WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   546,827:   137,972    214,914    159,272    199,136    128,714    496,380    502,900:    50,447     43,927
Old  :   424,001:   124,183    195,217    115,925    144,863     80,359    384,972    391,501:    39,029     32,499
Other:   122,826:    36,989     42,896     20,147     54,272     48,356    111,408    111,399:    11,418     11,427
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     9,806:    10,434    -15,372      5,161     -3,970     21,191     11,625     10,980:    -1,818     -1,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       39.3       29.1       36.4       23.5       90.8       92.0:       9.2        8.0
Old  :     100.0:      29.3       46.0       27.3       34.2       19.0       90.8       92.3:       9.2        7.7
Other:     100.0:      30.1       34.9       16.4       44.2       39.4       90.7       90.7:       9.3        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       148        167        148        119        106        356        340:
Old  :       444:       162        142        122        112         94        332        301:
Other:       242:        54         83         58         63         82        150        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9        8.8       18.0       16.7        7.6        8.3       13.0       15.3
Old  :                 10.0       10.7       17.5       20.5        7.0       10.4       12.7       19.4
Other:                 22.5       16.0       34.6       26.6       21.8       15.3       31.1       24.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   265,726:    96,230    102,744     40,245    104,780     98,673    241,255    241,662:    24,471     24,064
Old  :   178,715:    83,246     99,052     14,750     63,461     48,778    161,457    162,580:    17,258     16,135
Other:    87,011:    34,754     25,462      3,725     41,319     49,895     79,798     79,082:     7,213      7,929
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     3,303:        99      7,926     -4,779      6,358         68      1,678      3,214:     1,625         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       38.7       15.1       39.4       37.1       90.8       90.9:       9.2        9.1
Old  :     100.0:      46.6       55.4        8.3       35.5       27.3       90.3       91.0:       9.7        9.0
Other:     100.0:      39.9       29.3        4.3       47.5       57.3       91.7       90.9:       8.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        77         70         65         93         82        201        197:
Old  :       255:        73         69         41         82         70        171        166:
Other:       166:        43         31         23         65         61        120        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       18.2       25.3       28.4       13.0       16.9       23.0       26.7
Old  :                 17.4       18.4       28.9       31.5       17.3       18.3       28.5       30.6
Other:                 25.1       33.9       36.9       48.9       25.1       32.6       36.9       46.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  : 1,483,182:   347,469    289,354    319,571    640,558    661,734  1,307,597  1,270,659:   175,585    212,523
Old  : 1,307,916:   329,390    283,762    265,579    560,970    583,049  1,155,939  1,132,390:   151,977    175,527
Other:   175,266:    44,540     32,055     27,530     79,588     78,685    151,658    138,270:    23,608     36,996
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :       607:     3,046      1,160        791        383       -897      4,220      1,053:    -3,613       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       19.5       21.5       43.2       44.6       88.2       85.7:      11.8       14.3
Old  :     100.0:      25.2       21.7       20.3       42.9       44.6       88.4       86.6:      11.6       13.4
Other:     100.0:      25.4       18.3       15.7       45.4       44.9       86.5       78.9:      13.5       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       750:       178        156        196        317        347        598        609:
Old  :       745:       178        162        181        312        332        585        583:
Other:       426:        57         73         49        101        251        180        354:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       12.6       18.1       18.6        9.9       11.0       16.0       15.8
Old  :                 12.1       13.4       19.0       19.6       11.4       12.2       18.0       16.9
Other:                 22.0       15.2       33.2       23.3       19.7       11.5       29.5       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :     8,738:     1,603      2,003        888      3,834      4,738      6,324      7,629:     2,413      1,109
Old  :     8,385:     1,556      1,947        852      3,601      4,539      6,009      7,339:     2,376      1,047
Other:       352:        47         56         35        233        199        315        290:        37         62
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :         8:       -88       -106        -37         31        164        -94         21:       102        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       22.9       10.2       43.9       54.2       72.4       87.3:      27.6       12.7
Old  :     100.0:      18.6       23.2       10.2       42.9       54.1       71.7       87.5:      28.3       12.5
Other:     100.0:      13.4       16.0       10.0       66.1       56.4       89.5       82.4:      10.5       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12          8          8         16         11         32         23:
Old  :        37:        14          5          8         16         11         32         22:
Other:        15:         2          4          2          5          7          8         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.2       48.3       44.8       69.2       30.0       48.2       38.5       63.0
Old  :                 33.2       48.3       44.8       69.8       29.9       48.2       38.8       63.6
Other:                 77.7       63.5       89.5       76.4       73.8       58.5       74.5       66.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   880,522:   240,372     68,581    210,886    373,030    476,572    824,288    756,038:    56,234    124,484
Old  :   779,142:   228,123     69,943    173,631    328,152    438,518    729,906    682,091:    49,237     97,051
Other:   101,379:    33,147     19,536     16,357     44,878     38,054     94,382     73,947:     6,998     27,432
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    13,688:    -4,740        662     17,325      5,691       -470     18,277     17,517:    -4,589     -3,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        7.8       24.0       42.4       54.1       93.6       85.9:       6.4       14.1
Old  :     100.0:      29.3        9.0       22.3       42.1       56.3       93.7       87.5:       6.3       12.5
Other:     100.0:      32.7       19.3       16.1       44.3       37.5       93.1       72.9:       6.9       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       676:       204        164        259        191        244        550        551:
Old  :       670:       198        173        242        182        241        528        538:
Other:       360:        87         69         58         77        162        189        269:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       11.5       18.4       19.7        8.3        8.9       14.6       14.4
Old  :                 11.9       12.8       19.7       21.1        9.0       10.1       16.0       16.4
Other:                 18.4       22.0       29.8       31.1       16.4       19.7       25.7       26.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   437,906:   157,010     26,704     88,054    145,462    295,492    390,526    410,249:    47,380     27,657
Old  :   418,007:   155,152     30,067     81,815    136,867    279,863    373,834    391,745:    44,173     26,262
Other:    19,899:     6,544      1,322      1,553      8,595     15,629     16,692     18,504:     3,207      1,395
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -29,414:    -7,238      5,173    -13,794     -5,452    -21,755    -26,483    -30,376:    -2,931        961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        6.1       20.1       33.2       67.5       89.2       93.7:      10.8        6.3
Old  :     100.0:      37.1        7.2       19.6       32.7       67.0       89.4       93.7:      10.6        6.3
Other:     100.0:      32.9        6.6        7.8       43.2       78.5       83.9       93.0:      16.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       122         64        106         80         81        264        209:
Old  :       312:       121         71        104         80         80        262        207:
Other:        81:        24         13         15         28         27         62         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       33.5       18.4       43.2       10.7       32.5       17.5       41.8
Old  :                 11.9       33.7       19.1       43.3       11.2       32.9       18.2       42.1
Other:                 27.8       46.9       43.0       63.6       27.8       44.8       43.0       60.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   755,427:    88,896     97,622     96,557    423,199    381,722    608,652    575,900:   146,775    179,527
Old  :   755,427:    88,896     97,622     96,557    423,199    381,722    608,652    575,900:   146,775    179,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    43,720:    15,203    -11,730     14,175     18,773     41,075     48,152     43,521:    -4,431        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.9       12.8       56.0       50.5       80.6       76.2:      19.4       23.8
Old  :     100.0:      11.8       12.9       12.8       56.0       50.5       80.6       76.2:      19.4       23.8
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  :       163:        32         40         41         73         77        127        136:
Old  :       163:        32         40         41         73         77        127        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  :                 18.2       15.7       29.5       23.6       15.3       12.0       24.1       17.2
Old  :                 18.2       15.7       29.5       23.6       15.3       12.0       24.1       17.2
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, December 13, 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  :   680,097:    63,580    128,083      1,403    506,063    441,136    571,046    570,622:   109,051    109,475
Old  :   680,097:    63,580    128,083      1,403    506,063    441,136    571,046    570,622:   109,051    109,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    18,674:     6,162      3,488     -1,468     15,607     14,106     20,301     16,125:    -1,626      2,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.8        0.2       74.4       64.9       84.0       83.9:      16.0       16.1
Old  :     100.0:       9.3       18.8        0.2       74.4       64.9       84.0       83.9:      16.0       16.1
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  :       103:        15         13          7         55         58         73         75:
Old  :       103:        15         13          7         55         58         73         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       34.2       37.4       48.6       20.7       34.2       31.1       48.5
Old  :                 23.8       34.2       37.4       48.6       20.7       34.2       31.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :     5,200:     2,885        326      1,065        777      3,539      4,727      4,930:       473        270
Old  :     5,200:     2,885        326      1,065        777      3,539      4,727      4,930:       473        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :      -357:        43       -339        161       -581       -232       -377       -410:        20         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5        6.3       20.5       14.9       68.1       90.9       94.8:       9.1        5.2
Old  :     100.0:      55.5        6.3       20.5       14.9       68.1       90.9       94.8:       9.1        5.2
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  :        32:        16          3          3          5         13         22         18:
Old  :        32:        16          3          3          5         13         22         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  :                 45.9       60.7       71.0       80.3       36.5       44.7       48.3       54.5
Old  :                 45.9       60.7       71.0       80.3       36.5       44.7       48.3       54.5
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, December 13, 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  :   393,368:    84,446     51,548     73,751    185,065    237,728    343,262    363,028:    50,105     30,340
Old  :   360,264:    83,767     49,797     67,375    163,490    215,123    314,632    332,295:    45,632     27,970
Other:    33,103:     2,923      3,995      4,133     21,575     22,605     28,630     30,733:     4,473      2,370
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :        60:    -2,989      4,119      8,405     -3,192    -11,685      2,224        839:    -2,164       -779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       13.1       18.7       47.0       60.4       87.3       92.3:      12.7        7.7
Old  :     100.0:      23.3       13.8       18.7       45.4       59.7       87.3       92.2:      12.7        7.8
Other:     100.0:       8.8       12.1       12.5       65.2       68.3       86.5       92.8:      13.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        83         54        104         99         97        239        219:
Old  :       276:        86         54        103         99         97        238        218:
Other:       100:        16         19         30         49         26         85         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  :                 13.1       32.6       19.7       40.4       11.9       29.0       17.9       35.0
Old  :                 13.7       33.9       20.8       42.0       13.1       31.7       19.6       37.9
Other:                 35.4       31.5       49.4       50.3       33.6       31.2       47.6       48.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :    13,203:     1,941      5,469      1,552      7,207      4,130     10,699     11,151:     2,504      2,052
Old  :    13,189:     1,946      5,469      1,542      7,199      4,126     10,687     11,137:     2,502      2,052
Other:        14:         4          9          1          8          4         13         14:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :       246:       120       -169        486       -114         61        492        377:      -246       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       41.4       11.8       54.6       31.3       81.0       84.5:      19.0       15.5
Old  :     100.0:      14.8       41.5       11.7       54.6       31.3       81.0       84.4:      19.0       15.6
Other:     100.0:      28.2       67.1        4.7       57.7       28.2       90.6      100.0:       9.4        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        19         26         17         25         16         55         53:
Old  :        81:        19         26         17         24         16         54         53:
Other:         5:         1          2          1          1          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       35.9       53.1       50.7       40.5       35.5       50.9       48.9
Old  :                 40.7       36.0       53.2       50.8       40.6       35.6       50.9       49.0
Other:                 90.6      100.0       90.6      100.0       85.9       95.3       85.9       95.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  : 1,172,322:   193,429    206,097    109,034    769,963    708,598  1,072,426  1,023,729:    99,896    148,593
Old  : 1,172,322:   193,429    206,097    109,034    769,963    708,598  1,072,426  1,023,729:    99,896    148,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -19,881:       396       -450    -12,330     -4,953     -5,762    -16,886    -18,542:    -2,994     -1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       17.6        9.3       65.7       60.4       91.5       87.3:       8.5       12.7
Old  :     100.0:      16.5       17.6        9.3       65.7       60.4       91.5       87.3:       8.5       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  :       232:        50         42         37         95        107        163        168:
Old  :       232:        50         42         37         95        107        163        168:
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  :                 19.7       27.8       32.0       38.4       15.3       23.6       24.9       30.3
Old  :                 19.7       27.8       32.0       38.4       15.3       23.6       24.9       30.3
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, December 13, 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  : 3,803,730:   435,050    752,235    533,708  2,490,436  1,994,183  3,459,193  3,280,125:   344,536    523,604
Old  : 3,803,730:   435,050    752,235    533,708  2,490,436  1,994,183  3,459,193  3,280,125:   344,536    523,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   164,289:   -34,219     33,651     76,012    109,722     72,309    151,516    181,973:    12,774    -17,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       19.8       14.0       65.5       52.4       90.9       86.2:       9.1       13.8
Old  :     100.0:      11.4       19.8       14.0       65.5       52.4       90.9       86.2:       9.1       13.8
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  :       397:        71        112        119        171        185        318        340:
Old  :       397:        71        112        119        171        185        318        340:
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  :                 28.4       12.7       38.0       19.8       26.0       10.5       33.3       14.8
Old  :                 28.4       12.7       38.0       19.8       26.0       10.5       33.3       14.8
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, December 13, 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  :   297,897:    53,748     33,964        364    179,216    160,291    233,329    194,619:    64,568    103,278
Old  :   297,897:    53,748     33,964        364    179,216    160,291    233,329    194,619:    64,568    103,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :   -14,152:      -381    -26,820     -2,787       -136     13,267     -3,305    -16,340:   -10,847      2,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       11.4        0.1       60.2       53.8       78.3       65.3:      21.7       34.7
Old  :     100.0:      18.0       11.4        0.1       60.2       53.8       78.3       65.3:      21.7       34.7
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  :        54:         7          4          2         32         32         40         37:
Old  :        54:         7          4          2         32         32         40         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       27.0       56.8       38.6       40.1       26.3       56.4       37.7
Old  :                 40.5       27.0       56.8       38.6       40.1       26.3       56.4       37.7
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, December 13, 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  : 3,106,018:   313,450    619,801    200,451  2,355,846  1,918,195  2,869,747  2,738,447:   236,270    367,570
Old  : 3,106,018:   313,450    619,801    200,451  2,355,846  1,918,195  2,869,747  2,738,447:   236,270    367,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    61,881:     8,796     15,250        372     62,873     59,099     72,042     74,721:   -10,160    -12,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       20.0        6.5       75.8       61.8       92.4       88.2:       7.6       11.8
Old  :     100.0:      10.1       20.0        6.5       75.8       61.8       92.4       88.2:       7.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        44         77         66        123        144        209        245:
Old  :       297:        44         77         66        123        144        209        245:
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  :                 37.9       21.2       48.2       31.2       34.5       20.7       43.7       30.3
Old  :                 37.9       21.2       48.2       31.2       34.5       20.7       43.7       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   952,303:   101,157    179,150    126,853    695,405    599,004    923,414    905,007:    28,888     47,296
Old  :   952,303:   101,157    179,150    126,853    695,405    599,004    923,414    905,007:    28,888     47,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    64,674:    16,860     35,612     11,124     37,985     17,949     65,969     64,685:    -1,295        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       18.8       13.3       73.0       62.9       97.0       95.0:       3.0        5.0
Old  :     100.0:      10.6       18.8       13.3       73.0       62.9       97.0       95.0:       3.0        5.0
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  :       124:        27         25         32         56         64         97        108:
Old  :       124:        27         25         32         56         64         97        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       24.8       47.5       39.6       17.7       18.5       31.4       27.4
Old  :                 30.9       24.8       47.5       39.6       17.7       18.5       31.4       27.4
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, December 13, 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  :    86,345:    36,703      7,016      2,579     37,455     64,491     76,736     74,086:     9,609     12,259
Old  :    86,345:    36,703      7,016      2,579     37,455     64,491     76,736     74,086:     9,609     12,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    13,901:    -6,820     -1,563      1,295     19,327     13,944     13,802     13,676:       100        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        8.1        3.0       43.4       74.7       88.9       85.8:      11.1       14.2
Old  :     100.0:      42.5        8.1        3.0       43.4       74.7       88.9       85.8:      11.1       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        43         23         15         39         42         90         74:
Old  :       127:        43         23         15         39         42         90         74:
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  :                 23.7       27.7       39.8       44.7       23.2       22.5       33.7       33.6
Old  :                 23.7       27.7       39.8       44.7       23.2       22.5       33.7       33.6
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, December 13, 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  :   172,690:    73,405     14,032      5,157     74,910    128,982    153,472    148,171:    19,218     24,519
Old  :   172,690:    73,405     14,032      5,157     74,910    128,982    153,472    148,171:    19,218     24,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :    27,803:   -13,640     -3,126      2,589     38,653     27,888     27,603     27,351:       200        452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        8.1        3.0       43.4       74.7       88.9       85.8:      11.1       14.2
Old  :     100.0:      42.5        8.1        3.0       43.4       74.7       88.9       85.8:      11.1       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        43         23         15         39         42         90         74:
Old  :       127:        43         23         15         39         42         90         74:
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  :                 23.7       27.7       39.8       44.7       23.2       22.5       33.7       33.6
Old  :                 23.7       27.7       39.8       44.7       23.2       22.5       33.7       33.6
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, December 13, 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  :    25,364:    14,623     23,020      1,466      8,321          0     24,410     24,486:       954        878
Old  :    25,364:    14,623     23,020      1,466      8,321          0     24,410     24,486:       954        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     2,567:    -2,291        643      1,097      2,944         -4      1,750      1,736:       817        831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       90.8        5.8       32.8        0.0       96.2       96.5:       3.8        3.5
Old  :     100.0:      57.7       90.8        5.8       32.8        0.0       96.2       96.5:       3.8        3.5
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  :        33:        18         12          3          3          0         23         13:
Old  :        33:        18         12          3          3          0         23         13:
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  :                 57.3       76.6       84.0       92.9       57.3       75.5       80.9       88.7
Old  :                 57.3       76.6       84.0       92.9       57.3       75.5       80.9       88.7
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, December 13, 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  :    35,603:    17,900      6,150        272     17,410     28,916     35,582     35,338:        21        265
Old  :    35,603:    17,900      6,150        272     17,410     28,916     35,582     35,338:        21        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     3,355:     1,776      1,306        -20      1,640      2,069      3,396      3,355:       -41          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       17.3        0.8       48.9       81.2       99.9       99.3:       0.1        0.7
Old  :     100.0:      50.3       17.3        0.8       48.9       81.2       99.9       99.3:       0.1        0.7
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  :        45:         6         13          1          5         23         11         37:
Old  :        45:         6         13          1          5         23         11         37:
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  :                 89.1       45.5       98.1       68.4       84.4       43.9       89.8       64.0
Old  :                 89.1       45.5       98.1       68.4       84.4       43.9       89.8       64.0
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, December 13, 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  :    56,836:    49,701      2,065        175      6,938     54,502     56,814     56,742:        22         94
Old  :    56,836:    49,701      2,065        175      6,938     54,502     56,814     56,742:        22         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2016                     :
     :     4,098:     2,504         75         39      1,549      4,000      4,092      4,114:         6        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.4        3.6        0.3       12.2       95.9      100.0       99.8:       0.0        0.2
Old  :     100.0:      87.4        3.6        0.3       12.2       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:        10          7          1          5         16         15         24:
Old  :        35:        10          7          1          5         16         15         24:
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  :                 93.0       74.5       98.0       90.6       88.2       74.1       92.1       87.4
Old  :                 93.0       74.5       98.0       90.6       88.2       74.1       92.1       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 16, 2016