WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,341
COMMITMENTS
 143,935  235,779   85,853  168,436   78,443  398,224  400,075   46,117   44,266

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -58,776)
 -10,601    8,583  -22,808  -19,387  -44,787  -52,796  -59,012   -5,980      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     53.1     19.3     37.9     17.7     89.6     90.0     10.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     152      151      114      112       87      332      301                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      245,249
COMMITMENTS
  98,862   83,554   36,544   88,493  101,018  223,899  221,116   21,350   24,133

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -20,192)
    -872   -7,117   -3,986  -14,019  -10,066  -18,877  -21,169   -1,315      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     34.1     14.9     36.1     41.2     91.3     90.2      8.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      82       62       49       74       74      174      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,236,807
COMMITMENTS
 374,841  294,885  155,291  572,292  605,840  1102424  1056016  134,383  180,791

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -111,849)
   5,532    8,911  -62,445  -43,085  -45,527  -99,998  -99,061  -11,851  -12,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     23.8     12.6     46.3     49.0     89.1     85.4     10.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      734)
     151      157      157      261      323      505      570                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,684
COMMITMENTS
   1,986    1,515      356    3,137    4,692    5,479    6,563    2,205    1,121

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -1,023)
     299      124      163   -1,227   -1,130     -765     -843     -258     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     19.7      4.6     40.8     61.1     71.3     85.4     28.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        4        3       13        7       26       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      721,091
COMMITMENTS
 260,207   96,034   77,439  330,868  436,745  668,514  610,218   52,577  110,873

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     52,560)
  33,484    9,556   -1,723   18,370   36,401   50,131   44,234    2,429    8,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     13.3     10.7     45.9     60.6     92.7     84.6      7.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     192      139      144      151      233      424      456                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,956
COMMITMENTS
   9,552    1,091      748    2,250    2,826   12,550    4,665    6,406   14,291

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      5.8      3.9     11.9     14.9     66.2     24.6     33.8     75.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        3        7       11       16                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      425,142
COMMITMENTS
 159,481   16,779   78,896  141,229  306,590  379,606  402,265   45,536   22,877

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -5,635)
   1,890  -12,166  -10,240     -652   15,077   -9,002   -7,329    3,367    1,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5      3.9     18.6     33.2     72.1     89.3     94.6     10.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     137       50      115       76       80      277      214                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      578,177
COMMITMENTS
  85,380  109,695   10,595  338,795  283,662  434,770  403,952  143,407  174,225

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -23,914)
 -13,984   10,565   -6,746    2,143  -17,514  -18,587  -13,695   -5,327  -10,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     19.0      1.8     58.6     49.1     75.2     69.9     24.8     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      26       36       22       64       62      104      106                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      654,331
COMMITMENTS
  50,166  127,721    6,475  473,367  413,705  530,008  547,901  124,323  106,430

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -28,459)
   4,173   -7,458  -10,374   -9,074  -10,176  -15,275  -28,008  -13,184     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     19.5      1.0     72.3     63.2     81.0     83.7     19.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      12       12        9       61       59       79       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,462
COMMITMENTS
   2,840      589      897    1,347    3,783    5,084    5,269      378      193

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:       -245)
     -70      -53      -91      -88     -107     -249     -251        4        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     10.8     16.4     24.7     69.3     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        5        3        7       13       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      367,705
COMMITMENTS
  99,668   56,101   42,265  178,706  240,410  320,639  338,776   47,066   28,929

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -10,302)
   1,319     -178   -5,589   -5,242   -2,734   -9,512   -8,501     -790   -1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     15.3     11.5     48.6     65.4     87.2     92.1     12.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      76       55       79       85       87      211      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,222
COMMITMENTS
   1,878    5,994      359    7,192    3,756    9,429   10,109    2,793    2,113

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:        130)
    -217      -57       34      110       70      -73       47      203       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     49.0      2.9     58.8     30.7     77.1     82.7     22.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14       24        7       22       11       39       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,157,658
COMMITMENTS
 184,060  197,522  110,062  761,514  693,313  1055636  1000897  102,022  156,761

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:    -34,749)
   3,358   -9,589   -3,938  -19,557  -17,399  -20,137  -30,926  -14,612   -3,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     17.1      9.5     65.8     59.9     91.2     86.5      8.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      53       39       29      102      107      169      161                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,008,378
COMMITMENTS
 519,109  615,376  100,971  2080843  1784107  2700923  2500454  307,455  507,924

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -122,962)
-208,373   60,542 -125,785  246,001  -43,120  -88,157 -108,363  -34,805  -14,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     20.5      3.4     69.2     59.3     89.8     83.1     10.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      74       81       64      155      160      264      270                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      315,299
COMMITMENTS
  52,559   61,153    9,796  171,012  142,545  233,367  213,494   81,932  101,805

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     12,466)
   2,267     -465    8,980   -3,095    2,044    8,152   10,559    4,314    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     19.4      3.1     54.2     45.2     74.0     67.7     26.0     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        2       31       26       37       33                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,026,123
COMMITMENTS
 339,472  642,972  143,489  2278503  1848941  2761464  2635402  264,659  390,721

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:   -128,752)
 -17,548   24,664  -16,589  -75,020 -120,558 -109,157 -112,483  -19,595  -16,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     21.2      4.7     75.3     61.1     91.3     87.1      8.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      49       67       48      114      146      191      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,012,863
COMMITMENTS
  76,595  131,318  156,797  755,707  679,429  989,099  967,544   23,764   45,319

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     57,249)
  19,517   10,447   10,295   32,014   43,850   61,826   64,592   -4,577   -7,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     13.0     15.5     74.6     67.1     97.7     95.5      2.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      31       28       41       59       73      107      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,827
COMMITMENTS
  44,672    9,412    1,344   17,728   49,963   63,744   60,719    9,083   12,108

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      5,567)
   4,485      530     -169    1,561    5,536    5,877    5,896     -310     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     12.9      1.8     24.3     68.6     87.5     83.4     12.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      45       28        5       29       34       76       65                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      145,653
COMMITMENTS
  89,343   18,823    2,688   35,456   99,926  127,487  121,437   18,166   24,216

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     11,133)
   8,969    1,059     -338    3,122   11,071   11,753   11,792     -620     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     12.9      1.8     24.3     68.6     87.5     83.4     12.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      45       28        5       29       34       76       65                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,694
COMMITMENTS
  17,845   21,306      369    3,395        4   21,609   21,679       85       15

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      3,975)
   2,867    3,978        0    1,158        0    4,025    3,978      -50       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.3     98.2      1.7     15.6      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      20       13        1        3        1       24       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,491
COMMITMENTS
  15,772    5,183      270   15,412   25,773   31,454   31,226       37      265

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:        806)
     457      262       28      323      507      808      797       -2        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     16.5      0.9     48.9     81.8     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       14        1        4       21       11       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,590
COMMITMENTS
  38,454    1,792      136    4,957   41,578   43,547   43,506       43       84

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      4,306)
   3,259      382        0    1,007    3,915    4,266    4,297       40        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.2      4.1      0.3     11.4     95.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        7        1        4       13       16       21                  



Updated December 2, 2016