WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      497,116
COMMITMENTS
 153,310  240,022  103,420  189,315  111,004  446,045  454,446   51,071   42,670

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     20,530)
  -4,765   18,843    4,390   19,778   -2,707   19,403   20,526    1,127        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     48.3     20.8     38.1     22.3     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     149      150      123      120      109      344      323                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      255,090
COMMITMENTS
  99,714   86,318   39,694   95,208  105,987  234,616  231,999   20,474   23,091

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      4,508)
     224   -4,745    3,833      167    4,110    4,224    3,198      284    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     33.8     15.6     37.3     41.5     92.0     90.9      8.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      71       63       68       88       83      198      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,335,614
COMMITMENTS
 377,686  315,674  229,506  581,406  597,414  1188598  1142594  147,016  193,020

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     19,114)
   4,393   -5,086   13,740    2,438    7,866   20,571   16,520   -1,457    2,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     23.6     17.2     43.5     44.7     89.0     85.5     11.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     156      167      179      271      324      538      580                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,868
COMMITMENTS
   2,619    1,899      333    3,357    5,000    6,309    7,232    2,559    1,636

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        156)
      70     -451      286      205      402      561      237     -405      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     21.4      3.8     37.9     56.4     71.1     81.6     28.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        9        6       13        8       28       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      639,067
COMMITMENTS
 193,959   68,982   82,642  305,378  386,925  581,979  538,549   57,088  100,518

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -48,801)
 -19,065   -4,269  -15,137  -17,657  -36,812  -51,859  -56,218    3,058    7,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     10.8     12.9     47.8     60.5     91.1     84.3      8.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     157      143      161      190      219      457      452                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      461,990
COMMITMENTS
 177,360   36,821   94,580  141,817  305,795  413,757  437,196   48,233   24,794

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     15,302)
  11,692   -2,787      241    1,219   19,825   13,152   17,279    2,150   -1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      8.0     20.5     30.7     66.2     89.6     94.6     10.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     120       67      118       81       82      277      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      557,367
COMMITMENTS
 102,538   98,077   10,221  295,366  300,769  408,125  409,067  149,242  148,300

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      3,270)
  -7,529   -8,620     -606    9,564    8,675    1,429     -551    1,841    3,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     17.6      1.8     53.0     54.0     73.2     73.4     26.8     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      32       32       17       57       61       99      100                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      623,293
COMMITMENTS
  45,865  147,957   11,075  448,104  374,193  505,044  533,225  118,249   90,068

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      8,678)
   1,442   -4,081    1,198    3,443    5,603    6,083    2,720    2,595    5,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     23.7      1.8     71.9     60.0     81.0     85.5     19.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14       15       10       57       53       78       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,337
COMMITMENTS
   2,714      564    1,117    1,187    3,349    5,018    5,030      319      307

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:        238)
     133      116      103      -19      -14      217      205       21       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     10.6     20.9     22.2     62.8     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      15        3        5        8       11       26       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      382,137
COMMITMENTS
  88,185   54,746   60,361  185,125  235,628  333,671  350,735   48,466   31,402

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,525)
   2,393      990   -2,184     -230    6,276      -21    5,082    1,546   -3,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     14.3     15.8     48.4     61.7     87.3     91.8     12.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      86       74       75       95       84      225      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,564
COMMITMENTS
   1,874    4,918      265    6,527    3,415    8,666    8,598    1,898    1,966

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:       -479)
     -90      150     -735      274      224     -551     -361       72     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     46.6      2.5     61.8     32.3     82.0     81.4     18.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       24        6       21       15       40       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,247,861
COMMITMENTS
 223,428  198,939   66,834  852,396  823,721  1142658  1089494  105,203  158,367

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -58,406)
  24,336  -19,020  -27,238  -51,682  -15,979  -54,584  -62,237   -3,822    3,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     15.9      5.4     68.3     66.0     91.6     87.3      8.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      56       41       34      100      118      171      178                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,917,840
COMMITMENTS
 631,297  556,791  115,047  1839558  1773811  2585902  2445649  331,938  472,191

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     37,096)
 -31,918   -6,502    9,631   52,984   30,963   30,697   34,092    6,399    3,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     19.1      3.9     63.0     60.8     88.6     83.8     11.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      79       77       65      128      160      243      266                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      237,348
COMMITMENTS
  42,022   20,583      522  125,369  129,019  167,913  150,124   69,435   87,224

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      4,221)
   4,792      130     -104   -4,401     -292      287     -266    3,934    4,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      8.7      0.2     52.8     54.4     70.7     63.3     29.3     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        3       23       24       30       28                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,760,581
COMMITMENTS
 410,931  560,175   48,837  2054311  1791063  2514079  2400075  246,502  360,506

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     26,431)
  43,959   -9,459   -6,167  -15,870   29,525   21,922   13,899    4,509   12,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     20.3      1.8     74.4     64.9     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      56       64       36      102      139      181      216                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,187,082
COMMITMENTS
 127,921  165,674  254,151  785,955  719,710  1168027  1139535   19,055   47,547

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     53,694)
   6,545    4,552    5,024   41,185   44,991   52,754   54,567      940     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     14.0     21.4     66.2     60.6     98.4     96.0      1.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      33       44       46       62       82      117      153                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,677
COMMITMENTS
  36,208   11,903      622   12,538   37,018   49,368   49,543    8,310    8,135

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -1,165)
  -1,835    1,792      112       85   -3,152   -1,639   -1,249      474       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     20.6      1.1     21.7     64.2     85.6     85.9     14.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      42       28        5       23       28       69       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,354
COMMITMENTS
  72,416   23,806    1,243   25,076   74,036   98,735   99,085   16,619   16,269

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -2,330)
  -3,669    3,583      223      169   -6,304   -3,277   -2,498      947      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     20.6      1.1     21.7     64.2     85.6     85.9     14.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      42       28        5       23       28       69       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,921
COMMITMENTS
  13,981   16,519      369    2,481        0   16,831   16,888       90       33

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:     -1,601)
  -1,342   -1,407     -190        0        0   -1,532   -1,597      -69       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.6     97.6      2.2     14.7      0.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      26        9        1        1        0       28        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,094
COMMITMENTS
  16,745   11,449      106   12,056   17,272   28,907   28,827      187      267

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,051)
     521    1,184        9      512     -246    1,042      947        9      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     39.4      0.4     41.4     59.4     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       13        1        7       19       14       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,418
COMMITMENTS
  24,642    5,374      136    4,617   23,823   29,395   29,333       23       85

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:      1,778)
   1,199     -787        0      585    2,547    1,784    1,760       -6       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.8     18.3      0.5     15.7     81.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        7        1        4       11       19       19                  



Updated October 28, 2016