WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      547,593
COMMITMENTS
 126,772  236,974  158,370  206,245  106,882  491,388  502,227   56,205   45,367

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     20,975)
   4,995   12,998   10,819    4,348   -2,143   20,161   21,674      814     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     43.3     28.9     37.7     19.5     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     174      150      138      139      119      375      351                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,682
COMMITMENTS
  76,840   92,511   34,687  108,940   91,954  220,467  219,152   22,215   23,530

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      4,896)
     401    1,127      663    3,564    3,277    4,627    5,066      269     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     38.1     14.3     44.9     37.9     90.8     90.3      9.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      75       60       58       89       77      186      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,717,881
COMMITMENTS
 335,036  418,539  445,711  747,276  621,698  1528024  1485948  189,858  231,933

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      9,510)
 -13,802   17,077    1,678   15,114    5,844    2,990   24,599    6,520  -15,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     24.4     25.9     43.5     36.2     88.9     86.5     11.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      823)
     200      194      232      332      338      659      660                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,129
COMMITMENTS
   2,782    4,738    1,098    4,902    4,029    8,783    9,865    3,346    2,264

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -184)
    -143      266        4     -246     -522     -385     -252      201       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     39.1      9.1     40.4     33.2     72.4     81.3     27.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       17        8       15       11       29       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      850,942
COMMITMENTS
 167,471   64,449  250,282  379,296  426,591  797,049  741,321   53,893  109,621

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,036)
 -14,356    4,056    7,962    1,312  -15,092   -5,081   -3,073    2,045       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      7.6     29.4     44.6     50.1     93.7     87.1      6.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     196      177      231      192      241      507      541                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,879
COMMITMENTS
   8,749    3,327      200       15   10,987    8,964   14,514   22,915   17,365

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -188)
      36      139       37        0       39       73      215     -261     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     10.4      0.6      0.0     34.5     28.1     45.5     71.9     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        4        3       29        7       42                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      439,954
COMMITMENTS
 140,323   34,475  104,827  152,347  274,148  397,497  413,450   42,457   26,504

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,678)
    -969   -2,607     -719     -775    2,687   -2,463     -639    4,141    2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      7.8     23.8     34.6     62.3     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     112       59      112       81       79      257      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      632,512
COMMITMENTS
 118,289   84,426   48,897  302,080  345,287  469,266  478,611  163,245  153,901

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,567)
  -1,720    1,832    5,664  -15,165  -23,656  -11,222  -16,160     -346    4,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     13.3      7.7     47.8     54.6     74.2     75.7     25.8     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      35       27       34       62       62      114      106                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,949
COMMITMENTS
  44,259  166,787   14,121  432,944  342,202  491,324  523,110  125,625   93,839

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -27,761)
  -5,864    1,994   -4,074  -17,536  -33,085  -27,473  -35,166     -287    7,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     27.0      2.3     70.2     55.5     79.6     84.8     20.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       14       12       57       51       79       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,664
COMMITMENTS
   1,776      778    1,130    1,564    2,539    4,470    4,447      194      217

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        273)
     251       77       14      -10      203      255      294       18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     16.7     24.2     33.5     54.4     95.8     95.3      4.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        3        8       10       19       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      413,149
COMMITMENTS
  89,003   38,360   80,779  198,785  261,942  368,567  381,082   44,582   32,067

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      9,704)
  -5,807    6,389    4,265    8,464   -1,380    6,921    9,273    2,783      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      9.3     19.6     48.1     63.4     89.2     92.2     10.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      76       69       84      101       95      234      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,603
COMMITMENTS
   2,326    5,133      793    6,395    3,738    9,515    9,664    2,088    1,940

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        617)
      99      521      182      327       10      608      713        9      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     44.2      6.8     55.1     32.2     82.0     83.3     18.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       25       10       24       15       51       47                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,070,604
COMMITMENTS
 259,089  229,992   53,247  642,017  640,556  954,353  923,796  116,251  146,808

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -60,721)
 -28,359    7,076  -12,069  -19,887  -50,872  -60,316  -55,865     -405   -4,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     21.5      5.0     60.0     59.8     89.1     86.3     10.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      50       53       44       90      113      162      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,235,805
COMMITMENTS
 654,567  525,613  258,355  1950324  2001118  2863246  2785086  372,559  450,719

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     31,396)
  37,306   29,268  -16,690    2,481   33,744   23,098   46,322    8,298  -14,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     16.2      8.0     60.3     61.8     88.5     86.1     11.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      92       75       98      148      166      286      293                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      208,779
COMMITMENTS
  51,198   18,461    1,031   95,589  101,029  147,819  120,521   60,960   88,257

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        660)
  18,467    4,399   -1,273  -21,507   -2,952   -4,312      174    4,972      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5      8.8      0.5     45.8     48.4     70.8     57.7     29.2     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       20       21       24       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,970,442
COMMITMENTS
 380,724  547,587  166,658  2157254  1895899  2704636  2610144  265,806  360,298

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:   -110,425)
 -18,968   19,795  -34,256  -66,093  -90,560 -119,318 -105,021    8,893   -5,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     18.4      5.6     72.6     63.8     91.1     87.9      8.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      52       68       57      112      147      203      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      994,875
COMMITMENTS
  63,452  125,057  217,891  691,294  595,481  972,637  938,429   22,239   56,446

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -28,404)
    -302   16,587   38,141  -68,381  -53,832  -30,542      896    2,138  -29,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     12.6     21.9     69.5     59.9     97.8     94.3      2.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      21       40       39       51       68       92      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,936
COMMITMENTS
  47,495    8,160    1,239   17,303   55,273   66,037   64,672    8,899   10,264

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,128)
   1,072      653     -134     -442      751      496    1,270      632     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.4     10.9      1.7     23.1     73.8     88.1     86.3     11.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       27       11       30       30       82       64                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      149,872
COMMITMENTS
  94,990   16,320    2,478   34,605  110,547  132,073  129,344   17,799   20,528

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      2,256)
   2,144    1,306     -268     -884    1,502      992    2,540    1,265     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.4     10.9      1.7     23.1     73.8     88.1     86.3     11.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       27       11       30       30       82       64                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,501
COMMITMENTS
  15,618   18,869      622    3,142        0   19,382   19,491      119       10

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,878)
  -4,132   -3,641     -238      542        0   -3,828   -3,879      -50        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.1     96.8      3.2     16.1      0.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       11        4        1        0       24       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,502
COMMITMENTS
  15,826    8,971      251   12,184   19,166   28,261   28,388      241      114

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        252)
     249      225       32     -177       44      104      301      148      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.5     31.5      0.9     42.7     67.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12        2        6       19       16       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,956
COMMITMENTS
  29,839    5,623        0    9,008   33,210   38,847   38,833      109      123

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,859)
   3,379      141        0   -1,564    1,726    1,815    1,867       44       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.6     14.4      0.0     23.1     85.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        9        0        4       11       15       20                  



Updated September 9, 2016