WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,079
COMMITMENTS
 141,289  235,964   84,824  184,846   97,302  410,959  418,090   49,120   41,989

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        791)
    -598    1,504   -2,409    3,256      634      249     -271      542    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     51.3     18.4     40.2     21.1     89.3     90.9     10.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     157      145      114      123      102      339      308                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      232,429
COMMITMENTS
  85,934   88,559   24,135  102,171   96,139  212,240  208,833   20,189   23,596

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,402)
   4,725     -726      -20   -3,288    1,867    1,417    1,121      -15      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     38.1     10.4     44.0     41.4     91.3     89.8      8.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      76       55       52       76       74      174      165                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,299,946
COMMITMENTS
 357,923  392,949  202,561  595,596  526,458  1156080  1121968  143,866  177,978

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     16,211)
   8,987    7,342    3,229   -1,328   10,340   10,888   20,911    5,323   -4,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     30.2     15.6     45.8     40.5     88.9     86.3     11.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      739)
     172      165      166      245      299      513      560                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,714
COMMITMENTS
   3,373    4,779       26    3,895    3,835    7,294    8,640    3,420    2,074

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -187)
    -138      -24      -23     -131      -80     -292     -127      105      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     44.6      0.2     36.4     35.8     68.1     80.6     31.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       16        1       14        9       27       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      650,105
COMMITMENTS
 203,582   78,366   91,753  304,312  392,743  599,647  562,862   50,458   87,243

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     24,828)
   4,119   -2,145    8,415    9,170   20,853   21,704   27,123    3,124   -2,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     12.1     14.1     46.8     60.4     92.2     86.6      7.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     180      154      165      159      222      433      472                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,347
COMMITMENTS
   9,367    2,979      149       13    9,375    9,529   12,503   19,818   16,844

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -2,003)
     423     -344       50       -2   -1,441      471   -1,735   -2,474     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     10.2      0.5      0.0     31.9     32.5     42.6     67.5     57.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        4        2       21        7       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,699
COMMITMENTS
 147,520   27,665   69,661  134,582  267,514  351,763  364,840   39,936   26,859

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -4,632)
   3,066  -10,577   -4,200   -5,596   11,397   -6,730   -3,380    2,098   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      7.1     17.8     34.4     68.3     89.8     93.1     10.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     116       57      102       75       73      247      196                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      560,194
COMMITMENTS
 108,215  109,796   16,297  279,639  300,510  404,151  426,603  156,043  133,591

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        138)
   1,328   10,732   -4,612   -3,866    1,080   -7,150    7,200    7,288   -7,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     19.6      2.9     49.9     53.6     72.1     76.2     27.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       34       21       58       59      102      103                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      598,248
COMMITMENTS
  43,727  155,954   11,869  418,129  344,390  473,725  512,213  124,523   86,035

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -8,616)
  -3,226   -5,598     -117   -5,020    1,071   -8,363   -4,644     -253   -3,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     26.1      2.0     69.9     57.6     79.2     85.6     20.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12       15        9       55       48       75       64                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,199
COMMITMENTS
   1,712      447      859    1,345    2,652    3,916    3,958      283      241

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -324)
      63     -139     -239     -151       94     -327     -284        3      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     10.6     20.5     32.0     63.2     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        5        4        8       10       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      362,924
COMMITMENTS
  97,111   35,626   44,326  177,164  254,435  318,601  334,387   44,323   28,537

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -3,112)
  -2,135      601    1,958   -5,127   -3,529   -5,304     -970    2,192   -2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      9.8     12.2     48.8     70.1     87.8     92.1     12.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      76       60       81      100       91      227      194                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,637
COMMITMENTS
   2,558    5,356      621    6,386    3,636    9,565    9,613    2,072    2,024

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         82)
      30      -55      142      108       59      280      146     -198      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     46.0      5.3     54.9     31.2     82.2     82.6     17.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       25       12       25       16       54       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      965,720
COMMITMENTS
 220,033  188,513   43,531  585,409  593,972  848,973  826,016  116,747  139,704

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -7,422)
 -16,573  -12,006    5,266    2,372   10,932   -8,935    4,192    1,513  -11,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     19.5      4.5     60.6     61.5     87.9     85.5     12.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      51       52       37       88      113      156      185                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,763,656
COMMITMENTS
 684,632  567,752   73,430  1663034  1698719  2421096  2339901  342,560  423,755

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -90,957)
  49,413    1,124  -29,094 -101,182  -25,591  -80,863  -53,561  -10,094  -37,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     20.5      2.7     60.2     61.5     87.6     84.7     12.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      88       75       54      126      147      241      249                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      209,689
COMMITMENTS
  53,496   18,528      397  100,456  102,331  154,349  121,256   55,340   88,433

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,437)
   5,238   -4,830      139      117    9,861    5,494    5,170   -4,057   -3,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      8.8      0.2     47.9     48.8     73.6     57.8     26.4     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        3       21       18       27       23                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,768,378
COMMITMENTS
 414,420  602,494   61,499  2062101  1778257  2538020  2442250  230,358  326,128

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -3,587)
  55,146   -2,073   -5,736  -33,621   30,590   15,789   22,781  -19,376  -26,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     21.8      2.2     74.5     64.2     91.7     88.2      8.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      49       76       33      104      144      176      230                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,136,376
COMMITMENTS
  88,448  154,698  242,122  785,125  680,669  1115695  1077489   20,681   58,887

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     91,554)
  13,753   23,746   10,911   66,581   57,370   91,245   92,027      309     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.6     21.3     69.1     59.9     98.2     94.8      1.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      24       52       39       59       82      105      155                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,114
COMMITMENTS
  35,501    8,363      270   14,526   41,801   50,296   50,434    7,818    7,681

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -20,451)
  -3,060     -922   -1,079  -15,538  -16,863  -19,676  -18,863     -775   -1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     14.4      0.5     25.0     71.9     86.5     86.8     13.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      41       25        3       26       29       69       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,228
COMMITMENTS
  71,002   16,726      539   29,051   83,602  100,592  100,867   15,636   15,361

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -40,901)
  -6,120   -1,843   -2,157  -31,075  -33,725  -39,352  -37,725   -1,549   -3,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     14.4      0.5     25.0     71.9     86.5     86.8     13.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      41       25        3       26       29       69       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,937
COMMITMENTS
  14,646   17,667    4,217    2,911        0   21,774   21,884      163       53

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        990)
  -1,343   -1,311    3,637        0        0    2,294    2,326   -1,304   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     80.5     19.2     13.3      0.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      20       10        2        1        0       23       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,182
COMMITMENTS
  14,637    8,689      131   10,193   16,228   24,961   25,048      221      134

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,804)
     854      321     -276   -2,234   -1,763   -1,656   -1,718     -148      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     34.5      0.5     40.5     64.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       12        1        6       18       18       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,059
COMMITMENTS
  17,294    5,345      136    4,568   16,495   21,998   21,976       61       83

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -16,939)
 -13,073      190       84   -3,948  -17,200  -16,937  -16,926       -2      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.4     24.2      0.6     20.7     74.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        6        1        3        8       15       15                  



Updated September 23, 2016