WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      556,437
COMMITMENTS
 127,447  229,834  163,609  210,633  119,510  501,690  512,953   54,747   43,484

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      8,844)
     675   -7,140    5,239    4,388   12,627   10,302   10,726   -1,458   -1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     41.3     29.4     37.9     21.5     90.2     92.2      9.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     172      154      143      140      120      378      358                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,207
COMMITMENTS
  76,673   89,319   33,098  110,504   95,674  220,275  218,091   21,932   24,115

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -475)
    -167   -3,192   -1,589    1,564    3,720     -192   -1,061     -283      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     36.9     13.7     45.6     39.5     90.9     90.0      9.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      71       59       59       88       79      186      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,698,121
COMMITMENTS
 339,007  381,321  446,624  730,813  624,433  1516443  1452378  181,677  245,743

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -19,760)
   3,970  -37,218      912  -16,463    2,735  -11,580  -33,570   -8,180   13,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     22.5     26.3     43.0     36.8     89.3     85.5     10.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      805)
     200      188      237      319      333      645      652                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,294
COMMITMENTS
   2,699    4,815    1,102    5,083    4,161    8,885   10,078    3,409    2,216

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        165)
     -83       77        4      181      132      102      213       63      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     39.2      9.0     41.3     33.8     72.3     82.0     27.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       17        7       15       12       29       35                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      858,674
COMMITMENTS
 162,077   66,510  261,573  380,561  417,491  804,211  745,574   54,463  113,099

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      7,732)
  -5,394    2,061   11,292    1,264   -9,100    7,162    4,253      570    3,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      7.7     30.5     44.3     48.6     93.7     86.8      6.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     185      188      241      191      242      510      557                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,350
COMMITMENTS
   8,944    3,323       99       15   10,816    9,058   14,238   22,292   17,112

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -529)
     195       -4     -101        0     -171       94     -276     -623     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     10.6      0.3      0.0     34.5     28.9     45.4     71.1     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       10        4        3       28        7       41                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      438,014
COMMITMENTS
 137,021   38,091  105,631  156,689  265,583  399,340  409,306   38,674   28,709

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,939)
  -3,302    3,616      804    4,342   -8,564    1,843   -4,144   -3,783    2,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      8.7     24.1     35.8     60.6     91.2     93.4      8.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     106       64      119       81       76      257      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      699,227
COMMITMENTS
 107,618   89,254   91,894  333,505  363,661  533,016  544,809  166,211  154,418

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     66,715)
 -10,671    4,828   42,997   31,424   18,374   63,750   66,198    2,965      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     12.8     13.1     47.7     52.0     76.2     77.9     23.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      43       32       45       67       69      128      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,653
COMMITMENTS
  46,897  161,563   12,166  423,149  343,406  482,212  517,135  125,441   90,518

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -9,296)
   2,638   -5,224   -1,955   -9,795    1,204   -9,113   -5,975     -184   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     26.6      2.0     69.6     56.5     79.4     85.1     20.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13       16        8       54       51       74       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,523
COMMITMENTS
   1,649      586    1,098    1,496    2,558    4,243    4,242      280      281

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -141)
    -127     -192      -32      -68       19     -227     -205       86       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     13.0     24.3     33.1     56.6     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        5        3        8        9       19       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      420,612
COMMITMENTS
  86,611   36,421   84,889  203,008  265,922  374,509  387,233   46,103   33,379

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      7,463)
  -2,391   -1,939    4,110    4,223    3,980    5,942    6,151    1,521    1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      8.7     20.2     48.3     63.2     89.0     92.1     11.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      71       72       89      100       94      230      207                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,186
COMMITMENTS
   2,361    5,356    1,017    6,434    3,702    9,812   10,075    2,374    2,111

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        583)
      35      223      224       38      -35      297      412      285      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     44.0      8.3     52.8     30.4     80.5     82.7     19.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       25       13       25       16       55       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      999,025
COMMITMENTS
 238,499  201,357   56,513  586,960  586,709  881,972  844,579  117,053  154,446

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -71,579)
 -20,589  -28,635    3,266  -55,057  -53,847  -72,381  -79,217      802    7,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     20.2      5.7     58.8     58.7     88.3     84.5     11.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      55       46       45       88      108      162      180                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,319,301
COMMITMENTS
 637,288  564,873  300,448  2004890  1959668  2942626  2824989  376,675  494,312

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     83,496)
 -17,279   39,260   42,093   54,566  -41,449   79,380   39,903    4,116   43,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     17.0      9.1     60.4     59.0     88.7     85.1     11.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      91       78      100      152      164      288      297                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      209,841
COMMITMENTS
  47,641   23,358    1,252  100,345   92,470  149,238  117,080   60,603   92,761

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,062)
  -3,557    4,897      221    4,756   -8,559    1,419   -3,441     -357    4,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     11.1      0.6     47.8     44.1     71.1     55.8     28.9     44.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        1       21       17       24       23                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,963,335
COMMITMENTS
 361,482  584,253  164,792  2178384  1850062  2704658  2599107  258,676  364,228

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -7,107)
 -19,242   36,666   -1,866   21,131  -45,837       22  -11,037   -7,130    3,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     19.7      5.6     73.5     62.4     91.3     87.7      8.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      53       68       57      115      148      201      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,048,414
COMMITMENTS
  74,893  130,207  233,112  719,481  624,675  1027485  987,994   20,928   60,419

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     53,538)
  11,441    5,150   15,221   28,187   29,194   54,849   49,565   -1,311    3,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     12.4     22.2     68.6     59.6     98.0     94.2      2.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      21       50       40       57       77      101      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,765
COMMITMENTS
  38,666    9,245    1,809   30,579   59,281   71,053   70,335    8,711    9,430

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      4,828)
  -8,829    1,086      570   13,276    4,008    5,017    5,663     -188     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     11.6      2.3     38.3     74.3     89.1     88.2     10.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       24       10       39       34       90       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      159,529
COMMITMENTS
  77,332   18,491    3,617   61,157  118,562  142,107  140,670   17,422   18,859

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      9,657)
 -17,658    2,171    1,139   26,552    8,015   10,034   11,326     -377   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     11.6      2.3     38.3     74.3     89.1     88.2     10.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       24       10       39       34       90       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,947
COMMITMENTS
  15,989   18,978      580    2,911        0   19,480   19,558    1,467    1,389

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,446)
     371      109      -42     -231        0       98       67    1,348    1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.3     90.6      2.8     13.9      0.0     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      23       11        2        1        0       25       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,986
COMMITMENTS
  13,783    8,368      407   12,427   17,991   26,617   26,766      369      220

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,516)
  -2,043     -603      156      243   -1,175   -1,644   -1,622      128      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1     31.0      1.5     46.0     66.7     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       10        3        6       18       18       30                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,998
COMMITMENTS
  30,367    5,155       52    8,516   33,695   38,935   38,902       63       96

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:         42)
     528     -468       52     -492      485       88       69      -46      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.9     13.2      0.1     21.8     86.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        7        2        4       10       17       19                  



Updated September 16, 2016