WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      555,192
COMMITMENTS
 128,410  232,533  158,668  212,739  119,192  499,817  510,393   55,375   44,799

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,245)
     963    2,699   -4,941    2,105     -318   -1,872   -2,560      627    1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     41.9     28.6     38.3     21.5     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
     172      150      145      142      120      381      353                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,909
COMMITMENTS
  81,498   88,743   33,265  107,152   97,577  221,915  219,585   21,994   24,325

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,702)
   4,825     -576      167   -3,352    1,902    1,640    1,493       63      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     36.4     13.6     43.9     40.0     91.0     90.0      9.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      74       62       62       89       80      191      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,706,158
COMMITMENTS
 343,339  394,528  445,389  728,511  634,636  1517239  1474554  188,919  231,604

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      8,037)
   4,332   13,207   -1,234   -2,302   10,203      796   22,176    7,241  -14,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     23.1     26.1     42.7     37.2     88.9     86.4     11.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      809)
     209      177      242      317      340      652      655                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,106
COMMITMENTS
   2,539    4,781    1,100    4,947    4,076    8,586    9,957    3,520    2,149

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -188)
    -160      -34       -2     -136      -84     -299     -121      110      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     39.5      9.1     40.9     33.7     70.9     82.3     29.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       17        7       15       11       28       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      876,710
COMMITMENTS
 169,463   68,189  265,595  384,692  437,265  819,749  771,049   56,961  105,661

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     18,036)
   7,386    1,679    4,021    4,131   19,774   15,539   25,475    2,498   -7,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      7.8     30.3     43.9     49.9     93.5     87.9      6.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      669)
     202      182      241      194      240      525      547                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,347
COMMITMENTS
   9,367    2,979      149       13    9,375    9,529   12,503   19,818   16,844

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -2,003)
     423     -344       50       -2   -1,441      471   -1,735   -2,474     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     10.2      0.5      0.0     31.9     32.5     42.6     67.5     57.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        4        2       21        7       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      436,602
COMMITMENTS
 141,990   27,187  103,199  150,053  278,716  395,242  409,101   41,360   27,501

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,412)
   4,969  -10,905   -2,433   -6,635   13,132   -4,099     -205    2,687   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      6.2     23.6     34.4     63.8     90.5     93.7      9.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     110       66      113       80       81      258      211                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      693,140
COMMITMENTS
 105,888  100,475   80,986  333,321  361,421  520,194  542,881  172,945  150,259

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -6,087)
  -1,730   11,220  -10,908     -184   -2,240  -12,822   -1,928    6,735   -4,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     14.5     11.7     48.1     52.1     75.0     78.3     25.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      43       30       46       70       70      131      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      599,221
COMMITMENTS
  43,646  155,898   12,164  418,129  344,489  473,939  512,551  125,282   86,670

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -8,432)
  -3,251   -5,665       -2   -5,020    1,083   -8,273   -4,584     -159   -3,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     26.0      2.0     69.8     57.5     79.1     85.5     20.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      11       16       10       55       48       75       65                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,199
COMMITMENTS
   1,712      447      859    1,345    2,652    3,916    3,958      283      241

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -324)
      63     -139     -239     -151       94     -327     -284        3      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8     10.6     20.5     32.0     63.2     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        5        4        8       10       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      418,845
COMMITMENTS
  83,576   36,788   88,111  198,832  263,201  370,520  388,100   48,325   30,745

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,767)
  -3,035      367    3,222   -4,176   -2,722   -3,989      867    2,222   -2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      8.8     21.0     47.5     62.8     88.5     92.7     11.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      72       69       89      107       98      238      208                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,296
COMMITMENTS
   2,427    5,320    1,143    6,557    3,795   10,126   10,258    2,170    2,039

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        110)
      66      -36      126      123       92      314      182     -204      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     43.3      9.3     53.3     30.9     82.4     83.4     17.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       25       15       27       16       60       52                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      999,159
COMMITMENTS
 222,137  188,967   68,793  590,695  599,876  881,625  857,636  117,534  141,523

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        134)
 -16,362  -12,389   12,280    3,735   13,167     -347   13,057      481  -12,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     18.9      6.9     59.1     60.0     88.2     85.8     11.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      58       45       48       92      117      168      192                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,237,619
COMMITMENTS
 670,480  552,284  284,158  1918994  1948420  2873632  2784862  363,988  452,757

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -81,681)
  33,192  -12,589  -16,290  -85,896  -11,248  -68,994  -40,127  -12,688  -41,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     17.1      8.8     59.3     60.2     88.8     86.0     11.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      88       85      100      156      174      296      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      211,974
COMMITMENTS
  53,054   18,794    1,465  100,554  102,331  155,072  122,590   56,902   89,385

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,133)
   5,413   -4,564      212      209    9,861    5,834    5,509   -3,701   -3,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0      8.9      0.7     47.4     48.3     73.2     57.8     26.8     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        3       21       18       27       23                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,948,665
COMMITMENTS
 415,499  576,036  153,392  2143145  1882903  2712036  2612331  236,629  336,334

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -14,670)
  54,016   -8,217  -11,400  -35,240   32,841    7,377   13,224  -22,047  -27,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     19.5      5.2     72.7     63.9     92.0     88.6      8.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      57       69       57      118      152      209      244                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,140,203
COMMITMENTS
  89,632  154,927  243,626  785,683  681,471  1118941  1080024   21,262   60,179

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     91,790)
  14,739   24,720   10,514   66,202   56,796   91,456   92,030      334     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     13.6     21.4     68.9     59.8     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      24       53       41       59       82      106      157                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,958
COMMITMENTS
  35,585    8,316      543   14,957   42,348   51,085   51,207    7,873    7,750

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -20,807)
  -3,082     -929   -1,266  -15,621  -16,933  -19,969  -19,128     -838   -1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.4     14.1      0.9     25.4     71.8     86.6     86.9     13.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      44       25        4       28       31       74       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,915
COMMITMENTS
  71,169   16,632    1,086   29,915   84,697  102,170  102,415   15,746   15,501

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -41,614)
  -6,163   -1,859   -2,531  -31,243  -33,865  -39,937  -38,255   -1,677   -3,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.4     14.1      0.9     25.4     71.8     86.6     86.9     13.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      44       25        4       28       31       74       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,937
COMMITMENTS
  14,646   17,667    4,217    2,911        0   21,774   21,884      163       53

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        990)
  -1,343   -1,311    3,637        0        0    2,294    2,326   -1,304   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.8     80.5     19.2     13.3      0.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      20       10        2        1        0       23       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,182
COMMITMENTS
  14,637    8,689      131   10,193   16,228   24,961   25,048      221      134

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -1,804)
     854      321     -276   -2,234   -1,763   -1,656   -1,718     -148      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.1     34.5      0.5     40.5     64.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       12        1        6       18       18       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       22,059
COMMITMENTS
  17,294    5,345      136    4,568   16,495   21,998   21,976       61       83

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -16,939)
 -13,073      190       84   -3,948  -17,200  -16,937  -16,926       -2      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.4     24.2      0.6     20.7     74.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        6        1        3        8       15       15                  



Updated September 23, 2016