WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   627,850:   133,385    227,980    196,863    240,065    156,252    570,313    581,094:    57,536     46,755
Old  :   520,077:   122,350    212,772    156,727    192,072    114,853    471,149    484,351:    48,928     35,725
Other:   107,773:    34,539     38,711     16,633     47,993     41,399     99,165     96,743:     8,608     11,030
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -7,459:     8,733    -10,184      1,423    -15,692      1,938     -5,535     -6,822:    -1,924       -637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       36.3       31.4       38.2       24.9       90.8       92.6:       9.2        7.4
Old  :     100.0:      23.5       40.9       30.1       36.9       22.1       90.6       93.1:       9.4        6.9
Other:     100.0:      32.0       35.9       15.4       44.5       38.4       92.0       89.8:       8.0       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       498:       177        159        174        134        111        399        369:
Old  :       482:       189        139        154        130        103        383        339:
Other:       225:        43         79         46         57         81        133        177:
     :----------------------------------------------------------------------------------------------------
     :             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        8.4       15.5       14.7        6.2        6.9       10.8       12.7
Old  :                  8.5        9.6       14.8       17.0        5.5        8.2       10.3       15.2
Other:                 27.9       16.2       42.6       27.8       26.7       14.4       36.3       24.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   276,708:    95,501     90,541     49,771    106,686    112,404    251,957    252,716:    24,751     23,992
Old  :   205,462:    86,880     87,806     28,120     71,715     71,049    186,714    186,974:    18,748     18,488
Other:    71,246:    27,257     21,371      3,015     34,971     41,356     65,244     65,742:     6,003      5,504
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     5,329:       627     -6,427      4,332       -577      7,583      4,381      5,488:       948       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       32.7       18.0       38.6       40.6       91.1       91.3:       8.9        8.7
Old  :     100.0:      42.3       42.7       13.7       34.9       34.6       90.9       91.0:       9.1        9.0
Other:     100.0:      38.3       30.0        4.2       49.1       58.0       91.6       92.3:       8.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        72         69         63         87         85        193        193:
Old  :       243:        70         70         51         77         78        172        176:
Other:       152:        32         34         20         60         55        107         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       19.8       23.9       29.8       12.0       16.2       20.5       25.7
Old  :                 17.0       18.8       27.8       31.3       16.2       15.4       24.8       26.5
Other:                 24.7       38.8       36.0       55.8       24.7       36.6       36.0       53.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  : 1,757,622:   354,711    291,624    459,908    749,909    766,155  1,564,529  1,517,688:   193,093    239,934
Old  : 1,594,108:   347,917    298,099    402,173    671,097    685,641  1,421,187  1,385,914:   172,921    208,195
Other:   163,513:    39,210     25,941     25,319     78,813     80,514    143,342    131,774:    20,172     31,739
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   -53,985:       688    -26,230     -9,058    -42,676     -9,165    -51,046    -44,452:    -2,939     -9,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       16.6       26.2       42.7       43.6       89.0       86.3:      11.0       13.7
Old  :     100.0:      21.8       18.7       25.2       42.1       43.0       89.2       86.9:      10.8       13.1
Other:     100.0:      24.0       15.9       15.5       48.2       49.2       87.7       80.6:      12.3       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       807:       190        170        233        364        367        682        664:
Old  :       802:       194        173        224        361        356        673        646:
Other:       413:        60         68         51         99        235        181        336:
     :----------------------------------------------------------------------------------------------------
     :             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       11.4       17.1       16.8        8.1        9.1       13.4       12.9
Old  :                 10.5       11.1       17.5       16.9        8.9        9.2       14.5       13.3
Other:                 22.3       22.1       33.2       30.6       18.8       17.5       29.0       24.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :    10,636:     1,512      1,302      1,387      5,051      6,524      7,950      9,213:     2,687      1,423
Old  :    10,363:     1,516      1,256      1,333      4,858      6,393      7,706      8,982:     2,657      1,381
Other:       273:        16         65         35        193        131        243        231:        30         42
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       305:      -241         72        -45        527        180        240        206:        65         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       12.2       13.0       47.5       61.3       74.7       86.6:      25.3       13.4
Old  :     100.0:      14.6       12.1       12.9       46.9       61.7       74.4       86.7:      25.6       13.3
Other:     100.0:       5.9       23.8       12.7       70.6       48.0       89.1       84.5:      10.9       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        11          7          8         14         10         28         22:
Old  :        32:        11          6          8         14          9         28         20:
Other:        15:         1          5          2          5          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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       47.7       44.8       71.8       23.4       39.4       32.9       55.4
Old  :                 28.2       48.3       43.9       72.2       22.9       40.1       32.2       55.8
Other:                 80.9       66.5       89.1       79.8       69.0       54.7       72.3       67.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   797,175:   223,039     63,897    183,742    332,506    434,671    739,287    682,309:    57,888    114,865
Old  :   731,452:   219,923     61,636    159,506    299,746    412,303    679,175    633,444:    52,277     98,008
Other:    65,723:    17,141     16,286     10,210     32,760     22,368     60,112     48,865:     5,611     16,857
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    61,890:    25,574      3,056     20,142     11,431     28,559     57,148     51,757:     4,743     10,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.0       23.0       41.7       54.5       92.7       85.6:       7.3       14.4
Old  :     100.0:      30.1        8.4       21.8       41.0       56.4       92.9       86.6:       7.1       13.4
Other:     100.0:      26.1       24.8       15.5       49.8       34.0       91.5       74.4:       8.5       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       642:       203        170        216        182        227        512        503:
Old  :       636:       196        177        208        172        226        495        495:
Other:       311:        64         59         44         72        150        151        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       12.2       18.9       20.4        8.4       10.8       14.3       17.0
Old  :                 11.3       12.7       19.7       21.1        8.9       11.5       15.1       17.9
Other:                 21.3       25.4       33.6       34.0       20.3       24.5       31.7       31.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   472,333:   150,507     25,937    121,162    157,222    303,295    428,891    450,394:    43,442     21,939
Old  :   455,212:   149,931     28,516    114,671    149,391    291,044    413,993    434,232:    41,218     20,980
Other:    17,122:     5,890      2,734      1,177      7,831     12,251     14,898     16,162:     2,224        959
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -3,502:    -3,059     -1,881      8,292    -10,541     -7,515     -5,309     -1,104:     1,807     -2,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        5.5       25.7       33.3       64.2       90.8       95.4:       9.2        4.6
Old  :     100.0:      32.9        6.3       25.2       32.8       63.9       90.9       95.4:       9.1        4.6
Other:     100.0:      34.4       16.0        6.9       45.7       71.6       87.0       94.4:      13.0        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       111         70        142         90         90        297        250:
Old  :       338:       113         77        139         90         89        296        247:
Other:        74:        19         13         17         28         22         56         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       34.1       18.4       41.4       10.5       32.9       16.5       39.9
Old  :                 12.0       34.3       18.9       41.7       11.0       33.3       17.2       40.4
Other:                 35.3       45.6       52.1       61.6       35.3       45.6       49.7       60.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   848,191:    83,132     91,191    162,041    431,303    386,007    676,476    639,239:   171,715    208,952
Old  :   848,191:    83,132     91,191    162,041    431,303    386,007    676,476    639,239:   171,715    208,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    33,881:    -9,702    -20,242     23,511     22,092     19,468     35,902     22,738:    -2,021     11,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       10.8       19.1       50.8       45.5       79.8       75.4:      20.2       24.6
Old  :     100.0:       9.8       10.8       19.1       50.8       45.5       79.8       75.4:      20.2       24.6
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  :       170:        38         39         49         77         74        141        136:
Old  :       170:        38         39         49         77         74        141        136:
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  :                 15.7       15.5       24.4       24.0       11.2        9.6       17.4       13.7
Old  :                 15.7       15.5       24.4       24.0       11.2        9.6       17.4       13.7
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, November 22, 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  :   687,220:    45,048    135,257     19,413    483,054    424,235    547,515    578,904:   139,705    108,316
Old  :   687,220:    45,048    135,257     19,413    483,054    424,235    547,515    578,904:   139,705    108,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    33,225:     2,519    -17,411         11     20,210     39,440     22,741     22,040:    10,484     11,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       19.7        2.8       70.3       61.7       79.7       84.2:      20.3       15.8
Old  :     100.0:       6.6       19.7        2.8       70.3       61.7       79.7       84.2:      20.3       15.8
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  :        97:        13         14         13         56         54         78         72:
Old  :        97:        13         14         13         56         54         78         72:
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  :                 22.9       37.7       36.7       53.5       18.8       34.0       28.9       48.8
Old  :                 22.9       37.7       36.7       53.5       18.8       34.0       28.9       48.8
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, November 22, 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  :     5,707:     2,910        642        988      1,435      3,890      5,333      5,520:       374        187
Old  :     5,707:     2,910        642        988      1,435      3,890      5,333      5,520:       374        187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       415:        70       -110         68        274        453        412        411:         3          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       11.2       17.3       25.1       68.2       93.4       96.7:       6.6        3.3
Old  :     100.0:      51.0       11.2       17.3       25.1       68.2       93.4       96.7:       6.6        3.3
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  :        35:        17          4          4          6         12         26         18:
Old  :        35:        17          4          4          6         12         26         18:
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  :                 49.6       65.5       68.9       84.5       39.7       53.4       52.5       63.3
Old  :                 49.6       65.5       68.9       84.5       39.7       53.4       52.5       63.3
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, November 22, 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  :   433,800:    83,758     56,244     90,914    207,220    253,808    381,892    400,966:    51,908     32,834
Old  :   405,134:    82,841     53,557     85,904    188,291    235,883    357,036    375,345:    48,098     29,790
Other:    28,666:     2,552      4,322      3,375     18,929     17,925     24,856     25,621:     3,810      3,045
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       823:     6,270     -1,047     -3,034     -4,587      7,201     -1,351      3,120:     2,174     -2,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       13.0       21.0       47.8       58.5       88.0       92.4:      12.0        7.6
Old  :     100.0:      20.4       13.2       21.2       46.5       58.2       88.1       92.6:      11.9        7.4
Other:     100.0:       8.9       15.1       11.8       66.0       62.5       86.7       89.4:      13.3       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        83         66        103        103         97        251        217:
Old  :       283:        86         66        101        103         96        248        216:
Other:        95:        21         16         29         41         24         76         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       30.8       20.7       38.5       12.2       26.8       17.6       31.7
Old  :                 14.0       31.6       21.6       39.6       13.3       28.7       18.5       33.9
Other:                 34.3       33.4       48.6       51.6       34.2       32.4       47.5       48.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,613:     1,781      6,044        784      7,398      3,735      9,963     10,564:     2,650      2,049
Old  :    12,604:     1,790      6,044        774      7,390      3,735      9,955     10,554:     2,649      2,049
Other:        10:         0          9          1          8          0          9         10:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       263:       -18         25         77        118        188        177        290:        86        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       47.9        6.2       58.7       29.6       79.0       83.8:      21.0       16.2
Old  :     100.0:      14.2       48.0        6.1       58.6       29.6       79.0       83.7:      21.0       16.3
Other:     100.0:       0.0       93.9        6.1       81.6        0.0       87.7      100.0:      12.3        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        19         24          9         26         15         48         46:
Old  :        74:        19         24          9         25         15         47         46:
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  :                 44.1       37.1       55.5       51.9       44.0       36.5       54.6       51.3
Old  :                 44.2       37.2       55.6       51.9       44.0       36.6       54.6       51.4
Other:                 87.7      100.0       87.7      100.0       81.6       93.9       81.6       93.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  : 1,239,714:   172,570    205,584    148,950    799,740    720,845  1,121,260  1,075,380:   118,454    164,334
Old  : 1,239,714:   172,570    205,584    148,950    799,740    720,845  1,121,260  1,075,380:   118,454    164,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    23,347:   -70,752    -23,426     63,643     20,603    -19,714     13,494     20,504:     9,853      2,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       16.6       12.0       64.5       58.1       90.4       86.7:       9.6       13.3
Old  :     100.0:      13.9       16.6       12.0       64.5       58.1       90.4       86.7:       9.6       13.3
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  :       244:        56         40         40        108        114        180        179:
Old  :       244:        56         40         40        108        114        180        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       27.2       29.8       36.3       14.3       21.4       22.3       27.2
Old  :                 19.5       27.2       29.8       36.3       14.3       21.4       22.3       27.2
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, November 22, 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  : 4,245,060:   508,777    540,726    942,327  2,405,153  2,187,465  3,856,257  3,670,517:   388,803    574,542
Old  : 4,245,060:   508,777    540,726    942,327  2,405,153  2,187,465  3,856,257  3,670,517:   388,803    574,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   153,419:   -37,539    -21,428    139,847     51,549     21,988    153,857    140,408:      -438     13,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       12.7       22.2       56.7       51.5       90.8       86.5:       9.2       13.5
Old  :     100.0:      12.0       12.7       22.2       56.7       51.5       90.8       86.5:       9.2       13.5
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  :       382:        87         80        116        174        187        316        328:
Old  :       382:        87         80        116        174        187        316        328:
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  :                 23.5       13.4       30.8       22.2       21.6       11.5       26.1       15.7
Old  :                 23.5       13.4       30.8       22.2       21.6       11.5       26.1       15.7
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, November 22, 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  :   305,342:    49,835     61,783      1,890    174,107    140,501    225,832    204,175:    79,510    101,167
Old  :   305,342:    49,835     61,783      1,890    174,107    140,501    225,832    204,175:    79,510    101,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    24,961:   -10,323      3,885        224     31,116     16,049     21,017     20,158:     3,944      4,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       20.2        0.6       57.0       46.0       74.0       66.9:      26.0       33.1
Old  :     100.0:      16.3       20.2        0.6       57.0       46.0       74.0       66.9:      26.0       33.1
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  :        44:         4          6          1         28         23         33         29:
Old  :        44:         4          6          1         28         23         33         29:
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  :                 41.8       33.0       54.5       46.5       41.6       32.4       54.3       45.9
Old  :                 41.8       33.0       54.5       46.5       41.6       32.4       54.3       45.9
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, November 22, 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  : 3,528,728:   349,033    627,373    374,615  2,505,455  2,102,391  3,229,103  3,104,378:   299,625    424,350
Old  : 3,528,728:   349,033    627,373    374,615  2,505,455  2,102,391  3,229,103  3,104,378:   299,625    424,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   276,939:   -20,354      3,335    113,798    158,127    129,842    251,571    246,975:    25,368     29,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       17.8       10.6       71.0       59.6       91.5       88.0:       8.5       12.0
Old  :     100.0:       9.9       17.8       10.6       71.0       59.6       91.5       88.0:       8.5       12.0
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  :       305:        49         73         68        128        156        218        256:
Old  :       305:        49         73         68        128        156        218        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       19.2       40.7       28.4       27.7       16.7       34.7       23.8
Old  :                 30.7       19.2       40.7       28.4       27.7       16.7       34.7       23.8
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, November 22, 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  :   958,770:    56,802    121,143    148,484    724,797    636,328    930,083    905,955:    28,687     52,816
Old  :   958,770:    56,802    121,143    148,484    724,797    636,328    930,083    905,955:    28,687     52,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    54,793:      -943      8,081     10,421     44,009     31,733     53,487     50,235:     1,306      4,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.6       15.5       75.6       66.4       97.0       94.5:       3.0        5.5
Old  :     100.0:       5.9       12.6       15.5       75.6       66.4       97.0       94.5:       3.0        5.5
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  :       135:        25         34         37         57         71        102        123:
Old  :       135:        25         34         37         57         71        102        123:
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       23.2       47.5       37.0       19.0       13.0       31.2       20.6
Old  :                 28.6       23.2       47.5       37.0       19.0       13.0       31.2       20.6
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, November 22, 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  :    68,402:    40,207      8,562      2,099     16,625     45,049     58,931     55,711:     9,471     12,691
Old  :    68,402:    40,207      8,562      2,099     16,625     45,049     58,931     55,711:     9,471     12,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     5,294:     2,271        826        151      1,835      4,596      4,257      5,574:     1,037       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       12.5        3.1       24.3       65.9       86.2       81.4:      13.8       18.6
Old  :     100.0:      58.8       12.5        3.1       24.3       65.9       86.2       81.4:      13.8       18.6
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  :       121:        42         28          7         30         33         76         64:
Old  :       121:        42         28          7         30         33         76         64:
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  :                 31.1       31.1       42.2       45.1       31.0       31.1       41.5       44.8
Old  :                 31.1       31.1       42.2       45.1       31.0       31.1       41.5       44.8
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, November 22, 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  :   136,804:    80,414     17,125      4,198     33,250     90,099    117,862    111,422:    18,942     25,382
Old  :   136,804:    80,414     17,125      4,198     33,250     90,099    117,862    111,422:    18,942     25,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    10,588:     4,542      1,652        302      3,669      9,192      8,514     11,147:     2,074       -559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       12.5        3.1       24.3       65.9       86.2       81.4:      13.8       18.6
Old  :     100.0:      58.8       12.5        3.1       24.3       65.9       86.2       81.4:      13.8       18.6
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  :       121:        42         28          7         30         33         76         64:
Old  :       121:        42         28          7         30         33         76         64:
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  :                 31.1       31.1       42.2       45.1       31.0       31.1       41.5       44.8
Old  :                 31.1       31.1       42.2       45.1       31.0       31.1       41.5       44.8
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, November 22, 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  :    17,719:    14,978     17,328        369      2,237          4     17,584     17,701:       135         18
Old  :    17,719:    14,978     17,328        369      2,237          4     17,584     17,701:       135         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,039:       142      1,079        -20        886          0      1,008      1,059:        31        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.5       97.8        2.1       12.6        0.0       99.2       99.9:       0.8        0.1
Old  :     100.0:      84.5       97.8        2.1       12.6        0.0       99.2       99.9:       0.8        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  :        37:        22         13          1          2          1         25         14:
Old  :        37:        22         13          1          2          1         25         14:
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  :                 56.4       67.2       77.8       92.2       56.4       67.2       77.7       90.1
Old  :                 56.4       67.2       77.8       92.2       56.4       67.2       77.7       90.1
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, November 22, 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  :    30,685:    15,315      4,921        242     15,089     25,266     30,646     30,429:        39        256
Old  :    30,685:    15,315      4,921        242     15,089     25,266     30,646     30,429:        39        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -1,816:    -1,511       -222        197       -513     -1,775     -1,827     -1,800:        11        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       16.0        0.8       49.2       82.3       99.9       99.2:       0.1        0.8
Old  :     100.0:      49.9       16.0        0.8       49.2       82.3       99.9       99.2:       0.1        0.8
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  :        44:         7         13          1          4         21         11         35:
Old  :        44:         7         13          1          4         21         11         35:
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  :                 90.8       50.2       98.4       72.9       90.8       50.2       97.5       72.9
Old  :                 90.8       50.2       98.4       72.9       90.8       50.2       97.5       72.9
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, November 22, 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  :    39,284:    35,195      1,410        136      3,950     37,663     39,281     39,209:         3         75
Old  :    39,284:    35,195      1,410        136      3,950     37,663     39,281     39,209:         3         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -346:      -325     -1,756          0          1      1,463       -324       -293:       -22        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.6        3.6        0.3       10.1       95.9      100.0       99.8:       0.0        0.2
Old  :     100.0:      89.6        3.6        0.3       10.1       95.9      100.0       99.8:       0.0        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  :        35:        13          6          1          3         14         16         21:
Old  :        35:        13          6          1          3         14         16         21:
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  :                 89.3       73.9       96.6       92.2       89.3       73.9       95.5       92.2
Old  :                 89.3       73.9       96.6       92.2       89.3       73.9       95.5       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 25, 2016