WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      555,160
COMMITMENTS
 131,915  236,850  151,447  215,415  121,192  498,777  509,489   56,382   45,671

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        -32)
   3,505    4,317   -7,222    2,677    2,001   -1,040     -904    1,008      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     42.7     27.3     38.8     21.8     89.8     91.8     10.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     171      155      143      142      120      385      355                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      244,616
COMMITMENTS
  84,352   87,666   33,258  104,471   99,455  222,080  220,379   22,535   24,237

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        707)
   2,854   -1,077       -7   -2,681    1,878      166      795      541      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     35.8     13.6     42.7     40.7     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      76       57       62       87       79      189      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,707,593
COMMITMENTS
 331,663  404,722  440,569  744,074  618,420  1516306  1463712  191,287  243,881

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,435)
 -11,676   10,194   -4,820   15,563  -16,216     -933  -10,842    2,368   12,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     23.7     25.8     43.6     36.2     88.8     85.7     11.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      791)
     185      187      236      318      333      631      652                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,150
COMMITMENTS
   2,491    4,618    1,117    5,001    4,210    8,609    9,945    3,541    2,205

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         44)
     -47     -163       17       53      134       23      -12       21       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     38.0      9.2     41.2     34.7     70.9     81.9     29.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       16        7       15       10       29       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      867,089
COMMITMENTS
 154,014   81,231  262,314  395,478  411,014  811,805  754,558   55,284  112,531

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -9,621)
 -15,449   13,041   -3,281   10,786  -26,251   -7,944  -16,491   -1,677    6,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      9.4     30.3     45.6     47.4     93.6     87.0      6.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      660)
     182      200      246      189      225      518      543                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,828
COMMITMENTS
   9,437    2,244      131       47    8,354    9,615   10,729   17,213   16,099

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     -2,519)
      70     -735      -18       34   -1,021       86   -1,774   -2,605     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      8.4      0.5      0.2     31.1     35.8     40.0     64.2     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        3        3       19        7       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      453,404
COMMITMENTS
 154,838   27,695  107,244  148,678  291,354  410,760  426,294   42,644   27,110

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     16,802)
  12,848      509    4,046   -1,376   12,638   15,518   17,193    1,283     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2      6.1     23.7     32.8     64.3     90.6     94.0      9.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     125       59      115       83       81      270      217                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      659,949
COMMITMENTS
 101,272  108,851   63,429  320,866  335,718  485,567  507,998  174,382  151,951

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -33,191)
  -4,616    8,376  -17,557  -12,455  -25,703  -34,628  -34,883    1,437    1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     16.5      9.6     48.6     50.9     73.6     77.0     26.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      34       35       41       68       69      125      122                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,726
COMMITMENTS
  42,667  158,918   15,326  427,653  346,395  485,645  520,639  122,081   87,088

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      8,506)
    -979    3,020    3,162    9,524    1,906   11,706    8,088   -3,201      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     26.1      2.5     70.4     57.0     79.9     85.7     20.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      12       17       12       58       51       80       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,362
COMMITMENTS
   1,764      546      915    1,404    2,713    4,083    4,174      279      188

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        163)
      52       99       56       59       61      167      216       -4      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     12.5     21.0     32.2     62.2     93.6     95.7      6.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        6        8       11       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      420,246
COMMITMENTS
  77,904   50,978   91,244  205,202  242,554  374,350  384,777   45,896   35,469

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,401)
  -5,672   14,190    3,133    6,370  -20,646    3,830   -3,323   -2,429    4,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     12.1     21.7     48.8     57.7     89.1     91.6     10.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      65       83       93      113      100      245      222                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,523
COMMITMENTS
   2,279    5,679      881    6,254    2,847    9,414    9,407    2,109    2,116

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -773)
    -148      359     -262     -302     -947     -712     -850      -61       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     49.3      7.6     54.3     24.7     81.7     81.6     18.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       27       11       24       15       51       51                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,035,452
COMMITMENTS
 233,964  176,925   54,851  627,915  655,884  916,731  887,660  118,722  147,792

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     36,294)
  11,827  -12,042  -13,941   37,220   56,007   35,106   30,024    1,188    6,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     17.1      5.3     60.6     63.3     88.5     85.7     11.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      54       47       37       85      108      156      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,242,077
COMMITMENTS
 709,784  550,339  294,331  1857465  1951202  2861581  2795872  380,497  446,206

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,458)
  39,304   -1,946   10,173  -61,528    2,782  -12,051   11,010   16,509   -6,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     17.0      9.1     57.3     60.2     88.3     86.2     11.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      90       78      101      146      173      287      301                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      225,981
COMMITMENTS
  35,184   20,660      400  130,852  121,477  166,437  142,537   59,544   83,444

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     14,007)
 -17,870    1,866   -1,064   30,299   19,146   11,364   19,948    2,643   -5,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      9.1      0.2     57.9     53.8     73.7     63.1     26.3     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        3       21       20       26       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,932,925
COMMITMENTS
 432,524  568,298  120,583  2123709  1907783  2676815  2596664  256,110  336,261

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -15,740)
  17,025   -7,738  -32,809  -19,436   24,880  -35,220  -15,667   19,481      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     19.4      4.1     72.4     65.0     91.3     88.5      8.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      54       65       53      121      150      207      236                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,141,787
COMMITMENTS
 106,942  133,590  248,474  763,176  693,559  1118591  1075623   23,195   66,164

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,583)
  17,310  -21,337    4,847  -22,507   12,088     -350   -4,401    1,933    5,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     11.7     21.8     66.8     60.7     98.0     94.2      2.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      26       50       44       55       78      106      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,568
COMMITMENTS
  38,772    8,190      605   14,197   44,671   53,575   53,466    7,993    8,101

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,610)
   3,188     -126       62     -760    2,323    2,490    2,259      120      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0     13.3      1.0     23.1     72.6     87.0     86.8     13.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      47       25        5       27       31       77       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,136
COMMITMENTS
  77,545   16,380    1,210   28,394   89,343  107,149  106,933   15,986   16,203

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,220)
   6,376     -252      124   -1,520    4,646    4,980    4,518      241      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0     13.3      1.0     23.1     72.6     87.0     86.8     13.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      47       25        5       27       31       77       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,543
COMMITMENTS
  18,151   19,944      716    2,528      863   21,395   21,523      148       20

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:       -394)
   3,505    2,277   -3,501     -383      863     -379     -361      -15      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.3     92.6      3.3     11.7      4.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      25        9        2        1        1       27       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,696
COMMITMENTS
  15,577    9,426      255   10,676   16,882   26,508   26,563      188      133

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,514)
     940      737      124      483      654    1,547    1,515      -33       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.3     35.3      1.0     40.0     63.2     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       13        1        6       20       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,398
COMMITMENTS
  18,682    5,667      136    5,524   18,469   24,342   24,272       56      126

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,339)
   1,388      322        0      956    1,974    2,344    2,296       -5       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.6     23.2      0.6     22.6     75.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        6        1        5        9       18       16                  



Updated September 30, 2016