WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,882
COMMITMENTS
 146,279  240,190   84,123  184,829   98,506  415,231  422,819   50,651   43,063

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,803)
   4,990    4,226     -701      -17    1,204    4,272    4,729    1,531    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     51.6     18.1     39.7     21.1     89.1     90.8     10.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     160      144      111      126      104      344      311                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      233,164
COMMITMENTS
  88,998   87,636   24,238   99,472   98,021  212,708  209,895   20,456   23,269

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        735)
   3,064     -923      103   -2,699    1,882      468    1,062      267     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     37.6     10.4     42.7     42.0     91.2     90.0      8.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       54       52       75       72      174      163                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,307,114
COMMITMENTS
 359,963  406,033  193,801  607,013  519,029  1160777  1118863  146,337  188,251

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      7,168)
   2,040   13,084   -8,760   11,417   -7,429    4,697   -3,105    2,471   10,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     31.1     14.8     46.4     39.7     88.8     85.6     11.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     153      173      165      250      294      502      559                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,738
COMMITMENTS
   3,364    4,614        1    3,929    3,984    7,294    8,599    3,444    2,139

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         24)
      -9     -165      -25       34      149        0      -41       24       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     43.0      0.0     36.6     37.1     67.9     80.1     32.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       15        1       13        8       27       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      645,605
COMMITMENTS
 188,927   90,457   97,965  309,982  365,565  596,874  553,987   48,731   91,618

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -4,500)
 -14,655   12,091    6,212    5,670  -27,178   -2,773   -8,875   -1,727    4,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     14.0     15.2     48.0     56.6     92.5     85.8      7.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     164      171      179      161      207      434      475                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,828
COMMITMENTS
   9,437    2,244      131       47    8,354    9,615   10,729   17,213   16,099

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -2,519)
      70     -735      -18       34   -1,021       86   -1,774   -2,605     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      8.4      0.5      0.2     31.1     35.8     40.0     64.2     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        3        3       19        7       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      414,929
COMMITMENTS
 159,314   29,515   78,324  135,816  280,606  373,454  388,445   41,475   26,484

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     23,230)
  11,794    1,850    8,663    1,234   13,092   21,691   23,605    1,539     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      7.1     18.9     32.7     67.6     90.0     93.6     10.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     113       67      104       76       74      255      204                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      564,271
COMMITMENTS
 102,279  116,027   14,593  283,582  296,238  400,454  426,858  163,817  137,413

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,077)
  -5,936    6,231   -1,704    3,943   -4,272   -3,697      255    7,774    3,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     20.6      2.6     50.3     52.5     71.0     75.6     29.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      33       34       18       58       56      100       99                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,356
COMMITMENTS
  42,667  159,259   14,125  427,288  345,815  484,080  519,199  121,276   86,157

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      7,108)
  -1,060    3,305    2,256    9,159    1,425   10,355    6,986   -3,247      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     26.3      2.3     70.6     57.1     80.0     85.8     20.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      12       17       10       57       51       77       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,362
COMMITMENTS
   1,764      546      915    1,404    2,713    4,083    4,174      279      188

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        163)
      52       99       56       59       61      167      216       -4      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     12.5     21.0     32.2     62.2     93.6     95.7      6.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        6        8       11       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      371,239
COMMITMENTS
  91,319   49,471   52,741  184,976  236,088  329,036  338,300   42,203   32,939

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      8,315)
  -5,792   13,845    8,415    7,812  -18,347   10,435    3,913   -2,120    4,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     13.3     14.2     49.8     63.6     88.6     91.1     11.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      72       71       80      105       94      230      208                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,936
COMMITMENTS
   2,431    5,743      379    6,127    2,716    8,937    8,838    1,999    2,098

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -701)
    -127      387     -242     -259     -920     -628     -775      -73       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     52.5      3.5     56.0     24.8     81.7     80.8     18.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       29        9       21       14       45       49                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,018,599
COMMITMENTS
 233,741  177,254   42,840  625,220  653,053  901,801  873,147  116,798  145,452

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     52,879)
  13,708  -11,259     -691   39,811   59,081   52,828   47,131       51    5,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     17.4      4.2     61.4     64.1     88.5     85.7     11.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      52       49       32       83      108      149      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,819,244
COMMITMENTS
 718,346  577,933   86,078  1658041  1729097  2462465  2393108  356,779  426,136

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     55,588)
  33,714   10,181   12,648   -4,993   30,378   41,369   53,207   14,219    2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     20.5      3.1     58.8     61.3     87.3     84.9     12.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      81       78       58      122      150      235      254                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      225,380
COMMITMENTS
  35,184   20,762      149  130,852  121,477  166,185  142,388   59,195   82,992

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     15,691)
 -18,312    2,234     -248   30,396   19,146   11,836   21,132    3,855   -5,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      9.2      0.1     58.1     53.9     73.7     63.2     26.3     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        3       21       20       26       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,805,086
COMMITMENTS
 432,826  581,112   56,161  2066376  1840476  2555363  2477749  249,723  327,337

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     36,708)
  18,406  -21,382   -5,338    4,275   62,219   17,343   35,499   19,365    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     20.7      2.0     73.7     65.6     91.1     88.3      8.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      50       69       31      106      144      176      224                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,139,523
COMMITMENTS
 106,504  133,461  247,521  762,618  693,144  1116643  1074126   22,880   65,397

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      3,147)
  18,056  -21,237    5,399  -22,507   12,475      948   -3,363    2,199    6,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     11.7     21.7     66.9     60.8     98.0     94.3      2.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      26       49       43       55       78      105      148                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,653
COMMITMENTS
  38,693    8,256      307   13,717   44,071   52,716   52,634    7,937    8,020

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,539)
   3,192     -107       37     -809    2,270    2,420    2,200      119      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.8     13.6      0.5     22.6     72.7     86.9     86.8     13.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      45       25        4       25       29       73       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,306
COMMITMENTS
  77,385   16,512      613   27,434   88,142  105,432  105,267   15,874   16,039

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,078)
   6,383     -214       74   -1,617    4,540    4,840    4,400      238      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.8     13.6      0.5     22.6     72.7     86.9     86.8     13.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      45       25        4       25       29       73       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,543
COMMITMENTS
  18,151   19,944      716    2,528      863   21,395   21,523      148       20

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -394)
   3,505    2,277   -3,501     -383      863     -379     -361      -15      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     92.6      3.3     11.7      4.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      25        9        2        1        1       27       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,696
COMMITMENTS
  15,577    9,426      255   10,676   16,882   26,508   26,563      188      133

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,514)
     940      737      124      483      654    1,547    1,515      -33       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     35.3      1.0     40.0     63.2     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       13        1        6       20       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,398
COMMITMENTS
  18,682    5,667      136    5,524   18,469   24,342   24,272       56      126

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,339)
   1,388      322        0      956    1,974    2,344    2,296       -5       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.6     23.2      0.6     22.6     75.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        6        1        5        9       18       16                  



Updated September 30, 2016