WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      436,214
COMMITMENTS
 146,019  237,381   77,321  165,221   78,780  388,561  393,482   47,653   42,732

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -8,127)
   2,084    1,602   -8,532   -3,215      337   -9,663   -6,593    1,536   -1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     54.4     17.7     37.9     18.1     89.1     90.2     10.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     145      166      105      111       89      319      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      255,892
COMMITMENTS
  98,646   94,790   39,867   95,631   97,755  234,144  232,412   21,748   23,480

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     10,643)
    -216   11,236    3,323    7,138   -3,263   10,245   11,296      398     -653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     37.0     15.6     37.4     38.2     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      86       62       54       82       75      190      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,221,274
COMMITMENTS
 361,515  289,902  165,335  558,360  592,685  1085210  1047922  136,064  173,352

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:    -15,533)
 -13,326   -4,983   10,044  -13,932  -13,155  -17,214   -8,094    1,681   -7,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     23.7     13.5     45.7     48.5     88.9     85.8     11.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     155      139      154      238      324      485      551                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,259
COMMITMENTS
   1,958    1,975      102    2,982    4,109    5,042    6,186    2,217    1,073

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -425)
     -28      460     -254     -155     -583     -437     -377       12      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     27.2      1.4     41.1     56.6     69.5     85.2     30.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        5        4       13        9       29       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      736,998
COMMITMENTS
 247,987   92,552   90,680  344,955  439,864  683,622  623,096   53,376  113,902

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     15,907)
 -12,220   -3,482   13,241   14,087    3,119   15,108   12,878      799    3,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     12.6     12.3     46.8     59.7     92.8     84.5      7.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     190      128      163      152      233      434      468                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,339
COMMITMENTS
   7,779    1,172      664    2,138    3,172   10,581    5,008    9,758   15,331

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,383)
  -1,773       81      -84     -112      346   -1,969      343    3,352    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      5.8      3.3     10.5     15.6     52.0     24.6     48.0     75.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        5        4        7       12       16                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      434,653
COMMITMENTS
 166,390   21,414   78,375  141,899  309,756  386,664  409,545   47,989   25,108

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      9,511)
   6,909    4,635     -521      670    3,166    7,058    7,280    2,453    2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      4.9     18.0     32.6     71.3     89.0     94.2     11.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     132       49      110       75       78      265      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      575,948
COMMITMENTS
  76,882  120,473    7,288  354,638  281,932  438,808  409,693  137,140  166,255

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -2,229)
  -8,498   10,778   -3,307   15,843   -1,730    4,038    5,741   -6,267   -7,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     20.9      1.3     61.6     49.0     76.2     71.1     23.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       42       16       62       66       95      114                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      661,168
COMMITMENTS
  57,418  124,585    2,871  490,456  427,030  550,745  554,486  110,423  106,682

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      6,837)
   7,252   -3,136   -3,604   17,089   13,325   20,737    6,585  -13,900      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     18.8      0.4     74.2     64.6     83.3     83.9     16.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      13       13        9       61       57       79       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,557
COMMITMENTS
   2,842      665      904    1,358    3,771    5,104    5,340      453      217

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:         95)
       2       76        7       11      -12       20       71       75       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     12.0     16.3     24.4     67.9     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        4        3        4       13       20       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      358,330
COMMITMENTS
  97,594   48,996   37,804  174,237  242,511  309,635  329,311   48,695   29,019

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -9,375)
  -2,074   -7,105   -4,461   -4,469    2,101  -11,004   -9,465    1,629       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     13.7     10.6     48.6     67.7     86.4     91.9     13.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      77       50       74       86       85      204      179                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,603
COMMITMENTS
   1,876    5,646      852    7,189    3,999    9,917   10,497    2,686    2,106

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        381)
      -2     -348      493       -3      243      488      388     -107       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     44.8      6.8     57.0     31.7     78.7     83.3     21.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       24       11       22       13       43       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,162,331
COMMITMENTS
 196,880  210,632   91,522  772,766  710,931  1061168  1013085  101,163  149,246

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      4,673)
  12,820   13,110  -18,540   11,252   17,618    5,532   12,188     -859   -7,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     18.1      7.9     66.5     61.2     91.3     87.2      8.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      51       42       30       99      109      164      167                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,973,876
COMMITMENTS
 482,481  711,085   98,742  2090769  1656191  2671992  2466018  301,884  507,858

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:    -34,502)
 -36,628   95,709   -2,229    9,926 -127,916  -28,931  -34,436   -5,571      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     23.9      3.3     70.3     55.7     89.8     82.9     10.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      63      102       64      141      166      246      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      311,749
COMMITMENTS
  54,267   60,784    2,933  179,352  147,024  236,552  210,741   75,197  101,008

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -3,550)
   1,708     -369   -6,863    8,340    4,479    3,185   -2,753   -6,735     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     19.5      0.9     57.5     47.2     75.9     67.6     24.1     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        2       32       29       39       35                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,844,573
COMMITMENTS
 316,796  606,522   82,744  2207707  1784598  2607247  2473864  237,326  370,709

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:   -181,550)
 -22,676  -36,450  -60,745  -70,796  -64,343 -154,217 -161,538  -27,333  -20,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     21.3      2.9     77.6     62.7     91.7     87.0      8.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      43       68       38      108      139      173      223                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      885,668
COMMITMENTS
  84,600  143,436  114,662  656,419  580,586  855,681  838,684   29,987   46,984

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:   -127,195)
   8,005   12,118  -42,135  -99,288  -98,843 -133,418 -128,860    6,223    1,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.2     12.9     74.1     65.6     96.6     94.7      3.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      26       19       31       52       63       90      102                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       71,133
COMMITMENTS
  43,514    8,951      608   17,621   49,855   61,742   59,414    9,391   11,720

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,694)
  -1,158     -461     -737     -107     -108   -2,002   -1,305      308     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     12.6      0.9     24.8     70.1     86.8     83.5     13.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      41       29        6       33       38       77       70                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      142,266
COMMITMENTS
  87,027   17,902    1,215   35,242   99,710  123,484  118,827   18,782   23,439

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -3,387)
  -2,316     -921   -1,473     -214     -216   -4,003   -2,610      616     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     12.6      0.9     24.8     70.1     86.8     83.5     13.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      41       29        6       33       38       77       70                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,797
COMMITMENTS
  16,914   22,377      369    5,377        4   22,660   22,750      137       47

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,103)
    -931    1,071        0    1,982        0    1,051    1,071       52       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2     98.2      1.6     23.6      0.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       12        1        3        1       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,248
COMMITMENTS
  16,124    4,844      292   15,770   26,847   32,186   31,983       62      265

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        757)
     352     -339       22      358    1,074      732      757       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     15.0      0.9     48.9     83.3     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       13        1        4       23       11       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,738
COMMITMENTS
  47,197    1,990      136    5,389   50,502   52,722   52,628       16      110

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      9,148)
   8,743      198        0      432    8,924    9,175    9,122      -27       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.5      3.8      0.3     10.2     95.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        7        1        4       15       13       23                  



Updated December 9, 2016