WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      447,386
COMMITMENTS
 146,691  230,309   82,277  170,507   91,208  399,475  403,794   47,911   43,592

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      4,080)
  -4,163    9,184    1,155    5,189   -8,538    2,181    1,801    1,899    2,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     51.5     18.4     38.1     20.4     89.3     90.3     10.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     143      154      116      105       89      311      305                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      247,476
COMMITMENTS
  93,117   91,605   35,374   96,633   97,984  225,124  224,963   22,352   22,513

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -11,650)
  -5,538  -11,086      217   -5,521      281  -10,842  -10,588     -808   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     37.0     14.3     39.0     39.6     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      73       65       53       84       78      186      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,227,436
COMMITMENTS
 355,181  309,160  167,952  568,962  571,702  1092095  1048814  135,341  178,622

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      7,505)
 -10,973   14,305    6,274    9,451  -18,646    4,752    1,933    2,753    5,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     25.2     13.7     46.4     46.6     89.0     85.4     11.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     149      146      146      241      316      477      547                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,525
COMMITMENTS
   1,807    1,845       20    2,428    3,648    4,255    5,513    2,270    1,012

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -720)
      13      -58      -53     -647     -558     -687     -669      -33      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     28.3      0.3     37.2     55.9     65.2     84.5     34.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        4        3       13        9       29       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      716,574
COMMITMENTS
 224,360   87,786   95,434  346,879  422,134  666,673  605,354   49,901  111,220

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -26,072)
 -16,222     -802  -12,064    1,471  -13,923  -26,815  -26,789      743      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     12.3     13.3     48.4     58.9     93.0     84.5      7.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     168      135      184      175      231      456      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      404,009
COMMITMENTS
 158,969   30,922   71,465  129,861  276,263  360,295  378,650   43,714   25,359

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -386)
     294    4,175    7,037   -6,144  -10,687    1,187      525   -1,573     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      7.7     17.7     32.1     68.4     89.2     93.7     10.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     122       57      104       77       81      261      209                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      592,942
COMMITMENTS
  95,259  106,582    7,185  358,534  319,368  460,978  433,135  131,964  159,807

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,575)
   2,509   -1,702     -335   -1,188   11,308      986    9,271      589   -7,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     18.0      1.2     60.5     53.9     77.7     73.0     22.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      32       36       16       60       67       98      113                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      680,353
COMMITMENTS
  66,490  133,014    1,191  502,931  444,386  570,612  578,591  109,741  101,762

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        732)
   2,910    4,941     -209   -3,132    3,250     -431    7,982    1,163   -7,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     19.6      0.2     73.9     65.3     83.9     85.0     16.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      15       14        7       54       55       72       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,345
COMMITMENTS
   2,774      669    1,293      859    3,168    4,926    5,130      419      215

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        145)
    -111      343      228       82     -371      199      200      -54      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     12.5     24.2     16.1     59.3     92.2     96.0      7.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        4        5        7       12       26       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      354,704
COMMITMENTS
  91,691   54,407   43,294  174,879  224,303  309,864  322,004   44,840   32,700

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -1,922)
  -1,872    1,226   -1,731    3,718   -5,597      115   -6,102   -2,037    4,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     15.3     12.2     49.3     63.2     87.4     90.8     12.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      73       66       82       97       91      223      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,235
COMMITMENTS
   2,090    5,390      497    7,151    4,277    9,738   10,164    2,497    2,071

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -616)
      62      -85     -830       98      199     -670     -716       54      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     44.1      4.1     58.4     35.0     79.6     83.1     20.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      18       21       10       22       13       44       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,121,234
COMMITMENTS
 205,529  230,651   68,618  749,390  659,599  1023537  958,868   97,697  162,366

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -18,217)
   8,800   21,572   -9,338  -17,623  -45,122  -18,161  -32,888      -56   14,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     20.6      6.1     66.8     58.8     91.3     85.5      8.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      52       48       31       96      101      162      166                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,058,814
COMMITMENTS
 509,504  730,562  112,155  2124274  1717290  2745933  2560007  312,881  498,807

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     46,483)
  57,515   10,178   -4,281   -5,286   29,134   47,948   35,031   -1,465   11,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     23.9      3.7     69.4     56.1     89.8     83.7     10.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      80       95       62      136      162      253      282                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      286,504
COMMITMENTS
  53,762   27,952    4,289  159,953  152,802  218,004  185,043   68,500  101,461

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -10,962)
    -156   -6,012    4,184  -19,263   -7,489  -15,235   -9,317    4,273   -1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      9.8      1.5     55.8     53.3     76.1     64.6     23.9     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        4        2       30       30       38       36                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,937,579
COMMITMENTS
 337,732  661,197   66,481  2310663  1845422  2714876  2573100  222,703  364,479

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     42,713)
   7,971   41,278   -6,323   46,980      195   48,628   35,150   -5,915    7,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     22.5      2.3     78.7     62.8     92.4     87.6      7.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      46       77       35      102      149      169      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      999,831
COMMITMENTS
  86,492  147,558  118,840  769,080  680,156  974,412  946,554   25,419   53,277

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     49,500)
 -15,057  -31,406   -6,855   74,685   81,536   52,773   43,275   -3,273    6,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     14.8     11.9     76.9     68.0     97.5     94.7      2.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      19       30       32       51       65       90      111                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,716
COMMITMENTS
  37,304    6,657    1,167   16,029   46,806   54,499   54,629    9,217    9,088

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -21,095)
     608     -815     -553  -20,882  -16,934  -20,827  -18,301     -268   -2,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     10.4      1.8     25.2     73.5     85.5     85.7     14.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       21        8       30       29       72       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,432
COMMITMENTS
  74,608   13,313    2,333   32,057   93,611  108,998  109,257   18,434   18,175

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -42,189)
   1,216   -1,630   -1,105  -41,764  -33,867  -41,653  -36,602     -536   -5,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     10.4      1.8     25.2     73.5     85.5     85.7     14.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       21        8       30       29       72       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,547
COMMITMENTS
  14,758   23,198    3,435    8,345        0   26,538   26,633    1,009      914

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      2,183)
     135      178    1,969       24        0    2,128    2,147       55       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     84.2     12.5     30.3      0.0     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      19       13        3        3        0       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,452
COMMITMENTS
  19,714    4,913      433    9,288   23,872   29,435   29,218       17      234

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -6,151)
   1,814   -1,237      161   -8,122   -5,044   -6,147   -6,120       -4      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     16.7      1.5     31.5     81.1     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       13        1        5       21       11       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,648
COMMITMENTS
  20,817    3,214      175    6,644   24,155   27,636   27,544       12      104

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -29,188)
 -28,884    1,149        0     -294  -30,347  -29,178  -29,198      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3     11.6      0.6     24.0     87.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       10        1        3       15       10       26                  



Updated December 23, 2016