WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      573,057
COMMITMENTS
 129,637  255,208  158,848  225,379  114,147  513,864  528,204   59,193   44,853

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     17,897)
  -2,279   18,358    7,401    9,964   -7,045   15,086   18,715    2,811     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     44.5     27.7     39.3     19.9     89.7     92.2     10.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     176      155      141      140      117      381      355                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      251,436
COMMITMENTS
  92,332   92,252   38,057   99,989   96,816  230,378  227,125   21,058   24,311

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      6,820)
   7,981    4,586    4,799   -4,482   -2,639    8,298    6,746   -1,478       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     36.7     15.1     39.8     38.5     91.6     90.3      8.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      75       69       65       87       79      191      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,707,470
COMMITMENTS
 345,004  392,893  438,182  723,277  642,507  1506464  1473582  201,006  233,888

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -123)
  13,341  -11,830   -2,387  -20,796   24,087   -9,842    9,870    9,719   -9,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     23.0     25.7     42.4     37.6     88.2     86.3     11.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      806)
     208      168      238      327      350      657      657                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,773
COMMITMENTS
   2,344    4,447    1,078    4,623    4,198    8,045    9,724    3,728    2,050

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -376)
    -147     -170      -38     -378      -12     -564     -221      187     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     37.8      9.2     39.3     35.7     68.3     82.6     31.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       15        7       16       11       32       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      876,633
COMMITMENTS
 160,831   78,614  265,525  393,971  426,157  820,327  770,296   56,306  106,337

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      9,544)
   6,817   -2,617    3,212   -1,507   15,143    8,522   15,738    1,023   -6,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      9.0     30.3     44.9     48.6     93.6     87.9      6.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      660)
     204      187      256      192      219      547      531                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,760
COMMITMENTS
   9,578    1,417      145      167    4,881    9,890    6,443   11,870   15,317

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -5,068)
     141     -827       14      120   -3,473      275   -4,286   -5,343     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0      6.5      0.7      0.8     22.4     45.5     29.6     54.5     70.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        3        2       14        6       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      453,671
COMMITMENTS
 151,102   27,811  112,783  146,871  286,309  410,756  426,903   42,916   26,768

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        267)
  -3,736      115    5,539   -1,807   -5,045       -4      610      272     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3      6.1     24.9     32.4     63.1     90.5     94.1      9.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     108       64      116       75       76      258      214                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      678,317
COMMITMENTS
 109,114   89,965   70,965  330,413  368,019  510,493  528,950  167,824  149,367

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     18,368)
   7,843  -18,885    7,536    9,547   32,301   24,926   20,952   -6,558   -2,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     13.3     10.5     48.7     54.3     75.3     78.0     24.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      43       26       43       71       70      128      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      610,159
COMMITMENTS
  43,944  160,123   12,433  436,381  355,635  492,759  528,192  117,400   81,967

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,433)
   1,277    1,205   -2,893    8,729    9,240    7,113    7,553   -4,681   -5,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     26.2      2.0     71.5     58.3     80.8     86.6     19.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      15       15       12       57       55       79       75                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,776
COMMITMENTS
   2,024      386    1,048    1,405    3,178    4,477    4,612      299      164

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        414)
     260     -160      133        1      465      394      438       20      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4      8.1     21.9     29.4     66.5     93.7     96.6      6.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        4        7        8       11       25       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      415,688
COMMITMENTS
  79,058   49,048   90,586  195,972  240,194  365,616  379,829   50,071   35,859

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -4,559)
   1,154   -1,930     -658   -9,230   -2,360   -8,734   -4,949    4,175      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     11.8     21.8     47.1     57.8     88.0     91.4     12.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      72       74       89      102       96      228      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,869
COMMITMENTS
   2,293    5,590    1,211    6,190    2,961    9,694    9,762    2,175    2,107

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        345)
      14      -89      330      -64      114      280      354       66       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     47.1     10.2     52.2     24.9     81.7     82.2     18.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       27       11       26       15       54       51                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,130,959
COMMITMENTS
 227,574  204,691   51,987  728,616  726,225  1008178  982,903  122,781  148,056

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     95,506)
  -6,390   27,766   -2,864  100,701   70,341   91,447   95,242    4,059      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     18.1      4.6     64.4     64.2     89.1     86.9     10.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      56       48       40       96      107      171      176                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,278,645
COMMITMENTS
 687,058  542,100  288,108  1944359  1989673  2919526  2819881  359,119  458,764

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     36,568)
 -22,726   -8,239   -6,223   86,894   38,471   57,945   24,009  -21,377   12,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     16.5      8.8     59.3     60.7     89.0     86.0     11.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      88       80      102      158      184      297      315                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      226,834
COMMITMENTS
  33,690   20,578      373  132,227  124,491  166,290  145,442   60,543   81,392

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        853)
  -1,494      -82      -27    1,375    3,014     -147    2,905      999   -2,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      9.1      0.2     58.3     54.9     73.3     64.1     26.7     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        2       24       21       29       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,910,489
COMMITMENTS
 393,990  595,790  102,711  2152514  1868618  2649215  2567119  261,274  343,370

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -22,436)
 -38,534   27,492  -17,872   28,805  -39,165  -27,600  -29,545    5,164    7,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     20.5      3.5     74.0     64.2     91.0     88.2      9.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      54       69       55      114      149      199      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,067,631
COMMITMENTS
  85,099  132,831  247,435  715,496  630,182  1048030  1010449   19,601   57,182

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -74,156)
 -21,843     -758   -1,039  -47,680  -63,377  -70,562  -65,174   -3,594   -8,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     12.4     23.2     67.0     59.0     98.2     94.6      1.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      26       48       47       55       77      105      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,940
COMMITMENTS
  38,949    9,485      831   14,280   43,470   54,059   53,787    7,881    8,154

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        373)
     176    1,296      226       83   -1,201      485      320     -112       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     15.3      1.3     23.1     70.2     87.3     86.8     12.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      46       26        6       26       30       77       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,881
COMMITMENTS
  77,897   18,971    1,662   28,560   86,941  108,119  107,573   15,762   16,308

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        745)
     353    2,591      451      165   -2,402      969      640     -224      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     15.3      1.3     23.1     70.2     87.3     86.8     12.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      46       26        6       26       30       77       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,324
COMMITMENTS
  16,187   18,547      767    2,198        0   19,152   19,314      172       10

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -2,219)
  -1,964   -1,397       51     -330     -863   -2,243   -2,209       24      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.8     96.0      4.0     11.4      0.0     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      22       10        2        1        0       24       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,610
COMMITMENTS
  15,069    9,629      308   11,024   16,516   26,401   26,453      209      157

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -86)
    -508      203       53      348     -366     -107     -110       21       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.6     36.2      1.2     41.4     62.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       12        1        7       19       17       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,713
COMMITMENTS
  19,780    5,650      141    5,715   19,832   25,636   25,623       77       90

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,315)
   1,098      -17        5      191    1,363    1,294    1,351       21      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.9     22.0      0.5     22.2     77.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        7        2        5        9       21       17                  



Updated October 7, 2016