WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   555,192:   128,410    232,533    158,668    212,739    119,192    499,817    510,393:    55,375     44,799
Old  :   508,269:   121,034    228,541    143,276    193,178     97,957    457,488    469,774:    50,781     38,495
Other:    46,923:    16,913     13,529      5,856     19,560     21,235     42,329     40,619:     4,594      6,303
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -1,245:       963      2,699     -4,941      2,105       -318     -1,872     -2,560:       627      1,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       41.9       28.6       38.3       21.5       90.0       91.9:      10.0        8.1
Old  :     100.0:      23.8       45.0       28.2       38.0       19.3       90.0       92.4:      10.0        7.6
Other:     100.0:      36.0       28.8       12.5       41.7       45.3       90.2       86.6:       9.8       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       487:       172        150        145        142        120        381        353:
Old  :       482:       173        148        135        139        113        372        339:
Other:       156:        27         43         26         48         62         94        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4        8.8       16.5       16.7        7.0        8.1       12.1       15.2
Old  :                  9.9        9.2       17.1       17.2        7.2        8.8       12.8       16.5
Other:                 41.6       25.5       54.6       39.4       41.6       25.2       50.9       34.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   243,909:    81,498     88,743     33,265    107,152     97,577    221,915    219,585:    21,994     24,325
Old  :   215,015:    77,904     87,461     26,480     91,528     80,579    195,912    194,521:    19,103     20,494
Other:    28,894:     9,571      7,259        807     15,624     16,997     26,003     25,063:     2,891      3,831
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     1,702:     4,825       -576        167     -3,352      1,902      1,640      1,493:        63        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       36.4       13.6       43.9       40.0       91.0       90.0:       9.0       10.0
Old  :     100.0:      36.2       40.7       12.3       42.6       37.5       91.1       90.5:       8.9        9.5
Other:     100.0:      33.1       25.1        2.8       54.1       58.8       90.0       86.7:      10.0       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        74         62         62         89         80        191        182:
Old  :       247:        73         63         55         82         75        180        171:
Other:       119:        23         19         14         41         56         70         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       17.6       22.8       28.4       13.1       17.0       22.0       27.0
Old  :                 14.9       18.9       25.3       31.2       14.8       18.2       24.8       29.7
Other:                 28.7       40.2       47.0       59.6       28.7       36.4       47.0       55.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,706,158:   343,339    394,528    445,389    728,511    634,636  1,517,239  1,474,554:   188,919    231,604
Old  : 1,600,914:   340,845    407,325    405,953    679,553    576,229  1,426,351  1,389,506:   174,564    211,408
Other:   105,244:    27,053     11,762     14,878     48,958     58,408     90,889     85,048:    14,355     20,196
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     8,037:     4,332     13,207     -1,234     -2,302     10,203        796     22,176:     7,241    -14,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       23.1       26.1       42.7       37.2       88.9       86.4:      11.1       13.6
Old  :     100.0:      21.3       25.4       25.4       42.4       36.0       89.1       86.8:      10.9       13.2
Other:     100.0:      25.7       11.2       14.1       46.5       55.5       86.4       80.8:      13.6       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       809:       209        177        242        317        340        652        655:
Old  :       809:       210        184        236        315        335        646        648:
Other:       322:        45         63         38         78        171        144        255:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       10.0       16.6       16.1        6.9        5.7       12.1       10.1
Old  :                 10.6        8.9       16.9       15.1        7.0        5.9       12.5       10.5
Other:                 24.8       32.2       38.6       44.1       23.8       29.5       34.0       38.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,106:     2,539      4,781      1,100      4,947      4,076      8,586      9,957:     3,520      2,149
Old  :    12,080:     2,524      4,779      1,099      4,939      4,076      8,562      9,954:     3,518      2,126
Other:        26:        16          3          0          8          0         24          3:         2         23
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :      -188:      -160        -34         -2       -136        -84       -299       -121:       110        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       39.5        9.1       40.9       33.7       70.9       82.3:      29.1       17.7
Old  :     100.0:      20.9       39.6        9.1       40.9       33.7       70.9       82.4:      29.1       17.6
Other:     100.0:      61.5       11.5        0.0       30.8        0.0       92.3       11.5:       7.7       88.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12         17          7         15         11         28         34:
Old  :        46:        12         17          7         15         11         28         34:
Other:         5:         1          2          0          2          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       37.5       43.2       51.6       30.6       34.5       39.7       46.5
Old  :                 32.3       37.5       43.1       51.7       30.5       34.6       39.6       46.6
Other:                 92.3       11.5       92.3       11.5       92.3       11.5       92.3       11.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   876,710:   169,463     68,189    265,595    384,692    437,265    819,749    771,049:    56,961    105,661
Old  :   838,563:   172,617     68,058    247,907    365,747    420,868    786,272    736,834:    52,291    101,729
Other:    38,147:     9,179     12,465      5,354     18,945     16,397     33,478     34,215:     4,669      3,932
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    18,036:     7,386      1,679      4,021      4,131     19,774     15,539     25,475:     2,498     -7,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        7.8       30.3       43.9       49.9       93.5       87.9:       6.5       12.1
Old  :     100.0:      20.6        8.1       29.6       43.6       50.2       93.8       87.9:       6.2       12.1
Other:     100.0:      24.1       32.7       14.0       49.7       43.0       87.8       89.7:      12.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       669:       202        182        241        194        240        525        547:
Old  :       667:       196        190        235        188        240        512        546:
Other:       242:        53         35         31         61        116        123        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       12.2       22.9       20.1       11.0        8.5       15.5       12.7
Old  :                 15.5       12.4       23.4       20.5       11.7        8.7       16.4       12.7
Other:                 25.5       47.2       37.9       61.2       24.8       47.2       35.1       57.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    29,347:     9,367      2,979        149         13      9,375      9,529     12,503:    19,818     16,844
Old  :    28,317:     9,183      2,772        108         13      9,101      9,304     11,981:    19,013     16,336
Other:     1,030:       224        247          1          0        274        225        522:       805        508
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -2,003:       423       -344         50         -2     -1,441        471     -1,735:    -2,474       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       10.2        0.5        0.0       31.9       32.5       42.6:      67.5       57.4
Old  :     100.0:      32.4        9.8        0.4        0.0       32.1       32.9       42.3:      67.1       57.7
Other:     100.0:      21.7       24.0        0.1        0.0       26.6       21.8       50.7:      78.2       49.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         10          4          2         21          7         34:
Old  :        35:         5          9          3          2         21          7         33:
Other:        21:         2          6          1          0         13          2         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       14.5       32.5       21.4       31.9       14.4       31.9       21.4
Old  :                 32.4       14.5       32.9       21.5       32.3       14.5       32.4       21.4
Other:                 21.8       36.1       21.8       45.0       21.7       36.1       21.7       45.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   436,602:   141,990     27,187    103,199    150,053    278,716    395,242    409,101:    41,360     27,501
Old  :   425,937:   142,993     29,411     98,071    144,947    271,843    386,011    399,325:    39,925     26,612
Other:    10,665:     3,255      2,034        869      5,106      6,873      9,230      9,776:     1,435        889
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -1,412:     4,969    -10,905     -2,433     -6,635     13,132     -4,099       -205:     2,687     -1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        6.2       23.6       34.4       63.8       90.5       93.7:       9.5        6.3
Old  :     100.0:      33.6        6.9       23.0       34.0       63.8       90.6       93.8:       9.4        6.2
Other:     100.0:      30.5       19.1        8.2       47.9       64.4       86.5       91.7:      13.5        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       110         66        113         80         81        258        211:
Old  :       299:       115         66        112         80         81        258        210:
Other:        55:        11          9          7         20         18         35         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.8       33.0       15.4       40.6        7.7       31.3       14.0       37.6
Old  :                  9.0       33.2       15.7       40.8        8.0       31.8       14.4       38.3
Other:                 44.0       40.1       60.4       61.1       42.0       40.1       57.8       59.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   693,140:   105,888    100,475     80,986    333,321    361,421    520,194    542,881:   172,945    150,259
Old  :   693,140:   105,888    100,475     80,986    333,321    361,421    520,194    542,881:   172,945    150,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -6,087:    -1,730     11,220    -10,908       -184     -2,240    -12,822     -1,928:     6,735     -4,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       14.5       11.7       48.1       52.1       75.0       78.3:      25.0       21.7
Old  :     100.0:      15.3       14.5       11.7       48.1       52.1       75.0       78.3:      25.0       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        43         30         46         70         70        131        128:
Old  :       160:        43         30         46         70         70        131        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       19.1       21.5       28.0        8.3       11.8       14.0       17.8
Old  :                 13.6       19.1       21.5       28.0        8.3       11.8       14.0       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   599,221:    43,646    155,898     12,164    418,129    344,489    473,939    512,551:   125,282     86,670
Old  :   599,221:    43,646    155,898     12,164    418,129    344,489    473,939    512,551:   125,282     86,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -8,432:    -3,251     -5,665         -2     -5,020      1,083     -8,273     -4,584:      -159     -3,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       26.0        2.0       69.8       57.5       79.1       85.5:      20.9       14.5
Old  :     100.0:       7.3       26.0        2.0       69.8       57.5       79.1       85.5:      20.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        11         16         10         55         48         75         65:
Old  :        96:        11         16         10         55         48         75         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       35.6       38.6       50.2       19.4       35.6       29.1       47.5
Old  :                 24.6       35.6       38.6       50.2       19.4       35.6       29.1       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,199:     1,712        447        859      1,345      2,652      3,916      3,958:       283        241
Old  :     4,199:     1,712        447        859      1,345      2,652      3,916      3,958:       283        241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :      -324:        63       -139       -239       -151         94       -327       -284:         3        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       10.6       20.5       32.0       63.2       93.3       94.3:       6.7        5.7
Old  :     100.0:      40.8       10.6       20.5       32.0       63.2       93.3       94.3:       6.7        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          5          4          8         10         20         17:
Old  :        26:        10          5          4          8         10         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       58.2       78.7       81.4       41.2       42.9       50.7       50.7
Old  :                 58.4       58.2       78.7       81.4       41.2       42.9       50.7       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   418,845:    83,576     36,788     88,111    198,832    263,201    370,520    388,100:    48,325     30,745
Old  :   401,123:    84,014     35,598     84,902    186,729    251,760    355,645    372,260:    45,477     28,863
Other:    17,723:       852      2,479      1,920     12,103     11,441     14,875     15,840:     2,848      1,883
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -1,767:    -3,035        367      3,222     -4,176     -2,722     -3,989        867:     2,222     -2,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        8.8       21.0       47.5       62.8       88.5       92.7:      11.5        7.3
Old  :     100.0:      20.9        8.9       21.2       46.6       62.8       88.7       92.8:      11.3        7.2
Other:     100.0:       4.8       14.0       10.8       68.3       64.6       83.9       89.4:      16.1       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        72         69         89        107         98        238        208:
Old  :       274:        76         67         89        107         97        238        207:
Other:        68:        10         10         13         35         24         52         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       31.7       20.1       40.1       11.1       28.0       16.4       32.1
Old  :                 13.1       32.6       20.6       41.0       11.5       29.3       16.9       33.3
Other:                 35.3       31.3       54.1       51.9       35.1       30.8       49.7       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,296:     2,427      5,320      1,143      6,557      3,795     10,126     10,258:     2,170      2,039
Old  :    12,296:     2,427      5,320      1,143      6,557      3,795     10,126     10,258:     2,170      2,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       110:        66        -36        126        123         92        314        182:      -204        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       43.3        9.3       53.3       30.9       82.4       83.4:      17.6       16.6
Old  :     100.0:      19.7       43.3        9.3       53.3       30.9       82.4       83.4:      17.6       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        23         25         15         27         16         60         52:
Old  :        83:        23         25         15         27         16         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       32.4       51.3       47.6       39.7       31.8       49.0       44.5
Old  :                 40.2       32.4       51.3       47.6       39.7       31.8       49.0       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   999,159:   222,137    188,967     68,793    590,695    599,876    881,625    857,636:   117,534    141,523
Old  :   999,159:   222,137    188,967     68,793    590,695    599,876    881,625    857,636:   117,534    141,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       134:   -16,362    -12,389     12,280      3,735     13,167       -347     13,057:       481    -12,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       18.9        6.9       59.1       60.0       88.2       85.8:      11.8       14.2
Old  :     100.0:      22.2       18.9        6.9       59.1       60.0       88.2       85.8:      11.8       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        58         45         48         92        117        168        192:
Old  :       249:        58         45         48         92        117        168        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       19.7       30.1       27.9       16.7       19.2       25.4       25.4
Old  :                 19.0       19.7       30.1       27.9       16.7       19.2       25.4       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,237,619:   670,480    552,284    284,158  1,918,994  1,948,420  2,873,632  2,784,862:   363,988    452,757
Old  : 3,237,619:   670,480    552,284    284,158  1,918,994  1,948,420  2,873,632  2,784,862:   363,988    452,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -81,681:    33,192    -12,589    -16,290    -85,896    -11,248    -68,994    -40,127:   -12,688    -41,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.1        8.8       59.3       60.2       88.8       86.0:      11.2       14.0
Old  :     100.0:      20.7       17.1        8.8       59.3       60.2       88.8       86.0:      11.2       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        88         85        100        156        174        296        307:
Old  :       371:        88         85        100        156        174        296        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       15.3       34.7       25.2       24.1       11.5       29.8       19.1
Old  :                 27.0       15.3       34.7       25.2       24.1       11.5       29.8       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   211,974:    53,054     18,794      1,465    100,554    102,331    155,072    122,590:    56,902     89,385
Old  :   211,974:    53,054     18,794      1,465    100,554    102,331    155,072    122,590:    56,902     89,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     2,133:     5,413     -4,564        212        209      9,861      5,834      5,509:    -3,701     -3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        8.9        0.7       47.4       48.3       73.2       57.8:      26.8       42.2
Old  :     100.0:      25.0        8.9        0.7       47.4       48.3       73.2       57.8:      26.8       42.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          4          3         21         18         27         23:
Old  :        36:         4          4          3         21         18         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       28.9       59.4       40.2       43.9       28.4       57.5       39.6
Old  :                 45.7       28.9       59.4       40.2       43.9       28.4       57.5       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,948,665:   415,499    576,036    153,392  2,143,145  1,882,903  2,712,036  2,612,331:   236,629    336,334
Old  : 2,948,665:   415,499    576,036    153,392  2,143,145  1,882,903  2,712,036  2,612,331:   236,629    336,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -14,670:    54,016     -8,217    -11,400    -35,240     32,841      7,377     13,224:   -22,047    -27,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       19.5        5.2       72.7       63.9       92.0       88.6:       8.0       11.4
Old  :     100.0:      14.1       19.5        5.2       72.7       63.9       92.0       88.6:       8.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        57         69         57        118        152        209        244:
Old  :       306:        57         69         57        118        152        209        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       20.0       48.0       28.5       34.8       19.0       43.2       27.3
Old  :                 38.5       20.0       48.0       28.5       34.8       19.0       43.2       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,140,203:    89,632    154,927    243,626    785,683    681,471  1,118,941  1,080,024:    21,262     60,179
Old  : 1,140,203:    89,632    154,927    243,626    785,683    681,471  1,118,941  1,080,024:    21,262     60,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    91,790:    14,739     24,720     10,514     66,202     56,796     91,456     92,030:       334       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       13.6       21.4       68.9       59.8       98.1       94.7:       1.9        5.3
Old  :     100.0:       7.9       13.6       21.4       68.9       59.8       98.1       94.7:       1.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        24         53         41         59         82        106        157:
Old  :       167:        24         53         41         59         82        106        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       25.2       47.9       35.0       25.2       15.9       34.1       22.5
Old  :                 30.9       25.2       47.9       35.0       25.2       15.9       34.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    58,958:    35,585      8,316        543     14,957     42,348     51,085     51,207:     7,873      7,750
Old  :    58,958:    35,585      8,316        543     14,957     42,348     51,085     51,207:     7,873      7,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -20,807:    -3,082       -929     -1,266    -15,621    -16,933    -19,969    -19,128:      -838     -1,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.4       14.1        0.9       25.4       71.8       86.6       86.9:      13.4       13.1
Old  :     100.0:      60.4       14.1        0.9       25.4       71.8       86.6       86.9:      13.4       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        44         25          4         28         31         74         59:
Old  :       118:        44         25          4         28         31         74         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       37.3       43.9       53.3       29.1       37.3       43.9       53.3
Old  :                 29.1       37.3       43.9       53.3       29.1       37.3       43.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   117,915:    71,169     16,632      1,086     29,915     84,697    102,170    102,415:    15,746     15,501
Old  :   117,915:    71,169     16,632      1,086     29,915     84,697    102,170    102,415:    15,746     15,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -41,614:    -6,163     -1,859     -2,531    -31,243    -33,865    -39,937    -38,255:    -1,677     -3,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.4       14.1        0.9       25.4       71.8       86.6       86.9:      13.4       13.1
Old  :     100.0:      60.4       14.1        0.9       25.4       71.8       86.6       86.9:      13.4       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        44         25          4         28         31         74         59:
Old  :       118:        44         25          4         28         31         74         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       37.3       43.9       53.3       29.1       37.3       43.9       53.3
Old  :                 29.1       37.3       43.9       53.3       29.1       37.3       43.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    21,937:    14,646     17,667      4,217      2,911          0     21,774     21,884:       163         53
Old  :    21,937:    14,646     17,667      4,217      2,911          0     21,774     21,884:       163         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       990:    -1,343     -1,311      3,637          0          0      2,294      2,326:    -1,304     -1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       80.5       19.2       13.3        0.0       99.3       99.8:       0.7        0.2
Old  :     100.0:      66.8       80.5       19.2       13.3        0.0       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        20         10          2          1          0         23         10:
Old  :        31:        20         10          2          1          0         23         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       78.5       83.3       99.1       48.9       67.3       69.9       79.9
Old  :                 60.1       78.5       83.3       99.1       48.9       67.3       69.9       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    25,182:    14,637      8,689        131     10,193     16,228     24,961     25,048:       221        134
Old  :    25,182:    14,637      8,689        131     10,193     16,228     24,961     25,048:       221        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -1,804:       854        321       -276     -2,234     -1,763     -1,656     -1,718:      -148        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       34.5        0.5       40.5       64.4       99.1       99.5:       0.9        0.5
Old  :     100.0:      58.1       34.5        0.5       40.5       64.4       99.1       99.5:       0.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12         12          1          6         18         18         31:
Old  :        46:        12         12          1          6         18         18         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       48.9       94.2       68.2       84.7       48.9       94.0       67.4
Old  :                 84.7       48.9       94.2       68.2       84.7       48.9       94.0       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    22,059:    17,294      5,345        136      4,568     16,495     21,998     21,976:        61         83
Old  :    22,059:    17,294      5,345        136      4,568     16,495     21,998     21,976:        61         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -16,939:   -13,073        190         84     -3,948    -17,200    -16,937    -16,926:        -2        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.4       24.2        0.6       20.7       74.8       99.7       99.6:       0.3        0.4
Old  :     100.0:      78.4       24.2        0.6       20.7       74.8       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        12          6          1          3          8         15         15:
Old  :        28:        12          6          1          3          8         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       72.7       95.7       93.2       84.7       72.7       93.4       93.2
Old  :                 84.7       72.7       95.7       93.2       84.7       72.7       93.4       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 23, 2016