,130    1,564    2,539    4,470    4,447      194      217

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        273)
     251       77       14      -10      203      255      294       18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     16.7     24.2     33.5     54.4     95.8     95.3      4.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        3        8       10       19       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      359,617
COMMITMENTS
 100,867   36,204   39,848  178,132  253,693  318,847  329,745   40,770   29,872

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      9,579)
  -5,926    7,181    3,399    9,405   -1,464    6,878    9,116    2,701      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.1     11.1     49.5     70.5     88.7     91.7     11.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      80       58       78       95       89      226      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,024
COMMITMENTS
   2,480    5,191      293    6,264    3,646    9,037    9,130    1,987    1,894

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        561)
     105      519      147      309      -13      561      653        0      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     47.1      2.7     56.8     33.1     82.0     82.8     18.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      20       25        6       21       14       44       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,047,916
COMMITMENTS
 258,845  230,004   37,089  636,870  636,491  932,804  903,584  115,112  144,332

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -62,356)
 -28,271    8,473  -13,212  -22,313  -53,231  -63,796  -57,970    1,440   -4,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     21.9      3.5     60.8     60.7     89.0     86.2     11.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      50       53       36       86      110      152      184                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,865,497
COMMITMENTS
 657,371  552,579   83,428  1771165  1800758  2511964  2436765  353,533  428,732

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      6,729)
  34,153   30,877  -12,809  -22,988      185   -1,644   18,253    8,373  -11,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     19.3      2.9     61.8     62.8     87.7     85.0     12.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      78       83       59      127      150      240      257                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      207,226
COMMITMENTS
  51,086   18,461      361   95,390  101,029  146,837  119,851   60,389   87,375

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -859)
  18,355    4,399   -1,943  -21,706   -2,952   -5,294     -496    4,435     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      8.9      0.2     46.0     48.8     70.9     57.8     29.1     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       20       21       24       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,820,777
COMMITMENTS
 383,918  580,204   80,878  2095994  1808321  2560790  2469403  259,987  351,374

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:   -117,647)
 -14,276   31,091  -45,642  -65,689  -96,561 -125,607 -111,112    7,960   -6,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     20.6      2.9     74.3     64.1     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      47       72       34      100      140      172      221                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      993,831
COMMITMENTS
  63,532  125,611  216,825  691,261  595,263  971,618  937,699   22,213   56,132

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -24,241)
  -1,549   17,182   40,124  -64,962  -52,387  -26,387    4,919    2,146  -29,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     12.6     21.8     69.6     59.9     97.8     94.4      2.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      21       40       38       51       68       92      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,026
COMMITMENTS
  47,460    8,249      901   16,829   54,754   65,190   63,904    8,836   10,122

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,189)
   1,076      641     -106     -409      788      561    1,323      628     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     11.1      1.2     22.7     74.0     88.1     86.3     11.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      44       27        8       28       29       74       63                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      148,052
COMMITMENTS
  94,920   16,498    1,802   33,658  109,508  130,380  127,808   17,672   20,244

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      2,378)
   2,151    1,281     -211     -818    1,576    1,122    2,646    1,256     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     11.1      1.2     22.7     74.0     88.1     86.3     11.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      44       27        8       28       29       74       63                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,501
COMMITMENTS
  15,618   18,869      622    3,142        0   19,382   19,491      119       10

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,878)
  -4,132   -3,641     -238      542        0   -3,828   -3,879      -50        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.1     96.8      3.2     16.1      0.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       11        4        1        0       24       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,502
COMMITMENTS
  15,826    8,971      251   12,184   19,166   28,261   28,388      241      114

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        252)
     249      225       32     -177       44      104      301      148      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     31.5      0.9     42.7     67.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12        2        6       19       16       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,956
COMMITMENTS
  29,839    5,623        0    9,008   33,210   38,847   38,833      109      123

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,859)
   3,379      141        0   -1,564    1,726    1,815    1,867       44       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.6     14.4      0.0     23.1     85.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        9        0        4       11       15       20                  



Updated September 9, 2016