WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      476,586
COMMITMENTS
 158,075  221,179   99,030  169,537  113,711  426,642  433,920   49,944   42,666

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -4,123)
   8,138  -21,295     -654   -9,334   16,104   -1,850   -5,845   -2,273    1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     46.4     20.8     35.6     23.9     89.5     91.0     10.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     153      137      122      117      111      335      315                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      250,582
COMMITMENTS
  99,490   91,063   35,861   95,041  101,877  230,392  228,801   20,190   21,781

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      4,357)
     297   -6,037    5,542   -2,024    5,685    3,815    5,190      542     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     36.3     14.3     37.9     40.7     91.9     91.3      8.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      77       59       63       85       77      191      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,316,500
COMMITMENTS
 373,293  320,760  215,766  578,968  589,548  1168027  1126074  148,473  190,426

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     10,504)
  19,360  -33,809   -3,627   -7,142   41,764    8,591    4,328    1,913    6,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     24.4     16.4     44.0     44.8     88.7     85.5     11.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      745)
     163      167      178      260      321      533      580                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,712
COMMITMENTS
   2,549    2,350       47    3,152    4,598    5,748    6,995    2,964    1,717

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -612)
    -210     -705       45     -279      367     -444     -293     -168     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     27.0      0.5     36.2     52.8     66.0     80.3     34.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        9        3       12       10       25       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      687,868
COMMITMENTS
 213,024   73,251   97,779  323,035  423,737  633,838  594,767   54,030   93,101

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     35,603)
  22,028    1,090      -35   11,091   32,795   33,084   33,850    2,519    1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     10.6     14.2     47.0     61.6     92.1     86.5      7.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     195      135      202      176      215      481      488                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,218
COMMITMENTS
  10,687    1,175    1,439      890    3,518   13,016    6,132    6,202   13,086

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,314)
   1,336     -188      549      381   -1,197    2,266     -836   -3,580     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6      6.1      7.5      4.6     18.3     67.7     31.9     32.3     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        4        3       11        9       19                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      446,688
COMMITMENTS
 165,668   39,608   94,339  140,598  285,970  400,605  419,917   46,083   26,771

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     12,839)
  12,737    1,210     -495   -5,161   11,253    7,081   11,968    5,758      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      8.9     21.1     31.5     64.0     89.7     94.0     10.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     121       68      114       76       75      273      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      554,097
COMMITMENTS
 110,067  106,697   10,827  285,802  292,094  406,696  409,618  147,401  144,479

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -17,335)
  -2,410   -6,765   -1,505   -5,267  -15,905   -9,182  -24,175   -8,153    6,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     19.3      2.0     51.6     52.7     73.4     73.9     26.6     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       39       20       63       59      109      105                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,615
COMMITMENTS
  44,423  152,038    9,877  444,661  368,590  498,961  530,505  115,654   84,110

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      6,033)
  -1,916   -5,799    1,220    9,243   14,087    8,547    9,508   -2,514   -3,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     24.7      1.6     72.3     60.0     81.2     86.3     18.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       16        8       56       52       74       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,099
COMMITMENTS
   2,581      448    1,014    1,206    3,363    4,801    4,825      298      274

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        247)
     430      191      -42      -54       56      334      205      -87       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6      8.8     19.9     23.7     66.0     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      15        4        5        7       10       25       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      380,612
COMMITMENTS
  85,792   53,756   62,545  185,355  229,352  333,692  345,653   46,920   34,959

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      9,301)
   1,957    2,438      724    4,912    3,960    7,593    7,122    1,708    2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     14.1     16.4     48.7     60.3     87.7     90.8     12.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      86       69       78       95       82      225      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,043
COMMITMENTS
   1,964    4,768    1,000    6,253    3,191    9,217    8,959    1,826    2,084

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -351)
    -323     -735       84       22      114     -217     -537     -134      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     43.2      9.1     56.6     28.9     83.5     81.1     16.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       24        9       22       14       45       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,306,267
COMMITMENTS
 199,092  217,959   94,072  904,078  839,700  1197242  1151731  109,025  154,536

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     33,495)
  -9,473  -10,497    9,574   40,819   30,282   40,920   29,359   -7,425    4,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     16.7      7.2     69.2     64.3     91.7     88.2      8.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      59       42       33       98      118      171      179                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,880,744
COMMITMENTS
 663,215  563,293  105,416  1786574  1742848  2555205  2411557  325,539  469,187

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     12,227)
   5,758  -50,337    6,528   17,404   34,729   29,690   -9,080  -17,463   21,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     19.6      3.7     62.0     60.5     88.7     83.7     11.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      98       68       62      132      165      256      269                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      233,127
COMMITMENTS
  37,230   20,453      626  129,770  129,311  167,626  150,390   65,501   82,737

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      8,836)
    -650      304      269    6,014   15,506    5,633   16,079    3,203   -7,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      8.8      0.3     55.7     55.5     71.9     64.5     28.1     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        3       23       23       30       27                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,734,150
COMMITMENTS
 366,972  569,634   55,004  2070181  1761538  2492157  2386176  241,993  347,974

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -8,781)
  20,665  -47,663    6,383  -37,191   36,462  -10,143   -4,818    1,362   -3,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     20.8      2.0     75.7     64.4     91.1     87.3      8.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      49       68       42      102      144      177      228                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,133,388
COMMITMENTS
 121,376  161,122  249,127  744,770  674,719  1115273  1084968   18,115   48,420

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     12,125)
 -10,476    2,217    3,686   20,564    7,810   13,774   13,713   -1,649   -1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     14.2     22.0     65.7     59.5     98.4     95.7      1.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      33       45       46       60       80      115      150                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,842
COMMITMENTS
  38,043   10,112      510   12,454   40,170   51,006   50,792    7,836    8,051

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,919)
     297   -1,324      -64   -1,007     -752     -774   -2,140   -1,145      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     17.2      0.9     21.2     68.3     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      45       22        8       24       31       72       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,684
COMMITMENTS
  76,085   20,223    1,020   24,907   80,340  102,012  101,583   15,672   16,101

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -3,838)
     593   -2,648     -128   -2,013   -1,503   -1,548   -4,279   -2,290      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     17.2      0.9     21.2     68.3     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      45       22        8       24       31       72       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,522
COMMITMENTS
  15,323   17,926      559    2,481        0   18,363   18,485      159       37

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -3,330)
  -3,121   -3,138     -219        0        0   -3,340   -3,357       10       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.7     96.8      3.0     13.4      0.0     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      24       10        2        1        0       26       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,043
COMMITMENTS
  16,224   10,265       97   11,544   17,518   27,865   27,880      178      163

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,459)
   1,249      923      -57      227      574    1,419    1,440       40       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9     36.6      0.3     41.2     62.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       11        1        7       19       17       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,640
COMMITMENTS
  23,443    6,161      136    4,032   21,276   27,611   27,573       29       67

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -648)
     758      -27        0   -1,373     -563     -615     -590      -33      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.8     22.3      0.5     14.6     77.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8        1        4       11       17       20                  



Updated October 21, 2016