WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :   573,057:   129,637    255,208    158,848    225,379    114,147    513,864    528,204:    59,193     44,853
Old  :   519,319:   121,072    247,825    141,888    202,023     91,201    464,983    480,914:    54,336     38,405
Other:    53,738:    18,835     17,654      6,690     23,356     22,946     48,881     47,289:     4,857      6,448
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    17,897:    -2,279     18,358      7,401      9,964     -7,045     15,086     18,715:     2,811       -818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       44.5       27.7       39.3       19.9       89.7       92.2:      10.3        7.8
Old  :     100.0:      23.3       47.7       27.3       38.9       17.6       89.5       92.6:      10.5        7.4
Other:     100.0:      35.1       32.9       12.4       43.5       42.7       91.0       88.0:       9.0       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       493:       176        155        141        140        117        381        355:
Old  :       487:       174        157        129        137        109        369        340:
Other:       164:        32         40         30         52         68        103        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5        8.8       15.8       16.5        7.9        8.0       13.3       14.8
Old  :                  9.7        9.0       16.2       16.8        8.3        8.5       13.7       16.1
Other:                 37.7       25.6       50.7       39.0       37.7       25.0       47.1       35.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :   251,436:    92,332     92,252     38,057     99,989     96,816    230,378    227,125:    21,058     24,311
Old  :   214,216:    85,878     91,886     28,223     81,622     73,704    195,724    193,813:    18,492     20,403
Other:    37,220:    14,450      8,361      1,839     18,367     23,112     34,655     33,312:     2,566      3,909
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     6,820:     7,981      4,586      4,799     -4,482     -2,639      8,298      6,746:    -1,478         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       36.7       15.1       39.8       38.5       91.6       90.3:       8.4        9.7
Old  :     100.0:      40.1       42.9       13.2       38.1       34.4       91.4       90.5:       8.6        9.5
Other:     100.0:      38.8       22.5        4.9       49.3       62.1       93.1       89.5:       6.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        75         69         65         87         79        191        192:
Old  :       255:        72         73         57         80         74        177        183:
Other:       133:        27         22         18         50         56         89         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       17.8       23.1       28.1       12.6       17.0       21.5       26.9
Old  :                 15.5       18.2       25.7       30.2       15.5       17.3       25.5       28.9
Other:                 26.5       43.2       42.0       58.3       26.5       39.1       42.0       54.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  : 1,707,470:   345,004    392,893    438,182    723,277    642,507  1,506,464  1,473,582:   201,006    233,888
Old  : 1,594,002:   338,416    404,365    398,639    671,691    579,908  1,408,746  1,382,912:   185,256    211,090
Other:   113,467:    29,190     11,130     16,941     51,586     62,599     97,718     90,670:    15,750     22,798
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :      -123:    13,341    -11,830     -2,387    -20,796     24,087     -9,842      9,870:     9,719     -9,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       23.0       25.7       42.4       37.6       88.2       86.3:      11.8       13.7
Old  :     100.0:      21.2       25.4       25.0       42.1       36.4       88.4       86.8:      11.6       13.2
Other:     100.0:      25.7        9.8       14.9       45.5       55.2       86.1       79.9:      13.9       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       806:       208        168        238        327        350        657        657:
Old  :       802:       210        175        231        325        344        650        647:
Other:       332:        51         56         41         81        181        148        266:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        9.9       16.3       15.6        7.1        5.8       12.4       10.4
Old  :                 10.4        8.9       16.6       14.7        7.2        6.1       12.9       11.0
Other:                 22.9       30.8       35.7       41.4       20.6       28.1       31.3       36.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :    11,773:     2,344      4,447      1,078      4,623      4,198      8,045      9,724:     3,728      2,050
Old  :    11,747:     2,329      4,445      1,077      4,615      4,198      8,021      9,721:     3,726      2,027
Other:        26:        16          3          0          8          0         24          3:         2         23
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :      -376:      -147       -170        -38       -378        -12       -564       -221:       187       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       37.8        9.2       39.3       35.7       68.3       82.6:      31.7       17.4
Old  :     100.0:      19.8       37.8        9.2       39.3       35.7       68.3       82.7:      31.7       17.3
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  :        47:        15         15          7         16         11         32         32:
Old  :        47:        15         15          7         16         11         32         32:
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  :                 27.8       37.5       40.1       51.8       25.2       33.3       34.1       44.6
Old  :                 27.7       37.5       40.0       51.9       25.1       33.4       33.9       44.7
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, October 04, 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  :   876,633:   160,831     78,614    265,525    393,971    426,157    820,327    770,296:    56,306    106,337
Old  :   836,716:   165,500     79,588    245,475    374,518    409,292    785,493    734,355:    51,223    102,361
Other:    39,918:     9,373     13,068      6,008     19,453     16,864     34,834     35,941:     5,083      3,977
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     9,544:     6,817     -2,617      3,212     -1,507     15,143      8,522     15,738:     1,023     -6,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        9.0       30.3       44.9       48.6       93.6       87.9:       6.4       12.1
Old  :     100.0:      19.8        9.5       29.3       44.8       48.9       93.9       87.8:       6.1       12.2
Other:     100.0:      23.5       32.7       15.1       48.7       42.2       87.3       90.0:      12.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       204        187        256        192        219        547        531:
Old  :       657:       202        191        250        187        219        536        528:
Other:       246:        55         44         37         64        112        134        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       13.2       22.5       20.9       10.4        8.4       15.1       12.3
Old  :                 16.0       13.4       23.1       21.3       11.5        8.4       16.3       12.4
Other:                 20.1       50.7       32.5       59.5       20.0       49.6       31.4       54.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :    21,760:     9,578      1,417        145        167      4,881      9,890      6,443:    11,870     15,317
Old  :    20,666:     9,301      1,369        144        167      4,732      9,612      6,245:    11,054     14,421
Other:     1,094:       277         48          1          0        149        278        198:       816        896
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -5,068:       141       -827         14        120     -3,473        275     -4,286:    -5,343       -782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        6.5        0.7        0.8       22.4       45.5       29.6:      54.5       70.4
Old  :     100.0:      45.0        6.6        0.7        0.8       22.9       46.5       30.2:      53.5       69.8
Other:     100.0:      25.3        4.4        0.1        0.0       13.6       25.4       18.1:      74.6       81.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          6          3          2         14          6         23:
Old  :        24:         4          6          2          2         14          6         22:
Other:        15:         3          4          1          0          8          3         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.7        9.5       45.5       15.8       44.0        9.4       44.0       15.8
Old  :                 45.7        9.5       46.5       16.0       45.0        9.5       45.0       15.9
Other:                 25.4       12.1       25.4       17.0       25.3       12.1       25.3       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :   453,671:   151,102     27,811    112,783    146,871    286,309    410,756    426,903:    42,916     26,768
Old  :   442,055:   151,402     30,061    107,810    141,731    278,320    400,944    416,191:    41,112     25,864
Other:    11,616:     3,613      1,664      1,059      5,140      7,989      9,812     10,712:     1,804        904
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       267:    -3,736        115      5,539     -1,807     -5,045         -4        610:       272       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        6.1       24.9       32.4       63.1       90.5       94.1:       9.5        5.9
Old  :     100.0:      34.2        6.8       24.4       32.1       63.0       90.7       94.1:       9.3        5.9
Other:     100.0:      31.1       14.3        9.1       44.2       68.8       84.5       92.2:      15.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       108         64        116         75         76        258        214:
Old  :       306:       112         66        116         75         75        258        213:
Other:        56:        13          9          8         21         17         38         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       34.5       16.5       42.1        7.9       33.6       13.9       39.4
Old  :                 10.1       34.7       16.8       42.4        8.1       34.1       14.4       40.1
Other:                 42.4       44.1       58.1       64.1       40.7       44.1       56.4       62.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :   678,317:   109,114     89,965     70,965    330,413    368,019    510,493    528,950:   167,824    149,367
Old  :   678,317:   109,114     89,965     70,965    330,413    368,019    510,493    528,950:   167,824    149,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    18,368:     7,843    -18,885      7,536      9,547     32,301     24,926     20,952:    -6,558     -2,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.3       10.5       48.7       54.3       75.3       78.0:      24.7       22.0
Old  :     100.0:      16.1       13.3       10.5       48.7       54.3       75.3       78.0:      24.7       22.0
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  :       156:        43         26         43         71         70        128        125:
Old  :       156:        43         26         43         71         70        128        125:
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  :                 13.9       21.0       22.6       30.3        9.5       14.2       15.5       20.8
Old  :                 13.9       21.0       22.6       30.3        9.5       14.2       15.5       20.8
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, October 04, 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  :   610,159:    43,944    160,123     12,433    436,381    355,635    492,759    528,192:   117,400     81,967
Old  :   610,159:    43,944    160,123     12,433    436,381    355,635    492,759    528,192:   117,400     81,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     2,433:     1,277      1,205     -2,893      8,729      9,240      7,113      7,553:    -4,681     -5,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       26.2        2.0       71.5       58.3       80.8       86.6:      19.2       13.4
Old  :     100.0:       7.2       26.2        2.0       71.5       58.3       80.8       86.6:      19.2       13.4
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  :       104:        15         15         12         57         55         79         75:
Old  :       104:        15         15         12         57         55         79         75:
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  :                 24.8       35.5       38.6       50.3       19.5       35.5       29.3       47.5
Old  :                 24.8       35.5       38.6       50.3       19.5       35.5       29.3       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, October 04, 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  :     4,776:     2,024        386      1,048      1,405      3,178      4,477      4,612:       299        164
Old  :     4,776:     2,024        386      1,048      1,405      3,178      4,477      4,612:       299        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       414:       260       -160        133          1        465        394        438:        20        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        8.1       21.9       29.4       66.5       93.7       96.6:       6.3        3.4
Old  :     100.0:      42.4        8.1       21.9       29.4       66.5       93.7       96.6:       6.3        3.4
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  :        31:        14          4          7          8         11         25         20:
Old  :        31:        14          4          7          8         11         25         20:
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  :                 51.1       63.4       69.9       86.7       39.3       49.5       48.2       55.1
Old  :                 51.1       63.4       69.9       86.7       39.3       49.5       48.2       55.1
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, October 04, 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  :   415,688:    79,058     49,048     90,586    195,972    240,194    365,616    379,829:    50,071     35,859
Old  :   394,967:    79,358     47,587     86,563    182,172    227,368    348,093    361,518:    46,874     33,449
Other:    20,721:     1,333      3,095      2,390     13,800     12,826     17,523     18,311:     3,197      2,410
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -4,559:     1,154     -1,930       -658     -9,230     -2,360     -8,734     -4,949:     4,175        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       11.8       21.8       47.1       57.8       88.0       91.4:      12.0        8.6
Old  :     100.0:      20.1       12.0       21.9       46.1       57.6       88.1       91.5:      11.9        8.5
Other:     100.0:       6.4       14.9       11.5       66.6       61.9       84.6       88.4:      15.4       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        72         74         89        102         96        228        213:
Old  :       273:        77         71         88        102         95        227        212:
Other:        73:         9         13         17         36         23         57         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       29.0       20.0       37.7       11.9       26.2       17.5       31.3
Old  :                 13.2       29.9       20.5       38.8       12.5       27.6       18.3       33.0
Other:                 34.0       31.5       52.4       53.0       32.8       30.2       48.4       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :    11,869:     2,293      5,590      1,211      6,190      2,961      9,694      9,762:     2,175      2,107
Old  :    11,866:     2,293      5,590      1,209      6,190      2,961      9,692      9,759:     2,175      2,107
Other:         2:         2          2          0          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       345:        14        -89        330        -64        114        280        354:        66         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       47.1       10.2       52.2       24.9       81.7       82.2:      18.3       17.8
Old  :     100.0:      19.3       47.1       10.2       52.2       25.0       81.7       82.2:      18.3       17.8
Other:     100.0:     100.0      100.0        0.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        22         27         11         26         15         54         51:
Old  :        82:        22         27         11         26         15         54         51:
Other:         3:         2          1          0          0          0          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.7       27.6       51.5       42.5       39.0       27.0       47.9       40.9
Old  :                 39.7       27.6       51.5       42.5       39.0       27.1       47.9       40.9
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  : 1,130,959:   227,574    204,691     51,987    728,616    726,225  1,008,178    982,903:   122,781    148,056
Old  : 1,130,959:   227,574    204,691     51,987    728,616    726,225  1,008,178    982,903:   122,781    148,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    95,506:    -6,390     27,766     -2,864    100,701     70,341     91,447     95,242:     4,059        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       18.1        4.6       64.4       64.2       89.1       86.9:      10.9       13.1
Old  :     100.0:      20.1       18.1        4.6       64.4       64.2       89.1       86.9:      10.9       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  :       248:        56         48         40         96        107        171        176:
Old  :       248:        56         48         40         96        107        171        176:
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  :                 24.9       27.2       35.7       35.6       23.1       22.3       31.3       29.0
Old  :                 24.9       27.2       35.7       35.6       23.1       22.3       31.3       29.0
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, October 04, 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  : 3,278,645:   687,058    542,100    288,108  1,944,359  1,989,673  2,919,526  2,819,881:   359,119    458,764
Old  : 3,278,645:   687,058    542,100    288,108  1,944,359  1,989,673  2,919,526  2,819,881:   359,119    458,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    36,568:   -22,726     -8,239     -6,223     86,894     38,471     57,945     24,009:   -21,377     12,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.5        8.8       59.3       60.7       89.0       86.0:      11.0       14.0
Old  :     100.0:      21.0       16.5        8.8       59.3       60.7       89.0       86.0:      11.0       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  :       377:        88         80        102        158        184        297        315:
Old  :       377:        88         80        102        158        184        297        315:
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  :                 26.0       15.3       34.3       25.4       24.3       12.5       30.9       20.4
Old  :                 26.0       15.3       34.3       25.4       24.3       12.5       30.9       20.4
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, October 04, 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  :   226,834:    33,690     20,578        373    132,227    124,491    166,290    145,442:    60,543     81,392
Old  :   226,834:    33,690     20,578        373    132,227    124,491    166,290    145,442:    60,543     81,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       853:    -1,494        -82        -27      1,375      3,014       -147      2,905:       999     -2,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        9.1        0.2       58.3       54.9       73.3       64.1:      26.7       35.9
Old  :     100.0:      14.9        9.1        0.2       58.3       54.9       73.3       64.1:      26.7       35.9
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  :        40:         3          4          2         24         21         29         25:
Old  :        40:         3          4          2         24         21         29         25:
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  :                 41.5       29.6       57.1       41.2       40.5       28.3       56.0       39.9
Old  :                 41.5       29.6       57.1       41.2       40.5       28.3       56.0       39.9
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, October 04, 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  : 2,910,489:   393,990    595,790    102,711  2,152,514  1,868,618  2,649,215  2,567,119:   261,274    343,370
Old  : 2,910,489:   393,990    595,790    102,711  2,152,514  1,868,618  2,649,215  2,567,119:   261,274    343,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :   -22,436:   -38,534     27,492    -17,872     28,805    -39,165    -27,600    -29,545:     5,164      7,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.5        3.5       74.0       64.2       91.0       88.2:       9.0       11.8
Old  :     100.0:      13.5       20.5        3.5       74.0       64.2       91.0       88.2:       9.0       11.8
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  :       297:        54         69         55        114        149        199        242:
Old  :       297:        54         69         55        114        149        199        242:
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  :                 40.6       20.3       50.6       29.3       37.2       19.9       46.1       28.8
Old  :                 40.6       20.3       50.6       29.3       37.2       19.9       46.1       28.8
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, October 04, 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  : 1,067,631:    85,099    132,831    247,435    715,496    630,182  1,048,030  1,010,449:    19,601     57,182
Old  : 1,067,631:    85,099    132,831    247,435    715,496    630,182  1,048,030  1,010,449:    19,601     57,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :   -74,156:   -21,843       -758     -1,039    -47,680    -63,377    -70,562    -65,174:    -3,594     -8,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.4       23.2       67.0       59.0       98.2       94.6:       1.8        5.4
Old  :     100.0:       8.0       12.4       23.2       67.0       59.0       98.2       94.6:       1.8        5.4
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  :       160:        26         48         47         55         77        105        151:
Old  :       160:        26         48         47         55         77        105        151:
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  :                 28.9       25.9       46.1       37.8       20.3       14.6       30.6       19.2
Old  :                 28.9       25.9       46.1       37.8       20.3       14.6       30.6       19.2
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, October 04, 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  :    61,940:    38,949      9,485        831     14,280     43,470     54,059     53,787:     7,881      8,154
Old  :    61,940:    38,949      9,485        831     14,280     43,470     54,059     53,787:     7,881      8,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       373:       176      1,296        226         83     -1,201        485        320:      -112         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       15.3        1.3       23.1       70.2       87.3       86.8:      12.7       13.2
Old  :     100.0:      62.9       15.3        1.3       23.1       70.2       87.3       86.8:      12.7       13.2
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  :       118:        46         26          6         26         30         77         57:
Old  :       118:        46         26          6         26         30         77         57:
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  :                 34.7       34.1       48.2       48.3       34.7       34.1       48.2       48.3
Old  :                 34.7       34.1       48.2       48.3       34.7       34.1       48.2       48.3
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, October 04, 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  :   123,881:    77,897     18,971      1,662     28,560     86,941    108,119    107,573:    15,762     16,308
Old  :   123,881:    77,897     18,971      1,662     28,560     86,941    108,119    107,573:    15,762     16,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       745:       353      2,591        451        165     -2,402        969        640:      -224        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       15.3        1.3       23.1       70.2       87.3       86.8:      12.7       13.2
Old  :     100.0:      62.9       15.3        1.3       23.1       70.2       87.3       86.8:      12.7       13.2
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  :       118:        46         26          6         26         30         77         57:
Old  :       118:        46         26          6         26         30         77         57:
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  :                 34.7       34.1       48.2       48.3       34.7       34.1       48.2       48.3
Old  :                 34.7       34.1       48.2       48.3       34.7       34.1       48.2       48.3
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, October 04, 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  :    19,324:    16,187     18,547        767      2,198          0     19,152     19,314:       172         10
Old  :    19,324:    16,187     18,547        767      2,198          0     19,152     19,314:       172         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :    -2,219:    -1,964     -1,397         51       -330       -863     -2,243     -2,209:        24        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       96.0        4.0       11.4        0.0       99.1       99.9:       0.9        0.1
Old  :     100.0:      83.8       96.0        4.0       11.4        0.0       99.1       99.9:       0.9        0.1
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  :        33:        22         10          2          1          0         24         11:
Old  :        33:        22         10          2          1          0         24         11:
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  :                 64.9       79.0       90.1       97.9       63.0       79.0       88.2       95.3
Old  :                 64.9       79.0       90.1       97.9       63.0       79.0       88.2       95.3
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, October 04, 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  :    26,610:    15,069      9,629        308     11,024     16,516     26,401     26,453:       209        157
Old  :    26,610:    15,069      9,629        308     11,024     16,516     26,401     26,453:       209        157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :       -86:      -508        203         53        348       -366       -107       -110:        21         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       36.2        1.2       41.4       62.1       99.2       99.4:       0.8        0.6
Old  :     100.0:      56.6       36.2        1.2       41.4       62.1       99.2       99.4:       0.8        0.6
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  :        45:         9         12          1          7         19         17         31:
Old  :        45:         9         12          1          7         19         17         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  :                 85.6       48.2       94.8       68.3       85.6       48.2       94.7       67.8
Old  :                 85.6       48.2       94.8       68.3       85.6       48.2       94.7       67.8
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, October 04, 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  :    25,713:    19,780      5,650        141      5,715     19,832     25,636     25,623:        77         90
Old  :    25,713:    19,780      5,650        141      5,715     19,832     25,636     25,623:        77         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     1,315:     1,098        -17          5        191      1,363      1,294      1,351:        21        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       22.0        0.5       22.2       77.1       99.7       99.6:       0.3        0.4
Old  :     100.0:      76.9       22.0        0.5       22.2       77.1       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  :        35:        15          7          2          5          9         21         17:
Old  :        35:        15          7          2          5          9         21         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  :                 77.7       66.9       89.9       91.9       77.7       66.9       88.2       91.9
Old  :                 77.7       66.9       89.9       91.9       77.7       66.9       88.2       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 7, 2016