WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      477,960
COMMITMENTS
 146,986  260,306   86,013  191,606   89,346  424,605  435,665   53,355   42,295

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     12,078)
     707   20,116    1,890    6,777   -9,160    9,374   12,846    2,704     -768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     54.5     18.0     40.1     18.7     88.8     91.2     11.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     162      149      106      127      101      343      310                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      239,676
COMMITMENTS
  97,543   92,207   28,291   94,504   95,844  220,338  216,342   19,338   23,334

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      6,512)
   8,545    4,571    4,053   -4,968   -2,177    7,630    6,447   -1,118       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     38.5     11.8     39.4     40.0     91.9     90.3      8.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      81       61       54       77       73      179      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,310,849
COMMITMENTS
 363,099  388,203  200,758  596,041  536,639  1159898  1125600  150,951  185,249

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      3,735)
   3,136  -17,830    6,957  -10,972   17,610     -879    6,737    4,614   -3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     29.6     15.3     45.5     40.9     88.5     85.9     11.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     173      157      169      253      309      523      565                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,302
COMMITMENTS
   3,082    4,444        1    3,605    3,893    6,688    8,338    3,614    1,964

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -436)
    -282     -170        0     -324      -91     -606     -261      170     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     43.1      0.0     35.0     37.8     64.9     80.9     35.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       14        1       14       10       28       25                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      651,042
COMMITMENTS
 189,926   84,986  102,990  308,832  376,538  601,748  564,514   49,294   86,528

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      5,437)
     999   -5,471    5,025   -1,150   10,973    4,874   10,527      563   -5,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     13.1     15.8     47.4     57.8     92.4     86.7      7.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     187      158      194      164      201      468      467                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,760
COMMITMENTS
   9,578    1,417      145      167    4,881    9,890    6,443   11,870   15,317

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        3        2       14        6       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      414,039
COMMITMENTS
 155,872   31,390   83,292  133,574  273,457  372,738  388,139   41,301   25,900

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -890)
  -3,442    1,875    4,968   -2,242   -7,149     -716     -306     -174     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      7.6     20.1     32.3     66.0     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     102       67      109       70       67      246      203                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      569,086
COMMITMENTS
 108,944   98,595   13,327  292,624  323,189  414,895  435,111  154,191  133,975

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,815)
   6,665  -17,432   -1,266    9,042   26,951   14,441    8,253   -9,626   -3,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     17.3      2.3     51.4     56.8     72.9     76.5     27.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      31       35       19       64       56      107       98                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,616
COMMITMENTS
  43,841  160,452   11,230  436,171  355,074  491,242  526,756  116,374   80,860

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,260)
   1,174    1,193   -2,895    8,883    9,259    7,162    7,557   -4,902   -5,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     26.4      1.8     71.8     58.4     80.8     86.7     19.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       17        8       56       55       74       75                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,776
COMMITMENTS
   2,024      386    1,048    1,405    3,178    4,477    4,612      299      164

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        4        7        8       11       25       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      364,721
COMMITMENTS
  91,321   47,270   51,274  176,091  232,658  318,686  331,202   46,035   33,519

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,518)
       2   -2,201   -1,467   -8,885   -3,430  -10,350   -7,098    3,832      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     13.0     14.1     48.3     63.8     87.4     90.8     12.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      75       63       78       95       87      214      196                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,272
COMMITMENTS
   2,372    5,689      720    6,110    2,768    9,202    9,177    2,070    2,095

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        336)
     -59      -54      341      -17       52      265      339       71       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     50.5      6.4     54.2     24.6     81.6     81.4     18.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       29        9       23       14       47       49                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,109,419
COMMITMENTS
 225,902  201,852   39,804  722,290  721,937  987,996  963,593  121,423  145,826

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     90,820)
  -7,839   24,598   -3,036   97,070   68,884   86,195   90,446    4,625      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     18.2      3.6     65.1     65.1     89.1     86.9     10.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      55       49       33       94      107      165      173                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,857,712
COMMITMENTS
 688,927  561,758   93,258  1737180  1772634  2519365  2427650  338,347  430,062

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     38,468)
 -29,419  -16,175    7,180   79,139   43,537   56,900   34,542  -18,432    3,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     19.7      3.3     60.8     62.0     88.2     85.0     11.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      84       76       58      128      154      237      263                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      226,088
COMMITMENTS
  33,690   20,676      144  132,227  124,491  166,061  145,311   60,027   80,777

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        708)
  -1,494      -86       -5    1,375    3,014     -124    2,923      832   -2,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      9.1      0.1     58.5     55.1     73.4     64.3     26.6     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        2       24       21       29       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,765,799
COMMITMENTS
 393,668  607,812   31,450  2085994  1792174  2511112  2431436  254,687  334,363

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -39,287)
 -39,158   26,700  -24,711   19,618  -48,302  -44,251  -46,313    4,964    7,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     22.0      1.1     75.4     64.8     90.8     87.9      9.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      47       75       30       99      140      164      227                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,065,083
COMMITMENTS
  84,947  133,039  246,049  714,565  629,445  1045561  1008533   19,522   56,550

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -74,440)
 -21,557     -422   -1,472  -48,053  -63,699  -71,082  -65,593   -3,358   -8,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     12.5     23.1     67.1     59.1     98.2     94.7      1.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      26       48       46       54       77      104      150                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,014
COMMITMENTS
  38,865    9,579      510   13,822   42,857   53,196   52,946    7,818    8,068

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        361)
     172    1,323      203      105   -1,214      480      312     -119       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     15.7      0.8     22.7     70.2     87.2     86.8     12.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      43       26        5       24       29       72       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,027
COMMITMENTS
  77,729   19,158    1,019   27,643   85,714  106,391  105,891   15,636   16,136

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        721)
     344    2,646      406      209   -2,428      959      624     -238       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     15.7      0.8     22.7     70.2     87.2     86.8     12.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      43       26        5       24       29       72       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/04/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,324
COMMITMENTS
  16,187   18,547      767    2,198        0   19,152   19,314      172       10

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

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

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

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

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

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

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

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

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



Updated October 7, 2016