WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      526,618
COMMITMENTS
 121,778  223,976  147,551  201,897  109,026  471,226  480,553   55,391   46,065

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -30,371)
   2,560   17,301  -27,230   -1,990  -20,324  -26,659  -30,253   -3,712     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     42.5     28.0     38.3     20.7     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
     166      147      136      133      116      362      343                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      237,786
COMMITMENTS
  76,439   91,384   34,024  105,377   88,678  215,840  214,086   21,946   23,700

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -11,539)
    -408    4,105   -5,190   -4,400   -9,887   -9,999  -10,972   -1,541     -567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     38.4     14.3     44.3     37.3     90.8     90.0      9.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      66       66       59       86       73      180      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,708,372
COMMITMENTS
 348,838  401,462  444,033  732,162  615,854  1525034  1461350  183,338  247,022

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:   -181,012)
  -5,076   16,857 -109,046  -61,523  -87,729 -175,646 -179,917   -5,367   -1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     23.5     26.0     42.9     36.0     89.3     85.5     10.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      830)
     214      190      243      326      334      669      663                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,313
COMMITMENTS
   2,926    4,471    1,094    5,148    4,552    9,167   10,117    3,145    2,196

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         93)
     181       84        4      191      109      377      197     -284     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     36.3      8.9     41.8     37.0     74.5     82.2     25.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       16        8       15       11       30       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      853,978
COMMITMENTS
 181,826   60,392  242,320  377,984  441,683  802,130  744,394   51,848  109,584

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -78,744)
 -30,319    6,357  -50,353    5,341  -43,412  -75,331  -87,408   -3,413    8,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      7.1     28.4     44.3     51.7     93.9     87.2      6.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     188      185      224      186      247      500      543                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       32,067
COMMITMENTS
   8,713    3,188      163       15   10,948    8,891   14,299   23,176   17,768

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -988)
  -2,272     -487      -26        1     -193   -2,297     -706    1,309     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      9.9      0.5      0.0     34.1     27.7     44.6     72.3     55.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        9        5        3       29        8       41                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      438,276
COMMITMENTS
 141,292   37,081  105,547  153,122  271,461  399,960  414,089   38,316   24,187

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -23,490)
  11,245    2,353  -18,218  -17,461   -8,981  -24,434  -24,845      944    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2      8.5     24.1     34.9     61.9     91.3     94.5      8.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     119       62      121       79       80      266      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      644,079
COMMITMENTS
 120,009   82,595   43,233  317,245  368,943  480,488  494,771  163,591  149,308

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -51,671)
 -26,067   -3,655  -23,442    1,465  -21,270  -48,044  -48,368   -3,627   -3,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     12.8      6.7     49.3     57.3     74.6     76.8     25.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      36       20       29       66       65      113      103                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      644,710
COMMITMENTS
  50,123  164,793   18,195  450,480  375,288  518,798  558,276  125,912   86,434

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     27,836)
   5,867    3,815    8,575   23,865   22,962   38,307   35,352  -10,471   -7,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     25.6      2.8     69.9     58.2     80.5     86.6     19.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      16       14       13       58       56       83       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,391
COMMITMENTS
   1,525      701    1,116    1,574    2,336    4,215    4,153      176      238

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        189)
    -176       -1       57      290       40      171       96       18       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     16.0     25.4     35.8     53.2     96.0     94.6      4.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        4        8        8       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      403,445
COMMITMENTS
  94,810   31,971   76,515  190,321  263,322  361,646  371,808   41,799   31,636

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -33,467)
  -1,265    3,130  -19,624   -8,738  -20,379  -29,627  -36,874   -3,839    3,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      7.9     19.0     47.2     65.3     89.6     92.2     10.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      77       59       73      101       94      226      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,986
COMMITMENTS
   2,227    4,611      611    6,068    3,728    8,907    8,950    2,080    2,036

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -250)
     102      355     -125     -192     -396     -215     -166      -35      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     42.0      5.6     55.2     33.9     81.1     81.5     18.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       25        8       21       13       44       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,131,325
COMMITMENTS
 287,448  222,916   65,317  661,904  691,429  1014669  979,661  116,656  151,664

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -51,705)
  -7,376   -2,168  -27,915   -7,360  -19,933  -42,652  -50,016   -9,053   -1,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     19.7      5.8     58.5     61.1     89.7     86.6     10.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      56       50       46       91      110      168      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,204,409
COMMITMENTS
 617,261  496,345  275,045  1947843  1967374  2840148  2738763  364,261  465,646

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:   -102,495)
  69,950    8,227  -89,076  -61,474  -22,410  -80,600 -103,258  -21,895      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     15.5      8.6     60.8     61.4     88.6     85.5     11.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      89       79       99      146      162      281      294                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      208,119
COMMITMENTS
  32,731   14,062    2,304  117,096  103,981  152,131  120,347   55,988   87,772

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     15,096)
     826      341     -190   16,259    8,208   16,895    8,359   -1,799    6,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      6.8      1.1     56.3     50.0     73.1     57.8     26.9     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       21       18       24       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,080,867
COMMITMENTS
 399,693  527,792  200,914  2223347  1986459  2823954  2715165  256,913  365,702

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -77,214)
 -20,885  -44,482  -57,257   35,881   18,862  -42,262  -82,878  -34,953    5,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     17.1      6.5     72.2     64.5     91.7     88.1      8.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      59       68       62      115      150      207      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,023,280
COMMITMENTS
  63,754  108,470  179,750  759,675  649,314  1003179  937,533   20,101   85,746

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    102,372)
  -3,911  -16,379   16,436   90,170   66,876  102,694   66,932     -323   35,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     10.6     17.6     74.2     63.5     98.0     91.6      2.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      17       42       40       58       74      101      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       73,808
COMMITMENTS
  46,423    7,507    1,373   17,745   54,522   65,541   63,402    8,267   10,406

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -306)
    -115     -755      128     -106      386      -93     -241     -214      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     10.2      1.9     24.0     73.9     88.8     85.9     11.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      47       27       11       28       30       82       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      147,616
COMMITMENTS
  92,846   15,014    2,746   35,490  109,045  131,082  126,804   16,534   20,812

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -613)
    -229   -1,511      256     -212      772     -185     -482     -428     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     10.2      1.9     24.0     73.9     88.8     85.9     11.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      47       27       11       28       30       82       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,379
COMMITMENTS
  19,750   22,510      860    2,600        0   23,210   23,370      169        9

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,503)
   2,391    2,380      119        0        0    2,510    2,499       -7        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.5     96.3      3.7     11.1      0.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      23        9        2        1        0       25       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,250
COMMITMENTS
  15,577    8,746      219   12,361   19,122   28,157   28,087       93      163

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,017)
     976       52      -29       58      980    1,005    1,003       12       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.1     31.0      0.8     43.8     67.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       13        2        6       19       17       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,097
COMMITMENTS
  26,460    5,482        0   10,572   31,484   37,032   36,966       65      131

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        572)
       6       -3      -49      613      583      570      531        2       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.3     14.8      0.0     28.5     84.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       10        0        5       10       15       20                  



Updated September 2, 2016