WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   457,848:   153,838    226,282     85,818    166,839    104,544    406,495    416,644:    51,353     41,204
Old  :   341,763:   143,371    211,782     42,759    116,930     58,540    303,060    313,081:    38,703     28,682
Other:   116,085:    41,614     45,647     11,912     49,909     46,004    103,435    103,563:    12,650     12,522
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :    11,071:     8,943     -2,409      2,840     -3,733      9,514      8,050      9,945:     3,021      1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       49.4       18.7       36.4       22.8       88.8       91.0:      11.2        9.0
Old  :     100.0:      42.0       62.0       12.5       34.2       17.1       88.7       91.6:      11.3        8.4
Other:     100.0:      35.8       39.3       10.3       43.0       39.6       89.1       89.2:      10.9       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       153        140        121        102         91        323        294:
Old  :       411:       163        120         73         93         67        289        229:
Other:       236:        58         75         45         59         77        144        175:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       10.1       17.9       19.1        9.2       10.1       15.6       18.9
Old  :                  9.9       13.1       18.2       25.1        8.7       13.0       16.1       24.7
Other:                 24.1       18.9       38.5       30.6       23.3       18.6       35.7       28.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   240,665:    91,324     79,703     37,621     89,520    102,051    218,465    219,375:    22,200     21,290
Old  :   155,712:    80,803     77,550     13,260     46,879     51,012    140,942    141,822:    14,770     13,890
Other:    84,953:    31,728     23,360      3,154     42,641     51,039     77,523     77,553:     7,430      7,400
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :    -1,663:    -1,444     -5,034      1,287     -2,401      1,805     -2,558     -1,942:       895        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       33.1       15.6       37.2       42.4       90.8       91.2:       9.2        8.8
Old  :     100.0:      51.9       49.8        8.5       30.1       32.8       90.5       91.1:       9.5        8.9
Other:     100.0:      37.3       27.5        3.7       50.2       60.1       91.3       91.3:       8.7        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        76         59         55         76         78        177        176:
Old  :       239:        73         60         33         63         67        145        152:
Other:       155:        42         25         14         53         60        104         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       18.0       26.2       28.1       12.7       17.8       22.7       27.5
Old  :                 18.8       19.4       30.4       31.5       18.5       19.4       28.8       30.4
Other:                 26.0       34.5       39.0       49.4       26.0       32.7       38.8       47.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,244,604:   354,679    328,655    176,679    569,431    568,756  1,100,789  1,074,090:   143,815    170,514
Old  : 1,106,026:   334,069    324,821    146,695    498,525    493,443    979,289    964,959:   126,737    141,067
Other:   138,578:    46,130     29,354      4,464     70,906     75,313    121,500    109,131:    17,078     29,447
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :    13,142:    12,994     -3,176      7,685    -10,378     11,950     10,301     16,459:     2,841     -3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       26.4       14.2       45.8       45.7       88.4       86.3:      11.6       13.7
Old  :     100.0:      30.2       29.4       13.3       45.1       44.6       88.5       87.2:      11.5       12.8
Other:     100.0:      33.3       21.2        3.2       51.2       54.3       87.7       78.8:      12.3       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       691:       148        140        155        238        314        472        546:
Old  :       683:       148        150        131        235        294        457        509:
Other:       401:        59         63         22         66        238        135        318:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       11.8       18.8       18.4       10.8       11.2       17.8       17.1
Old  :                 12.4       12.6       20.4       19.6       12.1       12.0       20.0       18.0
Other:                 25.5       17.0       39.3       26.0       24.9       16.5       38.6       25.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,643:     1,787      1,809         56      2,632      3,730      4,475      5,595:     2,168      1,048
Old  :     6,318:     1,742      1,827         38      2,450      3,500      4,230      5,365:     2,088        953
Other:       325:        63          0          0        182        230        245        230:        80         95
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :        94:        18        -35         38        -44         34         12         37:        82         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       27.2        0.8       39.6       56.1       67.4       84.2:      32.6       15.8
Old  :     100.0:      27.6       28.9        0.6       38.8       55.4       67.0       84.9:      33.0       15.1
Other:     100.0:      19.4        0.0        0.0       56.0       70.8       75.4       70.8:      24.6       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        15          4          4         13          9         29         17:
Old  :        37:        15          5          3         13          8         28         16:
Other:        13:         4          0          0          5          6          9          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       57.9       40.3       79.7       26.3       57.9       35.8       72.6
Old  :                 27.7       57.7       41.2       80.4       26.9       57.7       36.9       73.1
Other:                 57.5       65.8       73.8       70.8       57.5       65.8       71.1       66.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   629,759:   195,403     69,573     81,915    309,388    373,895    586,706    525,383:    43,053    104,376
Old  :   540,291:   184,414     63,517     58,460    261,544    339,913    504,418    461,890:    35,873     78,401
Other:    89,468:    29,940     25,007      4,504     47,844     33,982     82,288     63,493:     7,180     25,975
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :   -48,187:    -8,786       -883     -5,132    -25,196    -30,957    -39,114    -36,972:    -9,073    -11,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       11.0       13.0       49.1       59.4       93.2       83.4:       6.8       16.6
Old  :     100.0:      34.1       11.8       10.8       48.4       62.9       93.4       85.5:       6.6       14.5
Other:     100.0:      33.5       28.0        5.0       53.5       38.0       92.0       71.0:       8.0       29.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       571:       168        117        143        144        223        393        433:
Old  :       559:       169        120        119        127        215        352        414:
Other:       325:        59         73         33         65        153        146        241:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       13.9       21.3       22.6       10.6       12.1       18.7       18.7
Old  :                 13.5       16.1       23.8       25.0       12.2       15.6       21.9       23.4
Other:                 26.7       20.8       40.9       30.2       25.3       20.8       39.5       30.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   370,118:   135,803     32,907     66,728    134,225    246,549    336,756    346,184:    33,362     23,934
Old  :   345,799:   134,302     35,963     59,234    122,328    228,479    315,864    323,676:    29,935     22,123
Other:    24,319:     6,918      2,361      2,077     11,897     18,070     20,892     22,508:     3,427      1,811
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :   -11,053:    -7,979        994      2,423       -340    -14,709     -5,896    -11,292:    -5,157        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        8.9       18.0       36.3       66.6       91.0       93.5:       9.0        6.5
Old  :     100.0:      38.8       10.4       17.1       35.4       66.1       91.3       93.6:       8.7        6.4
Other:     100.0:      28.4        9.7        8.5       48.9       74.3       85.9       92.6:      14.1        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       107         60         90         77         76        236        191:
Old  :       295:       110         64         87         75         76        234        188:
Other:        81:        19         14         12         30         24         58         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       31.6       20.7       41.3       11.6       30.4       19.5       40.0
Old  :                 13.0       31.4       21.4       41.0       11.8       30.4       20.0       40.0
Other:                 25.7       48.4       44.0       62.5       25.7       45.6       44.0       59.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   604,589:    81,565    113,724      7,999    390,590    320,796    480,154    442,519:   124,435    162,070
Old  :   604,589:    81,565    113,724      7,999    390,590    320,796    480,154    442,519:   124,435    162,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :    10,326:    -3,984      6,665        538     15,561      6,356     12,115     13,559:    -1,789     -3,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       18.8        1.3       64.6       53.1       79.4       73.2:      20.6       26.8
Old  :     100.0:      13.5       18.8        1.3       64.6       53.1       79.4       73.2:      20.6       26.8
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  :       146:        21         39         14         58         65         86        111:
Old  :       146:        21         39         14         58         65         86        111:
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  :                 25.5       20.2       38.4       28.9       22.0       15.3       31.8       22.2
Old  :                 25.5       20.2       38.4       28.9       22.0       15.3       31.8       22.2
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   687,738:    65,426    142,425      1,202    510,166    439,585    576,794    583,212:   110,944    104,526
Old  :   687,738:    65,426    142,425      1,202    510,166    439,585    576,794    583,212:   110,944    104,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :       407:    -7,253      4,449         17      2,260     -6,553     -4,976     -2,087:     5,383      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       20.7        0.2       74.2       63.9       83.9       84.8:      16.1       15.2
Old  :     100.0:       9.5       20.7        0.2       74.2       63.9       83.9       84.8:      16.1       15.2
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  :       104:        14         15          6         53         56         69         75:
Old  :       104:        14         15          6         53         56         69         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  :                 24.6       32.5       39.3       46.7       22.5       32.4       33.2       46.5
Old  :                 24.6       32.5       39.3       46.7       22.5       32.4       33.2       46.5
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,409:     2,568        555      1,287      1,038      3,374      4,893      5,216:       516        193
Old  :     5,409:     2,568        555      1,287      1,038      3,374      4,893      5,216:       516        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :       248:        12        -82         10        119        277        141        205:       107         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       10.3       23.8       19.2       62.4       90.5       96.4:       9.5        3.6
Old  :     100.0:      47.5       10.3       23.8       19.2       62.4       90.5       96.4:       9.5        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        13          3          5          6         15         22         21:
Old  :        32:        13          3          5          6         15         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       66.1       73.3       83.6       33.2       45.3       45.2       52.3
Old  :                 49.1       66.1       73.3       83.6       33.2       45.3       45.2       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   326,477:    91,996     53,973     36,718    157,429    208,476    286,143    299,167:    40,334     27,310
Old  :   294,229:    91,357     52,187     32,512    134,629    184,973    258,498    269,672:    35,731     24,557
Other:    32,248:     3,242      4,389      1,603     22,800     23,503     27,645     29,495:     4,603      2,753
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :   -11,962:      -451      2,507     -1,097     -8,799    -13,068    -10,347    -11,658:    -1,615       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       16.5       11.2       48.2       63.9       87.6       91.6:      12.4        8.4
Old  :     100.0:      31.0       17.7       11.0       45.8       62.9       87.9       91.7:      12.1        8.3
Other:     100.0:      10.1       13.6        5.0       70.7       72.9       85.7       91.5:      14.3        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        73         59         72         90         82        207        182:
Old  :       262:        75         61         69         88         78        203        176:
Other:       103:        22         16         15         46         28         78         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       34.8       23.5       41.9       13.9       31.4       20.9       37.3
Old  :                 16.6       36.5       24.5       43.6       15.5       34.7       23.1       41.5
Other:                 38.5       40.0       53.0       59.8       38.5       39.8       53.0       58.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,719:     2,206      6,367        163      6,967      3,487      9,336     10,017:     2,383      1,702
Old  :    11,706:     2,218      6,367        151      6,959      3,487      9,328     10,005:     2,378      1,701
Other:        13:         0         12          0          8          0          8         12:         5          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :      -117:       341        250         -2        -81         33        258        281:      -375       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       54.3        1.4       59.5       29.8       79.7       85.5:      20.3       14.5
Old  :     100.0:      18.9       54.4        1.3       59.4       29.8       79.7       85.5:      20.3       14.5
Other:     100.0:       0.0       92.3        0.0       61.5        0.0       61.5       92.3:      38.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        17         27          6         20          9         38         41:
Old  :        71:        17         27          6         19          9         37         41:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       38.3       58.4       53.8       45.7       38.1       58.4       53.5
Old  :                 45.7       38.4       58.5       53.9       45.7       38.2       58.5       53.7
Other:                 61.5       92.3       61.5       92.3       61.5       92.3       61.5       92.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,140,716:   192,341    241,739     70,878    769,097    675,411  1,032,316    988,028:   108,400    152,688
Old  : 1,140,716:   192,341    241,739     70,878    769,097    675,411  1,032,316    988,028:   108,400    152,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     4,677:    -5,726     11,483      3,997     -4,838     -4,400     -6,567     11,080:    11,244     -6,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       21.2        6.2       67.4       59.2       90.5       86.6:       9.5       13.4
Old  :     100.0:      16.9       21.2        6.2       67.4       59.2       90.5       86.6:       9.5       13.4
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  :       242:        54         48         26         96         99        161        162:
Old  :       242:        54         48         26         96         99        161        162:
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  :                 20.2       29.4       32.2       40.9       14.5       24.9       25.6       32.4
Old  :                 20.2       29.4       32.2       40.9       14.5       24.9       25.6       32.4
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,096,552:   471,225    816,156     92,931  2,227,702  1,679,005  2,791,858  2,588,092:   304,694    508,460
Old  : 3,096,552:   471,225    816,156     92,931  2,227,702  1,679,005  2,791,858  2,588,092:   304,694    508,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :    53,044:    19,928     23,784      9,622     27,809     25,141     57,359     58,547:    -4,315     -5,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       26.4        3.0       71.9       54.2       90.2       83.6:       9.8       16.4
Old  :     100.0:      15.2       26.4        3.0       71.9       54.2       90.2       83.6:       9.8       16.4
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  :       364:        54        106         54        131        161        220        286:
Old  :       364:        54        106         54        131        161        220        286:
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  :                 39.7       15.6       49.9       23.6       37.0       13.8       45.3       18.8
Old  :                 39.7       15.6       49.9       23.6       37.0       13.8       45.3       18.8
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   292,411:    46,173     27,551      4,509    175,008    160,270    225,690    192,330:    66,721    100,081
Old  :   292,411:    46,173     27,551      4,509    175,008    160,270    225,690    192,330:    66,721    100,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     3,515:    -4,859       -542       -116     12,165      5,501      7,190      4,843:    -3,675     -1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        9.4        1.5       59.9       54.8       77.2       65.8:      22.8       34.2
Old  :     100.0:      15.8        9.4        1.5       59.9       54.8       77.2       65.8:      22.8       34.2
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  :        52:         7          4          2         31         32         38         38:
Old  :        52:         7          4          2         31         32         38         38:
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  :                 42.7       28.0       54.5       39.0       42.3       27.5       54.1       37.4
Old  :                 42.7       28.0       54.5       39.0       42.3       27.5       54.1       37.4
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,969,145:   251,749    662,611     68,125  2,422,582  1,858,173  2,742,456  2,588,909:   226,689    380,236
Old  : 2,969,145:   251,749    662,611     68,125  2,422,582  1,858,173  2,742,456  2,588,909:   226,689    380,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     2,694:   -77,306     -3,438        923     75,516     -9,872       -867    -12,387:     3,561     15,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       22.3        2.3       81.6       62.6       92.4       87.2:       7.6       12.8
Old  :     100.0:       8.5       22.3        2.3       81.6       62.6       92.4       87.2:       7.6       12.8
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  :       302:        35         79         29        103        154        154        246:
Old  :       302:        35         79         29        103        154        154        246:
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  :                 43.7       22.7       56.4       32.8       41.0       22.5       52.5       32.2
Old  :                 43.7       22.7       56.4       32.8       41.0       22.5       52.5       32.2
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   882,307:    63,833    173,266     95,998    696,364    566,077    856,195    835,341:    26,112     46,966
Old  :   882,307:    63,833    173,266     95,998    696,364    566,077    856,195    835,341:    26,112     46,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :   -97,264:   -13,735     18,562    -15,037    -71,174    -96,849    -99,946    -93,324:     2,682     -3,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       19.6       10.9       78.9       64.2       97.0       94.7:       3.0        5.3
Old  :     100.0:       7.2       19.6       10.9       78.9       64.2       97.0       94.7:       3.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        15         36         29         47         57         82        103:
Old  :       114:        15         36         29         47         57         82        103:
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  :                 32.5       25.1       50.6       37.3       22.0       13.0       33.7       19.9
Old  :                 32.5       25.1       50.6       37.3       22.0       13.0       33.7       19.9
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    69,341:    41,822      6,760        489     17,093     53,240     59,404     60,489:     9,937      8,852
Old  :    69,341:    41,822      6,760        489     17,093     53,240     59,404     60,489:     9,937      8,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     4,649:     4,696       -199       -597        521      5,926      4,619      5,131:        30       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3        9.7        0.7       24.7       76.8       85.7       87.2:      14.3       12.8
Old  :     100.0:      60.3        9.7        0.7       24.7       76.8       85.7       87.2:      14.3       12.8
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  :       121:        48         15          6         31         35         80         55:
Old  :       121:        48         15          6         31         35         80         55:
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  :                 28.0       38.4       42.5       57.6       27.8       38.4       42.2       54.8
Old  :                 28.0       38.4       42.5       57.6       27.8       38.4       42.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,681:    83,644     13,520        978     34,185    106,480    118,807    120,978:    19,874     17,703
Old  :   138,681:    83,644     13,520        978     34,185    106,480    118,807    120,978:    19,874     17,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     9,298:     9,391       -397     -1,194      1,041     11,852      9,238     10,261:        60       -963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3        9.7        0.7       24.7       76.8       85.7       87.2:      14.3       12.8
Old  :     100.0:      60.3        9.7        0.7       24.7       76.8       85.7       87.2:      14.3       12.8
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  :       121:        48         15          6         31         35         80         55:
Old  :       121:        48         15          6         31         35         80         55:
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  :                 28.0       38.4       42.5       57.6       27.8       38.4       42.2       54.8
Old  :                 28.0       38.4       42.5       57.6       27.8       38.4       42.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    23,656:    15,089     23,283        369      8,106          0     23,564     23,652:        92          4
Old  :    23,656:    15,089     23,283        369      8,106          0     23,564     23,652:        92          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :       500:       731        509          0       -239          0        492        509:         8         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.8       98.4        1.6       34.3        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      63.8       98.4        1.6       34.3        0.0       99.6      100.0:       0.4        0.0
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  :        35:        21         11          1          3          0         25         11:
Old  :        35:        21         11          1          3          0         25         11:
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  :                 57.1       93.8       83.2       99.2       57.1       92.3       83.2       97.7
Old  :                 57.1       93.8       83.2       99.2       57.1       92.3       83.2       97.7
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,103:    21,324      6,633        289      9,480     23,936     31,093     30,858:        10        245
Old  :    31,103:    21,324      6,633        289      9,480     23,936     31,093     30,858:        10        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :      -311:       703        -61       -144       -870       -123       -311       -328:         0         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       21.3        0.9       30.5       77.0      100.0       99.2:       0.0        0.8
Old  :     100.0:      68.6       21.3        0.9       30.5       77.0      100.0       99.2:       0.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6         15          1          5         21         11         37:
Old  :        46:         6         15          1          5         21         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  :                 91.1       45.2       98.4       66.4       91.1       45.2       97.5       66.4
Old  :                 91.1       45.2       98.4       66.4       91.1       45.2       97.5       66.4
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 - Futures Only, January 03, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,570:    27,744      2,877        175      6,644     31,388     34,563     34,440:         7        130
Old  :    34,570:    27,744      2,877        175      6,644     31,388     34,563     34,440:         7        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :     6,131:     6,157       -103          0          0      6,212      6,157      6,109:       -26         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3        8.3        0.5       19.2       90.8      100.0       99.6:       0.0        0.4
Old  :     100.0:      80.3        8.3        0.5       19.2       90.8      100.0       99.6:       0.0        0.4
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  :        34:         9          8          1          3         15         12         24:
Old  :        34:         9          8          1          3         15         12         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  :                 91.3       64.1       98.9       84.2       91.3       64.1       97.2       84.2
Old  :                 91.3       64.1       98.9       84.2       91.3       64.1       97.2       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 6, 2017