WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   598,860:   133,339    235,608    179,546    229,454    138,625    542,339    553,778:    56,522     45,082
Old  :   527,674:   122,531    225,898    155,604    199,036    109,523    477,171    491,026:    50,503     36,648
Other:    71,186:    26,454     25,355      8,296     30,418     29,102     65,167     62,753:     6,019      8,434
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    13,389:    -6,147     19,379     -1,451     20,332     -3,818     12,734     14,110:       654       -722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       39.3       30.0       38.3       23.1       90.6       92.5:       9.4        7.5
Old  :     100.0:      23.2       42.8       29.5       37.7       20.8       90.4       93.1:       9.6        6.9
Other:     100.0:      37.2       35.6       11.7       42.7       40.9       91.5       88.2:       8.5       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       163        161        163        136        120        389        366:
Old  :       481:       165        157        147        133        112        376        344:
Other:       188:        35         54         28         54         77        108        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.7        8.5       15.1       15.7        6.8        7.5       11.6       13.9
Old  :                  9.3        9.0       15.6       16.5        7.2        8.4       11.9       15.6
Other:                 32.3       20.3       49.3       31.6       31.6       19.1       44.0       28.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   266,565:    94,878     86,293     49,147    100,337    107,144    244,362    242,584:    22,202     23,980
Old  :   215,292:    86,435     86,296     36,137     74,723     73,138    197,295    195,571:    17,996     19,721
Other:    51,273:    18,711     10,265      2,742     25,613     34,006     47,067     47,013:     4,206      4,259
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     3,589:       223     -4,706      3,138        276      3,862      3,637      2,294:       -48      1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       32.4       18.4       37.6       40.2       91.7       91.0:       8.3        9.0
Old  :     100.0:      40.1       40.1       16.8       34.7       34.0       91.6       90.8:       8.4        9.2
Other:     100.0:      36.5       20.0        5.3       50.0       66.3       91.8       91.7:       8.2        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        64         71         80        100         92        213        211:
Old  :       261:        66         75         72         89         89        194        202:
Other:       155:        34         26         20         60         60        104         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       18.1       22.4       27.9       11.7       16.9       20.5       25.9
Old  :                 15.7       16.2       25.3       27.9       15.3       15.1       23.5       25.5
Other:                 23.6       45.9       35.8       60.2       23.6       43.7       35.8       57.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,724,477:   370,569    318,580    458,307    700,225    702,588  1,529,101  1,479,475:   195,376    245,002
Old  : 1,593,830:   365,653    327,161    410,817    639,057    637,812  1,415,527  1,375,790:   178,303    218,041
Other:   130,647:    33,725     20,228     18,681     61,168     64,776    113,574    103,686:    17,073     26,961
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -6,382:     8,376      2,188     -9,538        368     -2,111       -794     -9,462:    -5,588      3,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       18.5       26.6       40.6       40.7       88.7       85.8:      11.3       14.2
Old  :     100.0:      22.9       20.5       25.8       40.1       40.0       88.8       86.3:      11.2       13.7
Other:     100.0:      25.8       15.5       14.3       46.8       49.6       86.9       79.4:      13.1       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       806:       204        168        241        342        358        674        657:
Old  :       803:       206        175        233        340        352        667        646:
Other:       375:        54         69         41         87        208        156        305:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       10.6       15.1       16.9        7.2        7.4       12.2       11.8
Old  :                  9.1        9.9       15.0       16.3        7.3        7.0       12.7       11.7
Other:                 23.5       26.9       35.0       35.2       20.3       23.1       30.6       29.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    10,420:     2,437      1,745      1,361      3,834      5,590      7,632      8,695:     2,788      1,725
Old  :    10,371:     2,419      1,745      1,359      3,823      5,569      7,601      8,672:     2,770      1,699
Other:        49:        20          2          0         11         21         31         23:        18         26
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       163:       245       -538        331         29        477        605        269:      -442       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       16.7       13.1       36.8       53.7       73.2       83.4:      26.8       16.6
Old  :     100.0:      23.3       16.8       13.1       36.9       53.7       73.3       83.6:      26.7       16.4
Other:     100.0:      40.8        4.1        0.0       22.4       42.9       63.3       46.9:      36.7       53.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        17          7         10         14          9         33         25:
Old  :        40:        17          7          9         14          8         33         23:
Other:         8:         2          1          0          2          4          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       42.9       40.4       64.9       24.9       39.0       33.4       53.3
Old  :                 27.6       43.1       40.3       65.1       24.8       39.2       33.4       53.3
Other:                 63.3       44.9       63.3       46.9       59.2       42.9       59.2       42.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   725,091:   190,189     58,008    147,173    323,203    409,006    660,565    614,186:    64,526    110,905
Old  :   679,260:   188,127     54,362    131,698    299,867    389,771    619,691    575,830:    59,569    103,430
Other:    45,831:    11,921     13,505      5,616     23,337     19,235     40,874     38,356:     4,957      7,475
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :  -174,652:    13,766     -7,717   -107,502    -83,051    -59,672   -176,786   -174,891:     2,134        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        8.0       20.3       44.6       56.4       91.1       84.7:       8.9       15.3
Old  :     100.0:      27.7        8.0       19.4       44.1       57.4       91.2       84.8:       8.8       15.2
Other:     100.0:      26.0       29.5       12.3       50.9       42.0       89.2       83.7:      10.8       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       622:       170        163        212        206        225        513        495:
Old  :       616:       169        169        205        198        225        499        489:
Other:       279:        56         53         36         65        133        136        208:
     :----------------------------------------------------------------------------------------------------
     :             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       12.8       19.7       19.9        8.7       11.0       15.1       16.4
Old  :                 13.4       12.4       20.7       19.7       10.0       11.4       16.9       17.0
Other:                 25.0       41.9       36.3       50.3       25.0       40.7       36.0       47.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   507,534:   172,882     29,960    129,205    155,447    322,504    457,534    481,669:    50,000     25,865
Old  :   494,773:   173,833     33,724    122,309    150,472    313,672    446,614    469,705:    48,158     25,067
Other:    12,761:     4,706      1,893      1,239      4,975      8,832     10,920     11,963:     1,841        798
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    14,773:    10,868     -4,023        819        742     19,943     12,430     16,740:     2,343     -1,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        5.9       25.5       30.6       63.5       90.1       94.9:       9.9        5.1
Old  :     100.0:      35.1        6.8       24.7       30.4       63.4       90.3       94.9:       9.7        5.1
Other:     100.0:      36.9       14.8        9.7       39.0       69.2       85.6       93.7:      14.4        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       133         61        125         87         89        289        235:
Old  :       339:       136         64        123         87         89        288        234:
Other:        61:        15         11         11         22         19         44         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       34.7       16.7       41.6        9.1       34.0       14.6       40.7
Old  :                  9.8       35.0       17.1       42.0        9.3       34.6       15.0       41.3
Other:                 36.1       48.4       53.2       62.6       34.3       48.4       51.3       62.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   633,356:    98,420     93,273     46,558    328,721    331,926    473,699    471,757:   159,657    161,599
Old  :   633,356:    98,420     93,273     46,558    328,721    331,926    473,699    471,757:   159,657    161,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -44,886:    -4,228     -1,861    -36,253     -2,642     -7,807    -43,123    -45,922:    -1,763      1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       14.7        7.4       51.9       52.4       74.8       74.5:      25.2       25.5
Old  :     100.0:      15.5       14.7        7.4       51.9       52.4       74.8       74.5:      25.2       25.5
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  :       153:        39         28         38         66         70        120        121:
Old  :       153:        39         28         38         66         70        120        121:
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  :                 16.8       20.4       26.4       29.5       10.1       13.6       15.6       20.0
Old  :                 16.8       20.4       26.4       29.5       10.1       13.6       15.6       20.0
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 25, 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  :   625,047:    45,865    147,554     11,861    448,323    374,892    506,048    534,307:   118,999     90,740
Old  :   625,047:    45,865    147,554     11,861    448,323    374,892    506,048    534,307:   118,999     90,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     7,860:     1,329     -4,184        817      3,324      5,598      5,470      2,231:     2,390      5,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       23.6        1.9       71.7       60.0       81.0       85.5:      19.0       14.5
Old  :     100.0:       7.3       23.6        1.9       71.7       60.0       81.0       85.5:      19.0       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  :       100:        14         15         13         58         53         82         71:
Old  :       100:        14         15         13         58         53         82         71:
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       35.0       38.2       50.3       19.3       34.5       28.9       46.7
Old  :                 24.8       35.0       38.2       50.3       19.3       34.5       28.9       46.7
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 25, 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  :     5,337:     2,714        564      1,117      1,187      3,349      5,018      5,030:       319        307
Old  :     5,337:     2,714        564      1,117      1,187      3,349      5,018      5,030:       319        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :       238:       133        116        103        -19        -14        217        205:        21         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       10.6       20.9       22.2       62.8       94.0       94.2:       6.0        5.8
Old  :     100.0:      50.9       10.6       20.9       22.2       62.8       94.0       94.2:       6.0        5.8
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  :        29:        15          3          5          8         11         26         16:
Old  :        29:        15          3          5          8         11         26         16:
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  :                 47.2       68.9       70.0       86.4       40.0       52.9       52.8       59.5
Old  :                 47.2       68.9       70.0       86.4       40.0       52.9       52.8       59.5
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 25, 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  :   431,782:    74,569     55,129     99,752    205,170    243,390    379,491    398,271:    52,291     33,511
Old  :   408,061:    74,926     53,745     94,919    189,308    228,864    359,153    377,528:    48,908     30,532
Other:    23,721:     1,717      3,457      2,759     15,862     14,526     20,338     20,742:     3,383      2,979
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -983:       -83     -1,573     -1,773       -313      6,133     -2,169      2,787:     1,185     -3,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       12.8       23.1       47.5       56.4       87.9       92.2:      12.1        7.8
Old  :     100.0:      18.4       13.2       23.3       46.4       56.1       88.0       92.5:      12.0        7.5
Other:     100.0:       7.2       14.6       11.6       66.9       61.2       85.7       87.4:      14.3       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        83         80         93        104         95        245        219:
Old  :       293:        84         82         92        104         95        243        219:
Other:        80:        14         14         20         41         23         66         48:
     :----------------------------------------------------------------------------------------------------
     :             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       26.3       19.6       34.0       11.4       24.0       16.8       28.4
Old  :                 13.5       27.3       20.2       34.9       12.2       25.3       17.5       30.0
Other:                 31.5       33.8       48.8       53.2       30.6       32.6       45.6       51.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    10,746:     1,828      4,913        367      6,588      3,446      8,784      8,726:     1,962      2,020
Old  :    10,735:     1,836      4,913        359      6,580      3,446      8,775      8,718:     1,961      2,018
Other:        10:         0          7          1          8          0          9          8:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :      -947:       -44        261     -1,175        219         49     -1,001       -866:        54        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       45.7        3.4       61.3       32.1       81.7       81.2:      18.3       18.8
Old  :     100.0:      17.1       45.8        3.3       61.3       32.1       81.7       81.2:      18.3       18.8
Other:     100.0:       0.0       73.3        6.8       79.6        0.0       86.4       80.1:      13.6       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        16         24          7         21         16         41         45:
Old  :        69:        16         24          7         20         16         40         45:
Other:         3:         0          2          1          1          0          2          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  :                 47.8       33.7       59.4       47.6       46.9       33.1       56.8       47.0
Old  :                 47.8       33.7       59.4       47.7       46.9       33.2       56.8       47.2
Other:                 86.4       80.1       86.4       80.1       79.6       73.3       79.6       73.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,269,439:   223,087    198,220     80,587    859,407    830,301  1,163,081  1,109,109:   106,359    160,330
Old  : 1,269,439:   223,087    198,220     80,587    859,407    830,301  1,163,081  1,109,109:   106,359    160,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -57,988:    23,994    -21,588    -25,681    -52,490    -14,969    -54,178    -62,238:    -3,810      4,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       15.6        6.3       67.7       65.4       91.6       87.4:       8.4       12.6
Old  :     100.0:      17.6       15.6        6.3       67.7       65.4       91.6       87.4:       8.4       12.6
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  :       253:        55         42         42        102        118        176        183:
Old  :       253:        55         42         42        102        118        176        183:
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  :                 28.6       27.7       38.5       39.5       24.0       25.6       32.4       34.5
Old  :                 28.6       27.7       38.5       39.5       24.0       25.6       32.4       34.5
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 25, 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  : 3,254,712:   621,709    525,370    278,780  1,998,169  1,950,730  2,898,657  2,754,880:   356,054    499,832
Old  : 3,254,712:   621,709    525,370    278,780  1,998,169  1,950,730  2,898,657  2,754,880:   356,054    499,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -61,478:   -14,815    -21,221    -30,395    -24,805     -7,687    -70,015    -59,303:     8,537     -2,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       16.1        8.6       61.4       59.9       89.1       84.6:      10.9       15.4
Old  :     100.0:      19.1       16.1        8.6       61.4       59.9       89.1       84.6:      10.9       15.4
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  :       366:        83         77        102        155        178        294        301:
Old  :       366:        83         77        102        155        178        294        301:
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  :                 27.2       14.6       34.8       23.8       25.3       12.0       31.7       19.2
Old  :                 27.2       14.6       34.8       23.8       25.3       12.0       31.7       19.2
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 25, 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  :   237,700:    41,959     20,583        701    125,369    129,019    168,029    150,303:    69,671     87,397
Old  :   237,700:    41,959     20,583        701    125,369    129,019    168,029    150,303:    69,671     87,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     3,927:     4,662        130       -104     -4,401       -292        157       -266:     3,770      4,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        8.7        0.3       52.7       54.3       70.7       63.2:      29.3       36.8
Old  :     100.0:      17.7        8.7        0.3       52.7       54.3       70.7       63.2:      29.3       36.8
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  :        42:         5          3          3         23         24         30         28:
Old  :        42:         5          3          3         23         24         30         28:
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  :                 41.4       26.5       54.1       38.7       40.4       25.6       53.1       37.8
Old  :                 41.4       26.5       54.1       38.7       40.4       25.6       53.1       37.8
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 25, 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  : 2,885,395:   407,039    557,601    110,782  2,114,264  1,849,195  2,632,086  2,517,578:   253,310    367,817
Old  : 2,885,395:   407,039    557,601    110,782  2,114,264  1,849,195  2,632,086  2,517,578:   253,310    367,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :   -13,690:    39,345     -1,400    -23,621    -33,941       -876    -18,217    -25,898:     4,527     12,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       19.3        3.8       73.3       64.1       91.2       87.3:       8.8       12.7
Old  :     100.0:      14.1       19.3        3.8       73.3       64.1       91.2       87.3:       8.8       12.7
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  :       291:        54         68         59        114        146        208        233:
Old  :       291:        54         68         59        114        146        208        233:
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  :                 39.1       19.5       49.5       29.3       35.7       19.2       44.8       29.0
Old  :                 39.1       19.5       49.5       29.3       35.7       19.2       44.8       29.0
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 25, 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  : 1,189,483:   127,946    165,674    255,381    786,812    720,277  1,170,139  1,141,332:    19,345     48,152
Old  : 1,189,483:   127,946    165,674    255,381    786,812    720,277  1,170,139  1,141,332:    19,345     48,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    53,624:     6,635      4,913      4,746     41,093     44,846     52,473     54,505:     1,150       -882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       13.9       21.5       66.1       60.6       98.4       96.0:       1.6        4.0
Old  :     100.0:      10.8       13.9       21.5       66.1       60.6       98.4       96.0:       1.6        4.0
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  :       167:        33         44         47         62         82        117        154:
Old  :       167:        33         44         47         62         82        117        154:
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       20.5       44.4       34.8       19.1       12.7       28.0       17.1
Old  :                 27.0       20.5       44.4       34.8       19.1       12.7       28.0       17.1
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 25, 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  :    58,497:    36,290     11,843        907     12,917     37,512     50,115     50,262:     8,383      8,235
Old  :    58,497:    36,290     11,843        907     12,917     37,512     50,115     50,262:     8,383      8,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -1,312:    -1,839      1,840         67         -5     -3,268     -1,777     -1,362:       465         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0       20.2        1.6       22.1       64.1       85.7       85.9:      14.3       14.1
Old  :     100.0:      62.0       20.2        1.6       22.1       64.1       85.7       85.9:      14.3       14.1
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         28          6         25         29         73         60:
Old  :       118:        44         28          6         25         29         73         60:
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  :                 34.8       30.4       45.2       46.5       34.7       30.2       45.1       46.2
Old  :                 34.8       30.4       45.2       46.5       34.7       30.2       45.1       46.2
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 25, 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  :   116,995:    72,580     23,686      1,814     25,835     75,025    100,229    100,525:    16,766     16,470
Old  :   116,995:    72,580     23,686      1,814     25,835     75,025    100,229    100,525:    16,766     16,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -2,624:    -3,678      3,680        134        -10     -6,537     -3,554     -2,723:       930         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0       20.2        1.6       22.1       64.1       85.7       85.9:      14.3       14.1
Old  :     100.0:      62.0       20.2        1.6       22.1       64.1       85.7       85.9:      14.3       14.1
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         28          6         25         29         73         60:
Old  :       118:        44         28          6         25         29         73         60:
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  :                 34.8       30.4       45.2       46.5       34.7       30.2       45.1       46.2
Old  :                 34.8       30.4       45.2       46.5       34.7       30.2       45.1       46.2
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 25, 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  :    16,921:    13,981     16,519        369      2,481          0     16,831     16,888:        90         33
Old  :    16,921:    13,981     16,519        369      2,481          0     16,831     16,888:        90         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :    -1,601:    -1,342     -1,407       -190          0          0     -1,532     -1,597:       -69         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       97.6        2.2       14.7        0.0       99.5       99.8:       0.5        0.2
Old  :     100.0:      82.6       97.6        2.2       14.7        0.0       99.5       99.8:       0.5        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  :        36:        26          9          1          1          0         28          9:
Old  :        36:        26          9          1          1          0         28          9:
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  :                 65.7       81.3       85.6       99.2       65.7       81.3       85.5       97.1
Old  :                 65.7       81.3       85.6       99.2       65.7       81.3       85.5       97.1
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 25, 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  :    29,094:    16,745     11,449        106     12,056     17,272     28,907     28,827:       187        267
Old  :    29,094:    16,745     11,449        106     12,056     17,272     28,907     28,827:       187        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,051:       521      1,184          9        512       -246      1,042        947:         9        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       39.4        0.4       41.4       59.4       99.4       99.1:       0.6        0.9
Old  :     100.0:      57.6       39.4        0.4       41.4       59.4       99.4       99.1:       0.6        0.9
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  :        44:         7         13          1          7         19         14         33:
Old  :        44:         7         13          1          7         19         14         33:
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  :                 87.4       51.9       97.0       71.8       87.4       51.7       96.7       71.5
Old  :                 87.4       51.9       97.0       71.8       87.4       51.7       96.7       71.5
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 25, 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  :    29,418:    24,642      5,374        136      4,617     23,823     29,395     29,333:        23         85
Old  :    29,418:    24,642      5,374        136      4,617     23,823     29,395     29,333:        23         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2016                     :
     :     1,778:     1,199       -787          0        585      2,547      1,784      1,760:        -6         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       18.3        0.5       15.7       81.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      83.8       18.3        0.5       15.7       81.0       99.9       99.7:       0.1        0.3
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  :        36:        15          7          1          4         11         19         19:
Old  :        36:        15          7          1          4         11         19         19:
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  :                 85.3       68.1       94.9       91.1       85.3       68.1       92.8       91.1
Old  :                 85.3       68.1       94.9       91.1       85.3       68.1       92.8       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 28, 2016