WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   607,685:   156,371    170,736    183,050    219,027    206,649    558,447    560,435:    49,238     47,250
Old  :   410,569:   128,689    134,275    110,071    139,361    136,558    378,121    380,904:    32,448     29,664
Other:   197,116:    56,668     65,446     43,993     79,666     70,091    180,326    179,530:    16,790     17,586
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    18,378:    10,716    -24,165     12,858     -5,113     26,536     18,461     15,229:       -83      3,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       28.1       30.1       36.0       34.0       91.9       92.2:       8.1        7.8
Old  :     100.0:      31.3       32.7       26.8       33.9       33.3       92.1       92.8:       7.9        7.2
Other:     100.0:      28.7       33.2       22.3       40.4       35.6       91.5       91.1:       8.5        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       471:       153        158        172        106        119        359        368:
Old  :       431:       162        132        135         94        110        315        322:
Other:       292:        80         99         75         74         87        197        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4        9.3       19.7       17.1        8.2        6.8       14.0       12.1
Old  :                 12.6       11.7       20.5       20.5        8.2        8.6       14.0       14.8
Other:                 19.8       15.0       29.8       23.1       17.9       14.4       27.3       21.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   247,112:    84,266     46,488     43,689     93,306    131,073    221,260    221,250:    25,852     25,862
Old  :   141,404:    65,970     40,818     16,298     44,011     69,590    126,280    126,706:    15,125     14,698
Other:   105,708:    38,452     25,826      7,234     49,294     61,484     94,980     94,544:    10,728     11,164
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    -2,273:      -804    -11,575       -987     -1,760      9,305     -3,550     -3,257:     1,278        984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       18.8       17.7       37.8       53.0       89.5       89.5:      10.5       10.5
Old  :     100.0:      46.7       28.9       11.5       31.1       49.2       89.3       89.6:      10.7       10.4
Other:     100.0:      36.4       24.4        6.8       46.6       58.2       89.9       89.4:      10.1       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        74         55         70         85         90        198        187:
Old  :       223:        67         52         47         68         80        156        159:
Other:       182:        54         33         29         62         69        130        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       18.0       25.4       26.8       13.5       17.4       22.5       24.6
Old  :                 21.4       17.5       31.5       27.1       19.0       14.6       27.9       23.3
Other:                 21.2       29.4       31.2       42.9       21.0       29.0       31.0       41.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 1,856,434:   443,898    238,089    474,366    739,166    892,481  1,657,429  1,604,937:   199,005    251,498
Old  : 1,549,129:   425,559    275,892    349,150    612,440    740,522  1,387,150  1,365,565:   161,979    183,564
Other:   307,306:    95,013     38,871     48,541    126,726    151,959    270,280    239,372:    37,026     67,934
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   126,625:    38,690    -23,109     50,241     32,394     86,669    121,325    113,802:     5,299     12,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       12.8       25.6       39.8       48.1       89.3       86.5:      10.7       13.5
Old  :     100.0:      27.5       17.8       22.5       39.5       47.8       89.5       88.2:      10.5       11.8
Other:     100.0:      30.9       12.6       15.8       41.2       49.4       88.0       77.9:      12.0       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       763:       215        148        226        315        328        649        606:
Old  :       753:       203        170        203        307        313        622        579:
Other:       486:       103         70         64        123        267        253        378:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       12.9       17.6       18.6        8.6        9.0       13.9       12.9
Old  :                 11.9       13.7       18.5       19.7       10.0       10.8       16.3       15.6
Other:                 20.1       16.2       30.4       23.6       15.5        9.3       22.1       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :     9,945:     2,151      1,912      1,379      3,546      5,565      7,077      8,856:     2,868      1,088
Old  :     8,853:     2,007      2,004      1,153      3,054      4,868      6,215      8,026:     2,639        828
Other:     1,091:       261         24        110        492        697        862        830:       229        261
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :       299:       150         54        -36        330        400        444        417:      -145       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       19.2       13.9       35.7       56.0       71.2       89.1:      28.8       10.9
Old  :     100.0:      22.7       22.6       13.0       34.5       55.0       70.2       90.7:      29.8        9.3
Other:     100.0:      23.9        2.2       10.0       45.1       63.8       79.0       76.1:      21.0       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          5          9         11         12         31         23:
Old  :        37:        17          4          8         11         11         30         21:
Other:        22:         7          4          6          4          9         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       44.8       40.7       64.6       20.7       38.4       27.7       52.7
Old  :                 27.4       46.2       40.2       67.2       19.1       40.5       27.0       55.6
Other:                 58.7       52.7       72.9       65.9       56.5       52.7       66.3       62.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   939,543:   258,788     62,867    243,812    378,456    496,069    881,056    802,748:    58,486    136,795
Old  :   753,507:   229,574     74,157    179,691    299,319    416,452    708,584    670,299:    44,922     83,207
Other:   186,036:    59,949     19,446     33,385     79,138     79,618    172,472    132,449:    13,564     53,588
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    44,832:    18,260     -1,258     25,522        900     20,307     44,683     44,570:       150        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        6.7       26.0       40.3       52.8       93.8       85.4:       6.2       14.6
Old  :     100.0:      30.5        9.8       23.8       39.7       55.3       94.0       89.0:       6.0       11.0
Other:     100.0:      32.2       10.5       17.9       42.5       42.8       92.7       71.2:       7.3       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       692:       220        155        263        201        259        553        581:
Old  :       668:       194        174        237        178        249        501        554:
Other:       446:       111         97         90        108        197        261        348:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       13.0       16.8       19.9        7.5        9.3       13.2       14.6
Old  :                 11.3       15.8       19.3       23.1        9.2       12.7       16.2       18.9
Other:                 16.7       11.0       26.2       19.6       15.7       10.5       22.7       17.7
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :     5,249:     2,603        829        774      1,469      3,158      4,846      4,761:       404        489
Old  :     5,217:     2,606        829        757      1,469      3,158      4,831      4,744:       386        473
Other:        32:         0          2         14          0          0         14         17:        18         15
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       15.8       14.7       28.0       60.2       92.3       90.7:       7.7        9.3
Old  :     100.0:      49.9       15.9       14.5       28.1       60.5       92.6       90.9:       7.4        9.1
Other:     100.0:       0.0        7.3       44.8        0.0        0.0       44.8       52.1:      55.2       47.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          4          7          6         11         13         20:
Old  :        22:         5          4          7          6         11         13         20:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 73.0       46.0       87.0       72.2       63.2       44.0       68.2       60.3
Old  :                 73.2       46.3       87.3       72.7       63.6       44.3       68.6       60.6
Other:                 44.8       52.1       44.8       52.1        0.0        7.3        0.0        7.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   416,903:   107,777     25,978    102,783    173,974    260,811    384,534    389,573:    32,368     27,330
Old  :   369,447:   106,066     33,804     82,719    152,969    228,010    341,754    344,533:    27,693     24,914
Other:    47,455:    16,548      7,011      5,227     21,005     32,801     42,780     45,040:     4,675      2,416
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   -19,518:     1,263     -2,918    -13,641     -3,207     -1,375    -15,586    -17,934:    -3,932     -1,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        6.2       24.7       41.7       62.6       92.2       93.4:       7.8        6.6
Old  :     100.0:      28.7        9.1       22.4       41.4       61.7       92.5       93.3:       7.5        6.7
Other:     100.0:      34.9       14.8       11.0       44.3       69.1       90.1       94.9:       9.9        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        94         72        107         92         91        250        230:
Old  :       309:        95         79        102         90         91        244        227:
Other:       118:        40         17         24         36         34         87         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       30.0       18.6       37.4       11.3       27.4       17.7       33.7
Old  :                 12.3       29.8       19.8       37.6       11.6       27.6       18.7       34.6
Other:                 23.0       39.2       37.0       51.8       21.7       38.0       35.8       50.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   776,146:    94,310    112,798     91,454    457,330    380,359    643,094    584,610:   133,052    191,536
Old  :   776,146:    94,310    112,798     91,454    457,330    380,359    643,094    584,610:   133,052    191,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    23,067:    17,738     -5,654     11,345      5,442     13,790     34,525     19,481:   -11,458      3,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       14.5       11.8       58.9       49.0       82.9       75.3:      17.1       24.7
Old  :     100.0:      12.2       14.5       11.8       58.9       49.0       82.9       75.3:      17.1       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        32         35         44         74         77        128        134:
Old  :       164:        32         35         44         74         77        128        134:
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  :                 22.4       17.7       32.3       27.5       17.8       14.1       26.4       20.4
Old  :                 22.4       17.7       32.3       27.5       17.8       14.1       26.4       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   767,243:    52,045    121,393     25,085    572,965    503,348    650,095    649,826:   117,148    117,416
Old  :   767,243:    52,045    121,393     25,085    572,965    503,348    650,095    649,826:   117,148    117,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    24,944:    -3,586     -3,122      5,693     16,799     15,626     18,905     18,197:     6,038      6,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       15.8        3.3       74.7       65.6       84.7       84.7:      15.3       15.3
Old  :     100.0:       6.8       15.8        3.3       74.7       65.6       84.7       84.7:      15.3       15.3
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  :       102:        10         14         11         64         55         81         73:
Old  :       102:        10         14         11         64         55         81         73:
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  :                 20.4       30.0       34.6       43.4       18.4       28.8       29.9       39.8
Old  :                 20.4       30.0       34.6       43.4       18.4       28.8       29.9       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :     4,787:     2,721         69        618      1,066      3,943      4,405      4,630:       382        157
Old  :     4,787:     2,721         69        618      1,066      3,943      4,405      4,630:       382        157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -154:       169         69        -59       -241        -84       -131        -74:       -23        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8        1.4       12.9       22.3       82.4       92.0       96.7:       8.0        3.3
Old  :     100.0:      56.8        1.4       12.9       22.3       82.4       92.0       96.7:       8.0        3.3
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  :        33:        16          1          5         10         15         26         21:
Old  :        33:        16          1          5         10         15         26         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  :                 47.4       56.7       68.6       76.5       39.5       54.5       52.7       66.9
Old  :                 47.4       56.7       68.6       76.5       39.5       54.5       52.7       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   429,046:   124,369     32,751     78,302    174,842    286,138    377,513    397,191:    51,533     31,854
Old  :   373,428:   119,667     30,818     68,027    141,503    247,315    329,198    346,160:    44,231     27,268
Other:    55,617:     7,709      4,941      7,267     33,339     38,823     48,316     51,032:     7,302      4,586
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :     9,957:     4,214     -1,175      3,515      2,338      6,224     10,067      8,563:      -110      1,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        7.6       18.3       40.8       66.7       88.0       92.6:      12.0        7.4
Old  :     100.0:      32.0        8.3       18.2       37.9       66.2       88.2       92.7:      11.8        7.3
Other:     100.0:      13.9        8.9       13.1       59.9       69.8       86.9       91.8:      13.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        99         56        101        101         98        260        213:
Old  :       290:        98         57         97         98         95        253        206:
Other:       139:        38         20         29         62         41        117         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       34.1       18.2       41.3       11.0       32.4       16.5       38.2
Old  :                 12.3       35.0       19.0       42.7       11.5       33.7       17.8       40.5
Other:                 20.8       38.4       33.5       51.5       20.0       37.4       32.5       49.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    12,640:     2,016      5,908        837      6,568      3,922      9,421     10,667:     3,219      1,973
Old  :    12,553:     2,058      5,903        774      6,548      3,909      9,380     10,586:     3,173      1,967
Other:        87:        17         64          4         20         13         41         81:        46          6
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :        33:       -39         -2         57        -26         31         -8         86:        40        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       46.7        6.6       52.0       31.0       74.5       84.4:      25.5       15.6
Old  :     100.0:      16.4       47.0        6.2       52.2       31.1       74.7       84.3:      25.3       15.7
Other:     100.0:      19.7       74.0        4.4       23.0       14.8       47.2       93.2:      52.8        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        19         24         10         21         13         45         43:
Old  :        71:        21         22         10         21         13         45         43:
Other:         7:         1          3          2          2          1          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       33.6       51.7       49.8       39.8       32.6       51.1       48.2
Old  :                 40.3       33.8       52.0       50.2       40.1       32.9       51.5       48.6
Other:                 45.3       93.2       47.2       93.2       42.8       88.8       42.8       88.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 1,476,287:   305,562    277,366     77,673    984,444    949,035  1,367,680  1,304,075:   108,608    172,212
Old  : 1,476,287:   305,562    277,366     77,673    984,444    949,035  1,367,680  1,304,075:   108,608    172,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   115,092:    25,490     10,268     10,900     81,974     79,737    118,364    100,905:    -3,272     14,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       18.8        5.3       66.7       64.3       92.6       88.3:       7.4       11.7
Old  :     100.0:      20.7       18.8        5.3       66.7       64.3       92.6       88.3:       7.4       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        51         59         40        105        114        176        193:
Old  :       266:        51         59         40        105        114        176        193:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       27.1       33.6       38.2       16.8       23.8       29.4       31.5
Old  :                 19.9       27.1       33.6       38.2       16.8       23.8       29.4       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 3,919,180:   521,404    869,537    460,364  2,590,494  2,021,001  3,572,262  3,350,902:   346,918    568,278
Old  : 3,919,180:   521,404    869,537    460,364  2,590,494  2,021,001  3,572,262  3,350,902:   346,918    568,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   134,808:    55,884    112,320     37,581     49,218    -10,841    142,683    139,060:    -7,875     -4,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       22.2       11.7       66.1       51.6       91.1       85.5:       8.9       14.5
Old  :     100.0:      13.3       22.2       11.7       66.1       51.6       91.1       85.5:       8.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:        70        107        112        165        175        301        328:
Old  :       380:        70        107        112        165        175        301        328:
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  :                 32.0       14.6       41.6       22.8       29.4       13.1       37.5       19.6
Old  :                 32.0       14.6       41.6       22.8       29.4       13.1       37.5       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   318,185:    34,334     43,769        377    214,412    180,486    249,123    224,632:    69,062     93,553
Old  :   318,185:    34,334     43,769        377    214,412    180,486    249,123    224,632:    69,062     93,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :       299:     4,300        604         -2      6,423     -3,535     10,720     -2,933:   -10,421      3,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       13.8        0.1       67.4       56.7       78.3       70.6:      21.7       29.4
Old  :     100.0:      10.8       13.8        0.1       67.4       56.7       78.3       70.6:      21.7       29.4
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  :        57:         5          4          3         37         35         43         41:
Old  :        57:         5          4          3         37         35         43         41:
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  :                 44.0       30.5       54.2       41.8       43.8       30.1       53.8       40.8
Old  :                 44.0       30.5       54.2       41.8       43.8       30.1       53.8       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 3,630,157:   331,120    670,410    254,076  2,791,721  2,319,700  3,376,916  3,244,186:   253,241    385,970
Old  : 3,630,157:   331,120    670,410    254,076  2,791,721  2,319,700  3,376,916  3,244,186:   253,241    385,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   164,321:   -36,820     92,924      3,036    198,231     71,227    164,447    167,187:      -126     -2,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       18.5        7.0       76.9       63.9       93.0       89.4:       7.0       10.6
Old  :     100.0:       9.1       18.5        7.0       76.9       63.9       93.0       89.4:       7.0       10.6
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  :       319:        43         84         67        142        163        231        268:
Old  :       319:        43         84         67        142        163        231        268:
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  :                 35.2       22.1       46.8       31.1       32.6       18.6       43.3       25.9
Old  :                 35.2       22.1       46.8       31.1       32.6       18.6       43.3       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 1,319,198:   136,199    276,396    274,870    883,499    726,059  1,294,568  1,277,325:    24,631     41,873
Old  : 1,319,198:   136,199    276,396    274,870    883,499    726,059  1,294,568  1,277,325:    24,631     41,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :   124,013:    26,204     34,152     19,767     76,500     72,447    122,471    126,366:     1,542     -2,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       21.0       20.8       67.0       55.0       98.1       96.8:       1.9        3.2
Old  :     100.0:      10.3       21.0       20.8       67.0       55.0       98.1       96.8:       1.9        3.2
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  :       161:        24         50         42         64         77        115        145:
Old  :       161:        24         50         42         64         77        115        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       21.2       46.3       33.9       17.5       11.2       28.4       16.9
Old  :                 30.0       21.2       46.3       33.9       17.5       11.2       28.4       16.9
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 with Delta-adjusted Options and Futures Combined, February 14, 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  :    64,644:    35,232      7,701      2,246     17,529     44,893     55,007     54,840:     9,637      9,804
Old  :    64,644:    35,232      7,701      2,246     17,529     44,893     55,007     54,840:     9,637      9,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -480:    -1,838       -213        594        576       -891       -669       -510:       189         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       11.9        3.5       27.1       69.4       85.1       84.8:      14.9       15.2
Old  :     100.0:      54.5       11.9        3.5       27.1       69.4       85.1       84.8:      14.9       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  :       120:        42         24         12         31         35         80         64:
Old  :       120:        42         24         12         31         35         80         64:
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  :                 27.9       37.1       41.0       53.3       25.6       37.1       38.6       53.1
Old  :                 27.9       37.1       41.0       53.3       25.6       37.1       38.6       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   129,288:    70,465     15,402      4,491     35,058     89,786    110,014    109,679:    19,274     19,609
Old  :   129,288:    70,465     15,402      4,491     35,058     89,786    110,014    109,679:    19,274     19,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -960:    -3,676       -425      1,187      1,152     -1,782     -1,338     -1,021:       378         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       11.9        3.5       27.1       69.4       85.1       84.8:      14.9       15.2
Old  :     100.0:      54.5       11.9        3.5       27.1       69.4       85.1       84.8:      14.9       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  :       120:        42         24         12         31         35         80         64:
Old  :       120:        42         24         12         31         35         80         64:
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  :                 27.9       37.1       41.0       53.3       25.6       37.1       38.6       53.1
Old  :                 27.9       37.1       41.0       53.3       25.6       37.1       38.6       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    35,113:    27,725     34,727        369      6,883          0     34,977     35,096:       136         17
Old  :    35,113:    27,725     34,727        369      6,883          0     34,977     35,096:       136         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    -1,978:      -686     -1,982          0     -1,315          0     -2,001     -1,982:        23          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.0       98.9        1.1       19.6        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      79.0       98.9        1.1       19.6        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  :        36:        26          7          1          3          0         30          7:
Old  :        36:        26          7          1          3          0         30          7:
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  :                 52.1       95.5       82.8      100.0       52.1       95.5       82.8       98.9
Old  :                 52.1       95.5       82.8      100.0       52.1       95.5       82.8       98.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    31,523:    20,008      7,714         89     11,399     23,544     31,496     31,347:        27        176
Old  :    31,523:    20,008      7,714         89     11,399     23,544     31,496     31,347:        27        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -344:    -1,105       -522          0        760        212       -345       -310:         1        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       24.5        0.3       36.2       74.7       99.9       99.4:       0.1        0.6
Old  :     100.0:      63.5       24.5        0.3       36.2       74.7       99.9       99.4:       0.1        0.6
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  :        48:         6         16          1          5         22         11         39:
Old  :        48:         6         16          1          5         22         11         39:
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  :                 88.9       39.2       98.6       56.0       88.9       39.2       98.3       56.0
Old  :                 88.9       39.2       98.6       56.0       88.9       39.2       98.3       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    42,491:    35,411      3,497        175      6,856     38,698     42,442     42,370:        49        121
Old  :    42,491:    35,411      3,497        175      6,856     38,698     42,442     42,370:        49        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -638:      -345        183          0       -280       -826       -625       -643:       -13          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3        8.2        0.4       16.1       91.1       99.9       99.7:       0.1        0.3
Old  :     100.0:      83.3        8.2        0.4       16.1       91.1       99.9       99.7:       0.1        0.3
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  :        38:        10         12          1          4         13         14         26:
Old  :        38:        10         12          1          4         13         14         26:
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  :                 92.1       61.7       98.4       87.8       92.1       61.7       97.4       87.8
Old  :                 92.1       61.7       98.4       87.8       92.1       61.7       97.4       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 17, 2017