WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      537,020
COMMITMENTS
 127,538  230,285  154,111  203,106  107,524  484,755  491,920   52,265   45,100

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     16,473)
  -2,266     -962   14,734    1,534    3,832   14,001   17,604    2,472   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     42.9     28.7     37.8     20.0     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     146      182      146      126       99      360      348                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,423
COMMITMENTS
  96,131   94,818   45,024   98,422   98,605  239,577  238,448   22,846   23,975

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     11,477)
    -677   11,190    4,292    7,567   -3,296   11,182   12,186      295     -709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6     36.1     17.2     37.5     37.6     91.3     90.9      8.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      82       70       65       90       79      202      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,482,575
COMMITMENTS
 344,422  288,195  318,780  640,175  662,632  1303377  1269606  179,198  212,968

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      2,634)
 -14,428   -8,787   26,725  -16,060   -8,876   -3,763    9,062    6,397   -6,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     19.4     21.5     43.2     44.7     87.9     85.6     12.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     181      144      204      319      347      602      611                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,730
COMMITMENTS
   1,691    2,109      925    3,802    4,574    6,418    7,608    2,312    1,122

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -338)
       0      539     -254     -127     -530     -381     -246       43      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     24.2     10.6     43.6     52.4     73.5     87.2     26.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9        9       16       11       32       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      866,834
COMMITMENTS
 245,111   67,919  193,561  367,339  477,042  806,011  738,521   60,823  128,313

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     25,430)
 -10,990   -2,320   19,005   16,251    4,495   24,266   21,180    1,164    4,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      7.8     22.3     42.4     55.0     93.0     85.2      7.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     214      144      225      187      243      520      520                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,339
COMMITMENTS
   7,779    1,172      664    2,138    3,172   10,581    5,008    9,758   15,331

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,383)
  -1,773       81      -84     -112      346   -1,969      343    3,352    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2      5.8      3.3     10.5     15.6     52.0     24.6     48.0     75.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        4        7       12       16                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      467,320
COMMITMENTS
 164,248   21,531  101,847  150,913  317,247  417,009  440,625   50,311   26,696

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     14,646)
   8,762    4,361    3,087      -43    4,864   11,805   12,313    2,841    2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1      4.6     21.8     32.3     67.9     89.2     94.3     10.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     127       60      116       80       84      274      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      711,707
COMMITMENTS
  73,693  109,352   82,381  404,426  340,647  560,501  532,380  151,206  179,327

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     28,065)
  -9,369    8,398   11,145   31,152   14,414   32,928   33,957   -4,862   -5,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     15.4     11.6     56.8     47.9     78.8     74.8     21.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      35       34       40       71       74      123      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      661,422
COMMITMENTS
  57,418  124,595    2,871  490,456  427,030  550,745  554,496  110,677  106,926

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      6,921)
   7,252   -3,136   -3,604   17,089   13,325   20,737    6,585  -13,816      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     18.8      0.4     74.2     64.6     83.3     83.8     16.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      13       13        9       61       57       79       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,557
COMMITMENTS
   2,842      665      904    1,358    3,771    5,104    5,340      453      217

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:         95)
       2       76        7       11      -12       20       71       75       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1     12.0     16.3     24.4     67.9     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        4        3        4       13       20       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      393,308
COMMITMENTS
  87,435   47,429   65,347  188,257  249,413  341,039  362,189   52,269   31,119

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -5,196)
  -1,869   -7,432   -2,007   -3,355    3,813   -7,231   -5,626    2,036      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.1     16.6     47.9     63.4     86.7     92.1     13.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      84       47       84       93       91      217      191                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,957
COMMITMENTS
   1,821    5,638    1,066    7,320    4,069   10,207   10,773    2,750    2,183

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        362)
      91     -355      456      -58      263      489      363     -127        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     43.5      8.2     56.5     31.4     78.8     83.1     21.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       25       11       25       15       49       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,192,203
COMMITMENTS
 193,033  206,548  121,364  774,916  714,360  1089313  1042271  102,890  149,932

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      8,526)
  10,852   11,250  -13,764   12,153   18,952    9,241   16,439     -715   -7,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     17.3     10.2     65.0     59.9     91.4     87.4      8.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      49       44       38       99      110      166      174                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,639,440
COMMITMENTS
 469,269  718,584  457,695  2380713  1921874  3307677  3098153  331,763  541,288

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:    105,011)
 -47,518   89,414   89,324   71,311  -75,644  113,117  103,094   -8,106    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     19.7     12.6     65.4     52.8     90.9     85.1      9.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
      68      107      116      170      182      309      334                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      312,049
COMMITMENTS
  54,130   60,784    3,152  179,352  147,024  236,633  210,960   75,416  101,089

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -3,550)
   1,590     -369   -6,804    8,340    4,479    3,126   -2,694   -6,676     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     19.5      1.0     57.5     47.1     75.8     67.6     24.2     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        3       32       29       39       36                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,044,136
COMMITMENTS
 304,654  604,552  200,079  2292973  1859096  2797705  2663727  246,431  380,410

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:   -168,104)
 -21,628  -35,808  -53,314  -67,571  -60,477 -142,512 -149,598  -25,592  -18,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     19.9      6.6     75.3     61.1     91.9     87.5      8.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      43       70       65      119      141      201      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      887,629
COMMITMENTS
  84,297  143,538  115,728  657,420  581,056  857,446  840,322   30,183   47,307

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:   -128,667)
   8,290   11,946  -43,086  -99,994  -99,241 -134,790 -130,381    6,122    1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     16.2     13.0     74.1     65.5     96.6     94.7      3.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      27       19       31       53       64       92      103                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,444
COMMITMENTS
  43,522    8,579    1,284   18,128   50,547   62,935   60,410    9,509   12,034

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,611)
  -1,171     -456     -700      -68     -113   -1,939   -1,269      327     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     11.8      1.8     25.0     69.8     86.9     83.4     13.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      43       29        9       34       40       83       72                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      144,887
COMMITMENTS
  87,045   17,158    2,568   36,256  101,094  125,869  120,820   19,018   24,067

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -3,222)
  -2,341     -913   -1,400     -136     -225   -3,877   -2,538      655     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     11.8      1.8     25.0     69.8     86.9     83.4     13.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      43       29        9       34       40       83       72                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,797
COMMITMENTS
  16,914   22,377      369    5,377        4   22,660   22,750      137       47

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,103)
    -931    1,071        0    1,982        0    1,051    1,071       52       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.2     98.2      1.6     23.6      0.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       12        1        3        1       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,248
COMMITMENTS
  16,124    4,844      292   15,770   26,847   32,186   31,983       62      265

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        757)
     352     -339       22      358    1,074      732      757       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     15.0      0.9     48.9     83.3     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       13        1        4       23       11       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,738
COMMITMENTS
  47,197    1,990      136    5,389   50,502   52,722   52,628       16      110

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      9,148)
   8,743      198        0      432    8,924    9,175    9,122      -27       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.5      3.8      0.3     10.2     95.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        7        1        4       15       13       23                  



Updated December 9, 2016