WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   459,288:   141,887    234,460     87,233    181,590     96,668    410,710    418,361:    48,578     40,927
Old  :   417,755:   137,128    235,733     70,870    165,158     76,214    373,156    382,817:    44,599     34,938
Other:    41,533:    16,750     10,718      4,372     16,432     20,454     37,554     35,544:     3,979      5,989
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     8,218:      -443     -7,988      4,943      5,103     13,051      9,603     10,006:    -1,385     -1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       51.0       19.0       39.5       21.0       89.4       91.1:      10.6        8.9
Old  :     100.0:      32.8       56.4       17.0       39.5       18.2       89.3       91.6:      10.7        8.4
Other:     100.0:      40.3       25.8       10.5       39.6       49.2       90.4       85.6:       9.6       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       159        147        106        119        101        332        308:
Old  :       460:       159        146         94        112         88        317        286:
Other:       148:        33         33         14         47         61         89        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       10.1       18.0       19.3        8.6        9.9       14.9       18.5
Old  :                 10.6       10.9       18.7       20.6        8.8       10.8       15.9       20.4
Other:                 44.4       27.9       58.7       40.4       44.4       26.0       54.3       36.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   231,027:    81,209     89,285     24,155    105,459     94,272    210,823    207,712:    20,204     23,315
Old  :   204,541:    79,585     88,079     17,656     89,611     78,661    186,852    184,396:    17,689     20,145
Other:    26,486:     7,827      7,409        296     15,848     15,611     23,971     23,316:     2,515      3,170
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :      -446:      -403     -3,195     -1,447      1,704      3,616       -146     -1,026:      -300        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       38.6       10.5       45.6       40.8       91.3       89.9:       8.7       10.1
Old  :     100.0:      38.9       43.1        8.6       43.8       38.5       91.4       90.2:       8.6        9.8
Other:     100.0:      29.6       28.0        1.1       59.8       58.9       90.5       88.0:       9.5       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        72         55         50         76         73        171        163:
Old  :       240:        73         55         41         69         65        159        148:
Other:       114:        21         16          6         34         55         58         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  :                 13.8       18.2       23.9       29.8       13.8       17.5       23.8       28.4
Old  :                 15.5       19.8       26.2       33.0       15.5       19.0       26.1       31.4
Other:                 28.2       38.4       47.4       58.7       28.2       35.1       47.4       55.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,283,735:   348,936    385,607    199,332    596,924    516,118  1,145,192  1,101,057:   138,543    182,678
Old  : 1,201,918:   345,824    402,336    169,552    557,870    464,549  1,073,246  1,036,437:   128,672    165,481
Other:    81,817:    31,196     11,355      1,696     39,054     51,569     71,946     64,620:     9,871     17,197
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :   -33,363:    -8,816    -33,375     -4,587    -12,921     -2,761    -26,324    -40,723:    -7,039      7,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       30.0       15.5       46.5       40.2       89.2       85.8:      10.8       14.2
Old  :     100.0:      28.8       33.5       14.1       46.4       38.7       89.3       86.2:      10.7       13.8
Other:     100.0:      38.1       13.9        2.1       47.7       63.0       87.9       79.0:      12.1       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       733:       166        172        157        245        288        506        546:
Old  :       728:       168        174        144        243        283        497        532:
Other:       292:        36         58         17         56        152        104        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       10.3       18.1       16.8        9.3        7.2       16.2       12.2
Old  :                 10.7        9.2       18.4       15.8        9.5        7.3       16.8       12.7
Other:                 32.0       38.0       47.2       48.3       31.6       37.7       45.7       47.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,901:     3,511      4,803         49      4,026      3,915      7,586      8,767:     3,315      2,134
Old  :    10,875:     3,496      4,801         48      4,018      3,915      7,562      8,764:     3,313      2,111
Other:        26:        16          3          0          8          0         24          3:         2         23
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :       117:       -33         96        -59        158        131         66        168:        51        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       44.1        0.4       36.9       35.9       69.6       80.4:      30.4       19.6
Old  :     100.0:      32.1       44.1        0.4       36.9       36.0       69.5       80.6:      30.5       19.4
Other:     100.0:      61.5       11.5        0.0       30.8        0.0       92.3       11.5:       7.7       88.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        14         16          1         14         11         28         28:
Old  :        48:        14         16          1         14         11         28         28:
Other:         5:         1          2          0          2          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       40.5       43.3       56.5       31.1       39.1       42.6       53.0
Old  :                 31.1       40.6       43.2       56.6       31.0       39.2       42.5       53.2
Other:                 92.3       11.5       92.3       11.5       92.3       11.5       92.3       11.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   625,277:   199,463     80,511     83,338    295,142    371,890    577,943    535,739:    47,334     89,538
Old  :   595,349:   201,024     78,297     71,969    279,229    358,590    552,222    508,856:    43,127     86,493
Other:    29,928:     8,973     12,748        835     15,913     13,300     25,721     26,883:     4,207      3,045
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    -3,172:    -7,960      5,176      4,684       -144    -12,842     -3,420     -2,982:       248       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       12.9       13.3       47.2       59.5       92.4       85.7:       7.6       14.3
Old  :     100.0:      33.8       13.2       12.1       46.9       60.2       92.8       85.5:       7.2       14.5
Other:     100.0:      30.0       42.6        2.8       53.2       44.4       85.9       89.8:      14.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       612:       168        154        165        156        224        418        478:
Old  :       610:       169        156        154        148        224        399        476:
Other:       234:        42         40         16         49        114        100        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       15.2       24.7       23.5       15.7       14.4       22.1       20.9
Old  :                 17.6       15.6       25.6       23.7       16.6       14.8       23.2       21.6
Other:                 29.6       60.2       41.0       72.4       29.6       60.2       39.8       71.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    31,350:     8,944      3,323         99         15     10,816      9,058     14,238:    22,292     17,112
Old  :    30,378:     8,812      3,122         58         15     10,498      8,885     13,678:    21,493     16,700
Other:       972:       172        241          1          0        318        173        560:       799        412
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :      -529:       195         -4       -101          0       -171         94       -276:      -623       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       10.6        0.3        0.0       34.5       28.9       45.4:      71.1       54.6
Old  :     100.0:      29.0       10.3        0.2        0.0       34.6       29.2       45.0:      70.8       55.0
Other:     100.0:      17.7       24.8        0.1        0.0       32.7       17.8       57.6:      82.2       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         10          4          3         28          7         41:
Old  :        41:         4          9          3          3         28          7         40:
Other:        25:         2          5          1          0         18          2         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       13.6       28.9       20.2       28.5       13.6       28.5       20.2
Old  :                 29.2       13.7       29.2       20.2       29.0       13.6       29.0       20.2
Other:                 17.8       38.1       17.8       47.6       17.7       38.1       17.7       47.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   396,331:   144,454     38,242     73,861    140,178    256,117    358,493    368,220:    37,838     28,111
Old  :   386,155:   145,570     40,990     68,457    135,746    249,599    349,773    359,046:    36,382     27,109
Other:    10,176:     3,450      1,818        838      4,432      6,518      8,720      9,174:     1,456      1,002
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    -1,484:      -881      2,767        308      2,682     -6,655      2,109     -3,580:    -3,593      2,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        9.6       18.6       35.4       64.6       90.5       92.9:       9.5        7.1
Old  :     100.0:      37.7       10.6       17.7       35.2       64.6       90.6       93.0:       9.4        7.0
Other:     100.0:      33.9       17.9        8.2       43.6       64.1       85.7       90.2:      14.3        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       106         61        106         75         68        245        198:
Old  :       295:       108         65        106         75         68        245        198:
Other:        53:        12          7          8         20         16         36         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       33.5       16.3       41.3        8.3       32.3       15.1       39.4
Old  :                  9.4       33.9       16.7       41.7        8.6       33.0       15.6       40.2
Other:                 44.2       42.7       63.4       61.4       42.2       41.9       60.3       60.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   560,056:   106,887     99,064     20,909    283,505    299,430    411,301    419,403:   148,755    140,653
Old  :   560,056:   106,887     99,064     20,909    283,505    299,430    411,301    419,403:   148,755    140,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    -2,649:    -9,731      6,580      3,628      6,351    -11,696        248     -1,488:    -2,897     -1,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.7        3.7       50.6       53.5       73.4       74.9:      26.6       25.1
Old  :     100.0:      19.1       17.7        3.7       50.6       53.5       73.4       74.9:      26.6       25.1
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  :       149:        35         34         19         57         61        102        104:
Old  :       149:        35         34         19         57         61        102        104:
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  :                 15.6       23.2       25.5       33.8       10.3       15.2       17.6       22.8
Old  :                 15.6       23.2       25.5       33.8       10.3       15.2       17.6       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   606,864:    46,953    161,552     11,986    423,149    343,319    482,088    516,857:   124,776     90,007
Old  :   606,864:    46,953    161,552     11,986    423,149    343,319    482,088    516,857:   124,776     90,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    -9,690:     2,666     -5,235     -2,061     -9,740      1,178     -9,135     -6,118:      -555     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       26.6        2.0       69.7       56.6       79.4       85.2:      20.6       14.8
Old  :     100.0:       7.7       26.6        2.0       69.7       56.6       79.4       85.2:      20.6       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        14         15          7         54         51         74         67:
Old  :        97:        14         15          7         54         51         74         67:
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  :                 23.9       35.7       37.9       50.3       19.0       35.0       28.2       46.7
Old  :                 23.9       35.7       37.9       50.3       19.0       35.0       28.2       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,523:     1,649        586      1,098      1,496      2,558      4,243      4,242:       280        281
Old  :     4,523:     1,649        586      1,098      1,496      2,558      4,243      4,242:       280        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :      -141:      -127       -192        -32        -68         19       -227       -205:        86         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       13.0       24.3       33.1       56.6       93.8       93.8:       6.2        6.2
Old  :     100.0:      36.5       13.0       24.3       33.1       56.6       93.8       93.8:       6.2        6.2
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  :        24:         9          5          3          8          9         19         15:
Old  :        24:         9          5          3          8          9         19         15:
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  :                 55.7       52.0       77.2       77.4       38.0       38.0       46.3       45.8
Old  :                 55.7       52.0       77.2       77.4       38.0       38.0       46.3       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   366,036:    99,246     35,025     42,368    182,291    257,964    323,905    335,357:    42,131     30,679
Old  :   349,486:    99,780     34,082     39,411    170,919    247,118    310,110    320,611:    39,376     28,875
Other:    16,550:       905      2,382      1,518     11,372     10,846     13,795     14,746:     2,755      1,804
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     6,419:    -1,621     -1,179      2,520      4,159      4,271      5,058      5,612:     1,361        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        9.6       11.6       49.8       70.5       88.5       91.6:      11.5        8.4
Old  :     100.0:      28.6        9.8       11.3       48.9       70.7       88.7       91.7:      11.3        8.3
Other:     100.0:       5.5       14.4        9.2       68.7       65.5       83.4       89.1:      16.6       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        75         64         82         95         88        222        194:
Old  :       266:        79         63         81         95         87        222        192:
Other:        64:        13          9          9         31         20         47         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       36.2       20.9       43.7       13.3       32.8       19.5       37.2
Old  :                 14.2       37.3       21.1       44.7       13.7       34.4       20.2       38.9
Other:                 37.3       32.8       55.7       53.8       36.9       32.1       51.3       51.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,555:     2,528      5,411        479      6,278      3,577      9,285      9,467:     2,270      2,088
Old  :    11,555:     2,528      5,411        479      6,278      3,577      9,285      9,467:     2,270      2,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :       531:        48        220        186         14        -69        248        337:       283        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       46.8        4.1       54.3       31.0       80.4       81.9:      19.6       18.1
Old  :     100.0:      21.9       46.8        4.1       54.3       31.0       80.4       81.9:      19.6       18.1
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  :        74:        20         25          9         23         15         48         47:
Old  :        74:        20         25          9         23         15         48         47:
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  :                 44.5       34.2       55.2       49.8       44.5       33.7       54.1       48.4
Old  :                 44.5       34.2       55.2       49.8       44.5       33.7       54.1       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   973,142:   236,606    200,519     38,265    583,037    583,040    857,908    821,824:   115,234    151,318
Old  :   973,142:   236,606    200,519     38,265    583,037    583,040    857,908    821,824:   115,234    151,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :   -74,774:   -22,239    -29,485      1,176    -53,833    -53,451    -74,896    -81,760:       122      6,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       20.6        3.9       59.9       59.9       88.2       84.5:      11.8       15.5
Old  :     100.0:      24.3       20.6        3.9       59.9       59.9       88.2       84.5:      11.8       15.5
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  :       236:        53         48         37         84        104        155        171:
Old  :       236:        53         48         37         84        104        155        171:
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  :                 19.0       18.6       30.5       27.2       16.8       18.4       26.3       25.6
Old  :                 19.0       18.6       30.5       27.2       16.8       18.4       26.3       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,854,613:   635,219    566,628    102,524  1,764,216  1,724,310  2,501,959  2,393,462:   352,654    461,151
Old  : 2,854,613:   635,219    566,628    102,524  1,764,216  1,724,310  2,501,959  2,393,462:   352,654    461,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :   -10,884:   -22,152     14,049     19,096     -6,949    -76,448    -10,005    -43,303:      -879     32,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       19.8        3.6       61.8       60.4       87.6       83.8:      12.4       16.2
Old  :     100.0:      22.3       19.8        3.6       61.8       60.4       87.6       83.8:      12.4       16.2
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  :       345:        84         75         54        130        137        241        239:
Old  :       345:        84         75         54        130        137        241        239:
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  :                 31.4       17.0       39.0       29.3       28.5       14.7       35.5       24.8
Old  :                 31.4       17.0       39.0       29.3       28.5       14.7       35.5       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   208,252:    48,258     23,358        258    100,339     92,470    148,855    116,086:    59,397     92,166
Old  :   208,252:    48,258     23,358        258    100,339     92,470    148,855    116,086:    59,397     92,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     1,026:    -2,828      4,897       -103      4,949     -8,559      2,018     -3,765:      -992      4,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       11.2        0.1       48.2       44.4       71.5       55.7:      28.5       44.3
Old  :     100.0:      23.2       11.2        0.1       48.2       44.4       71.5       55.7:      28.5       44.3
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  :        34:         3          5          1         21         17         24         23:
Old  :        34:         3          5          1         21         17         24         23:
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  :                 46.5       29.0       58.2       39.3       44.5       28.5       56.2       38.8
Old  :                 46.5       29.0       58.2       39.3       44.5       28.5       56.2       38.8
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 - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,771,965:   359,274    604,567     67,235  2,095,722  1,747,667  2,522,231  2,419,469:   249,734    352,496
Old  : 2,771,965:   359,274    604,567     67,235  2,095,722  1,747,667  2,522,231  2,419,469:   249,734    352,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :   -48,812:   -24,644     24,363    -13,643       -272    -60,654    -38,559    -49,934:   -10,253      1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       21.8        2.4       75.6       63.0       91.0       87.3:       9.0       12.7
Old  :     100.0:      13.0       21.8        2.4       75.6       63.0       91.0       87.3:       9.0       12.7
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  :       293:        45         75         34        105        138        172        225:
Old  :       293:        45         75         34        105        138        172        225:
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  :                 41.4       20.4       51.4       29.6       38.1       18.9       47.0       27.3
Old  :                 41.4       20.4       51.4       29.6       38.1       18.9       47.0       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,044,822:    74,695    130,952    231,211    718,544    623,299  1,024,450    985,462:    20,372     59,360
Old  : 1,044,822:    74,695    130,952    231,211    718,544    623,299  1,024,450    985,462:    20,372     59,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    50,991:    11,163      5,341     14,386     27,283     28,036     52,832     47,763:    -1,841      3,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       12.5       22.1       68.8       59.7       98.1       94.3:       1.9        5.7
Old  :     100.0:       7.1       12.5       22.1       68.8       59.7       98.1       94.3:       1.9        5.7
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  :       154:        20         51         39         57         77        101        145:
Old  :       154:        20         51         39         57         77        101        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  :                 32.2       25.7       49.1       37.0       25.8       15.7       35.7       23.0
Old  :                 32.2       25.7       49.1       37.0       25.8       15.7       35.7       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    78,565:    38,561      9,285      1,348     30,063     58,664     69,972     69,296:     8,593      9,269
Old  :    78,565:    38,561      9,285      1,348     30,063     58,664     69,972     69,296:     8,593      9,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     4,539:    -8,899      1,036        447     13,234      3,910      4,782      5,392:      -244       -854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       11.8        1.7       38.3       74.7       89.1       88.2:      10.9       11.8
Old  :     100.0:      49.1       11.8        1.7       38.3       74.7       89.1       88.2:      10.9       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        41         25          7         38         34         83         65:
Old  :       118:        41         25          7         38         34         83         65:
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  :                 30.2       38.8       42.9       54.0       29.9       34.7       40.3       45.4
Old  :                 30.2       38.8       42.9       54.0       29.9       34.7       40.3       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   157,129:    77,122     18,569      2,696     60,126    117,327    139,944    138,592:    17,185     18,537
Old  :   157,129:    77,122     18,569      2,696     60,126    117,327    139,944    138,592:    17,185     18,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     9,077:   -17,798      2,071        894     26,468      7,819      9,564     10,784:      -487     -1,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       11.8        1.7       38.3       74.7       89.1       88.2:      10.9       11.8
Old  :     100.0:      49.1       11.8        1.7       38.3       74.7       89.1       88.2:      10.9       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        41         25          7         38         34         83         65:
Old  :       118:        41         25          7         38         34         83         65:
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  :                 30.2       38.8       42.9       54.0       29.9       34.7       40.3       45.4
Old  :                 30.2       38.8       42.9       54.0       29.9       34.7       40.3       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    20,947:    15,989     18,978        580      2,911          0     19,480     19,558:     1,467      1,389
Old  :    20,947:    15,989     18,978        580      2,911          0     19,480     19,558:     1,467      1,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :     1,446:       371        109        -42       -231          0         98         67:     1,348      1,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3       90.6        2.8       13.9        0.0       93.0       93.4:       7.0        6.6
Old  :     100.0:      76.3       90.6        2.8       13.9        0.0       93.0       93.4:       7.0        6.6
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  :        35:        23         11          2          1          0         25         12:
Old  :        35:        23         11          2          1          0         25         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       73.7       80.6       91.3       57.5       73.7       79.7       89.5
Old  :                 57.8       73.7       80.6       91.3       57.5       73.7       79.7       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,986:    13,783      8,368        407     12,427     17,991     26,617     26,766:       369        220
Old  :    26,986:    13,783      8,368        407     12,427     17,991     26,617     26,766:       369        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :    -1,516:    -2,043       -603        156        243     -1,175     -1,644     -1,622:       128        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       31.0        1.5       46.0       66.7       98.6       99.2:       1.4        0.8
Old  :     100.0:      51.1       31.0        1.5       46.0       66.7       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         10          3          6         18         18         30:
Old  :        43:        11         10          3          6         18         18         30:
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  :                 81.2       51.6       92.2       69.3       81.2       51.6       92.2       68.6
Old  :                 81.2       51.6       92.2       69.3       81.2       51.6       92.2       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, September 13, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,998:    30,367      5,155         52      8,516     33,695     38,935     38,902:        63         96
Old  :    38,998:    30,367      5,155         52      8,516     33,695     38,935     38,902:        63         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2016                    :
     :        42:       528       -468         52       -492        485         88         69:       -46        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.9       13.2        0.1       21.8       86.4       99.8       99.8:       0.2        0.2
Old  :     100.0:      77.9       13.2        0.1       21.8       86.4       99.8       99.8:       0.2        0.2
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  :        33:        13          7          2          4         10         17         19:
Old  :        33:        13          7          2          4         10         17         19:
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  :                 90.6       72.9       96.8       93.8       90.6       72.9       95.8       93.8
Old  :                 90.6       72.9       96.8       93.8       90.6       72.9       95.8       93.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 16, 2016