WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      480,709
COMMITMENTS
 149,937  242,474   99,684  178,871   97,607  428,492  439,765   52,217   40,944

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,749)
   2,951  -17,832   13,671  -12,735    8,261    3,887    4,100   -1,138   -1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     50.4     20.7     37.2     20.3     89.1     91.5     10.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     161      145      117      119      105      342      315                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      246,225
COMMITMENTS
  99,193   97,100   30,319   97,065   96,192  226,577  223,611   19,648   22,614

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      6,549)
   1,650    4,893    2,028    2,561      348    6,239    7,269      310     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     39.4     12.3     39.4     39.1     92.0     90.8      8.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      84       58       56       80       71      183      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,305,996
COMMITMENTS
 353,933  354,569  219,393  586,110  547,784  1159436  1121746  146,560  184,250

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -4,853)
  -9,166  -33,634   18,635   -9,931   11,145     -462   -3,854   -4,391     -999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     27.1     16.8     44.9     41.9     88.8     85.9     11.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     160      160      170      264      317      526      570                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,324
COMMITMENTS
   2,759    3,055        2    3,431    4,231    6,192    7,288    3,132    2,036

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -978)
    -323   -1,389        1     -174      338     -496   -1,050     -482       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     32.8      0.0     36.8     45.4     66.4     78.2     33.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14       11        1       14       11       28       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      652,265
COMMITMENTS
 190,996   72,161   97,814  311,944  390,942  600,754  560,917   51,511   91,348

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      1,223)
   1,070  -12,825   -5,176    3,112   14,404     -994   -3,597    2,217    4,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     11.1     15.0     47.8     59.9     92.1     86.0      7.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     188      138      196      168      201      467      462                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,532
COMMITMENTS
   9,351    1,363      890      509    4,715   10,750    6,968    9,782   13,564

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,228)
    -227      -54      745      342     -166      860      525   -2,088   -1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5      6.6      4.3      2.5     23.0     52.4     33.9     47.6     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        4        3       14        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      433,849
COMMITMENTS
 152,931   38,398   94,834  145,759  274,717  393,524  407,949   40,325   25,900

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     19,810)
  -2,941    7,008   11,542   12,185    1,260   20,786   19,810     -976        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      8.9     21.9     33.6     63.3     90.7     94.0      9.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     104       64      115       76       68      258      211                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      571,432
COMMITMENTS
 112,477  113,462   12,332  291,069  307,999  415,878  433,793  155,554  137,639

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,346)
   3,533   14,867     -995   -1,555  -15,190      983   -1,318    1,363    3,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     19.9      2.2     50.9     53.9     72.8     75.9     27.2     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      33       38       19       66       57      112      101                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      608,582
COMMITMENTS
  46,339  157,837    8,657  435,418  354,503  490,414  520,997  118,168   87,585

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        966)
   2,498   -2,615   -2,573     -753     -571     -828   -5,759    1,794    6,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     25.9      1.4     71.5     58.3     80.6     85.6     19.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      14       17        8       52       52       71       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,852
COMMITMENTS
   2,151      257    1,056    1,260    3,307    4,467    4,620      385      232

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:         76)
     127     -129        8     -145      129      -10        8       86       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      5.3     21.8     26.0     68.2     92.1     95.2      7.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        3        6        6       10       22       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      371,311
COMMITMENTS
  83,835   51,318   61,821  180,443  225,392  326,099  338,531   45,212   32,780

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      6,590)
  -7,486    4,048   10,547    4,352   -7,266    7,413    7,329     -823     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     13.8     16.6     48.6     60.7     87.8     91.2     12.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      76       73       81       95       86      222      203                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,394
COMMITMENTS
   2,287    5,503      916    6,231    3,077    9,434    9,496    1,960    1,898

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        122)
     -85     -186      196      121      309      232      319     -110     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     48.3      8.0     54.7     27.0     82.8     83.3     17.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       29       11       22       14       47       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,272,772
COMMITMENTS
 208,565  228,456   84,498  863,259  809,418  1156322  1122372  116,450  150,400

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    163,353)
 -17,337   26,604   44,694  140,969   87,481  168,326  158,779   -4,973    4,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     17.9      6.6     67.8     63.6     90.9     88.2      9.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      58       46       34       99      105      172      170                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,868,517
COMMITMENTS
 657,457  613,630   98,888  1769170  1708119  2525515  2420637  343,002  447,880

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     10,805)
 -31,470   51,872    5,630   31,990  -64,515    6,150   -7,013    4,655   17,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     21.4      3.4     61.7     59.5     88.0     84.4     12.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      93       72       63      131      152      255      256                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      224,291
COMMITMENTS
  37,880   20,149      357  123,756  113,805  161,993  134,311   62,298   89,980

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,797)
   4,190     -527      213   -8,471  -10,686   -4,068  -11,000    2,271    9,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      9.0      0.2     55.2     50.7     72.2     59.9     27.8     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        2       23       21       28       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,742,931
COMMITMENTS
 346,307  617,297   48,621  2107372  1725076  2502300  2390994  240,631  351,937

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    -22,868)
 -47,361    9,485   17,171   21,378  -67,098   -8,812  -40,442  -14,056   17,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     22.5      1.8     76.8     62.9     91.2     87.2      8.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      44       76       38      102      139      170      229                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,121,263
COMMITMENTS
 131,852  158,905  245,441  724,206  666,909  1101499  1071255   19,764   50,008

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     56,180)
  46,905   25,866     -608    9,641   37,464   55,938   62,722      242   -6,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     14.2     21.9     64.6     59.5     98.2     95.5      1.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      29       41       41       55       76      103      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,761
COMMITMENTS
  37,746   11,436      574   13,460   40,922   51,780   52,931    8,981    7,830

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -253)
  -1,119    1,857       65     -362   -1,936   -1,416      -15    1,163     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     18.8      0.9     22.2     67.3     85.2     87.1     14.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      40       30        7       25       28       72       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,522
COMMITMENTS
  75,492   22,871    1,148   26,920   81,843  103,560  105,862   17,962   15,660

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -505)
  -2,237    3,713      129     -723   -3,871   -2,831      -29    2,326     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     18.8      0.9     22.2     67.3     85.2     87.1     14.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      40       30        7       25       28       72       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,852
COMMITMENTS
  18,444   21,064      778    2,481        0   21,703   21,842      149       10

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,528)
   2,257    2,517       11      283        0    2,551    2,528      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.4     96.4      3.6     11.4      0.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      24       11        2        1        0       26       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,584
COMMITMENTS
  14,975    9,342      154   11,317   16,944   26,446   26,440      138      144

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -26)
     -94     -287     -154      293      428       45      -13      -71      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     35.1      0.6     42.6     63.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        7       19       16       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,288
COMMITMENTS
  22,685    6,188      136    5,405   21,839   28,226   28,163       62      125

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,575)
   2,905      538       -5     -310    2,007    2,590    2,540      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.2     21.9      0.5     19.1     77.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        9        1        5       11       16       21                  



Updated October 14, 2016