WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,288
COMMITMENTS
 141,887  234,460   87,233  181,590   96,668  410,710  418,361   48,578   40,927

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      8,218)
    -443   -7,988    4,943    5,103   13,051    9,603   10,006   -1,385   -1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     51.0     19.0     39.5     21.0     89.4     91.1     10.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     159      147      106      119      101      332      308                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      231,027
COMMITMENTS
  81,209   89,285   24,155  105,459   94,272  210,823  207,712   20,204   23,315

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -446)
    -403   -3,195   -1,447    1,704    3,616     -146   -1,026     -300      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     38.6     10.5     45.6     40.8     91.3     89.9      8.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      72       55       50       76       73      171      163                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,283,735
COMMITMENTS
 348,936  385,607  199,332  596,924  516,118  1145192  1101057  138,543  182,678

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -33,363)
  -8,816  -33,375   -4,587  -12,921   -2,761  -26,324  -40,723   -7,039    7,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     30.0     15.5     46.5     40.2     89.2     85.8     10.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     166      172      157      245      288      506      546                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,901
COMMITMENTS
   3,511    4,803       49    4,026    3,915    7,586    8,767    3,315    2,134

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        117)
     -33       96      -59      158      131       66      168       51      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     44.1      0.4     36.9     35.9     69.6     80.4     30.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       16        1       14       11       28       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      625,277
COMMITMENTS
 199,463   80,511   83,338  295,142  371,890  577,943  535,739   47,334   89,538

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -3,172)
  -7,960    5,176    4,684     -144  -12,842   -3,420   -2,982      248     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     12.9     13.3     47.2     59.5     92.4     85.7      7.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     168      154      165      156      224      418      478                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,350
COMMITMENTS
   8,944    3,323       99       15   10,816    9,058   14,238   22,292   17,112

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -529)
     195       -4     -101        0     -171       94     -276     -623     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     10.6      0.3      0.0     34.5     28.9     45.4     71.1     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       10        4        3       28        7       41                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      396,331
COMMITMENTS
 144,454   38,242   73,861  140,178  256,117  358,493  368,220   37,838   28,111

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,484)
    -881    2,767      308    2,682   -6,655    2,109   -3,580   -3,593    2,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      9.6     18.6     35.4     64.6     90.5     92.9      9.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     106       61      106       75       68      245      198                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      560,056
COMMITMENTS
 106,887   99,064   20,909  283,505  299,430  411,301  419,403  148,755  140,653

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -2,649)
  -9,731    6,580    3,628    6,351  -11,696      248   -1,488   -2,897   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     17.7      3.7     50.6     53.5     73.4     74.9     26.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      35       34       19       57       61      102      104                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      606,864
COMMITMENTS
  46,953  161,552   11,986  423,149  343,319  482,088  516,857  124,776   90,007

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -9,690)
   2,666   -5,235   -2,061   -9,740    1,178   -9,135   -6,118     -555   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     26.6      2.0     69.7     56.6     79.4     85.2     20.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      14       15        7       54       51       74       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,523
COMMITMENTS
   1,649      586    1,098    1,496    2,558    4,243    4,242      280      281

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -141)
    -127     -192      -32      -68       19     -227     -205       86       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     13.0     24.3     33.1     56.6     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        5        3        8        9       19       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      366,036
COMMITMENTS
  99,246   35,025   42,368  182,291  257,964  323,905  335,357   42,131   30,679

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      6,419)
  -1,621   -1,179    2,520    4,159    4,271    5,058    5,612    1,361      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      9.6     11.6     49.8     70.5     88.5     91.6     11.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      75       64       82       95       88      222      194                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,555
COMMITMENTS
   2,528    5,411      479    6,278    3,577    9,285    9,467    2,270    2,088

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        531)
      48      220      186       14      -69      248      337      283      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     46.8      4.1     54.3     31.0     80.4     81.9     19.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       25        9       23       15       48       47                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      973,142
COMMITMENTS
 236,606  200,519   38,265  583,037  583,040  857,908  821,824  115,234  151,318

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -74,774)
 -22,239  -29,485    1,176  -53,833  -53,451  -74,896  -81,760      122    6,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     20.6      3.9     59.9     59.9     88.2     84.5     11.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      53       48       37       84      104      155      171                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,854,613
COMMITMENTS
 635,219  566,628  102,524  1764216  1724310  2501959  2393462  352,654  461,151

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -10,884)
 -22,152   14,049   19,096   -6,949  -76,448  -10,005  -43,303     -879   32,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     19.8      3.6     61.8     60.4     87.6     83.8     12.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      84       75       54      130      137      241      239                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      208,252
COMMITMENTS
  48,258   23,358      258  100,339   92,470  148,855  116,086   59,397   92,166

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,026)
  -2,828    4,897     -103    4,949   -8,559    2,018   -3,765     -992    4,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     11.2      0.1     48.2     44.4     71.5     55.7     28.5     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        1       21       17       24       23                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,771,965
COMMITMENTS
 359,274  604,567   67,235  2095722  1747667  2522231  2419469  249,734  352,496

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -48,812)
 -24,644   24,363  -13,643     -272  -60,654  -38,559  -49,934  -10,253    1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     21.8      2.4     75.6     63.0     91.0     87.3      9.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      45       75       34      105      138      172      225                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,044,822
COMMITMENTS
  74,695  130,952  231,211  718,544  623,299  1024450  985,462   20,372   59,360

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     50,991)
  11,163    5,341   14,386   27,283   28,036   52,832   47,763   -1,841    3,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.5     22.1     68.8     59.7     98.1     94.3      1.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      20       51       39       57       77      101      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,565
COMMITMENTS
  38,561    9,285    1,348   30,063   58,664   69,972   69,296    8,593    9,269

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      4,539)
  -8,899    1,036      447   13,234    3,910    4,782    5,392     -244     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     11.8      1.7     38.3     74.7     89.1     88.2     10.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      41       25        7       38       34       83       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      157,129
COMMITMENTS
  77,122   18,569    2,696   60,126  117,327  139,944  138,592   17,185   18,537

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      9,077)
 -17,798    2,071      894   26,468    7,819    9,564   10,784     -487   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     11.8      1.7     38.3     74.7     89.1     88.2     10.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      41       25        7       38       34       83       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,947
COMMITMENTS
  15,989   18,978      580    2,911        0   19,480   19,558    1,467    1,389

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,446)
     371      109      -42     -231        0       98       67    1,348    1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     90.6      2.8     13.9      0.0     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      23       11        2        1        0       25       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,986
COMMITMENTS
  13,783    8,368      407   12,427   17,991   26,617   26,766      369      220

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,516)
  -2,043     -603      156      243   -1,175   -1,644   -1,622      128      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     31.0      1.5     46.0     66.7     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       10        3        6       18       18       30                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,998
COMMITMENTS
  30,367    5,155       52    8,516   33,695   38,935   38,902       63       96

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:         42)
     528     -468       52     -492      485       88       69      -46      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.9     13.2      0.1     21.8     86.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        7        2        4       10       17       19                  



Updated September 16, 2016