WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      580,214
COMMITMENTS
 130,442  238,012  175,001  216,446  123,484  521,889  536,497   58,325   43,717

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      7,158)
     805  -17,196   16,153   -8,933    9,337    8,025    8,294     -867   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     41.0     30.2     37.3     21.3     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
     171      156      154      138      122      391      358                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      258,236
COMMITMENTS
  93,980   97,115   40,245  102,533   97,297  236,758  234,657   21,478   23,579

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      6,800)
   1,648    4,863    2,187    2,545      482    6,379    7,532      421     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     37.6     15.6     39.7     37.7     91.7     90.9      8.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      74       70       67       91       79      196      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,705,598
COMMITMENTS
 336,798  355,982  458,823  712,929  655,988  1508551  1470794  197,048  234,805

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,871)
  -8,205  -36,910   20,641  -10,348   13,482    2,087   -2,788   -3,958      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     20.9     26.9     41.8     38.5     88.4     86.2     11.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      813)
     195      180      239      338      357      666      662                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,874
COMMITMENTS
   2,419    3,125      896    4,193    4,699    7,508    8,720    3,366    2,155

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -899)
      75   -1,323     -182     -430      501     -537   -1,004     -362      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     28.7      8.2     38.6     43.2     69.0     80.2     31.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       14        7       17       12       33       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      879,235
COMMITMENTS
 159,536   66,536  259,852  399,776  438,883  819,164  765,271   60,071  113,964

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,602)
  -1,294  -12,078   -5,673    5,805   12,726   -1,163   -5,025    3,765    7,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      7.6     29.6     45.5     49.9     93.2     87.0      6.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     200      176      257      193      218      542      530                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,532
COMMITMENTS
   9,351    1,363      890      509    4,715   10,750    6,968    9,782   13,564

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,228)
    -227      -54      745      342     -166      860      525   -2,088   -1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5      6.6      4.3      2.5     23.0     52.4     33.9     47.6     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        4        3       14        8       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      472,433
COMMITMENTS
 148,864   34,632  123,889  157,784  287,225  430,537  445,746   41,897   26,688

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     18,762)
  -2,237    6,821   11,105   10,913      916   19,781   18,843   -1,019      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      7.3     26.2     33.4     60.8     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     113       59      124       82       76      271      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      700,529
COMMITMENTS
 107,437  103,277   84,915  335,984  357,990  528,335  546,182  172,194  154,347

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     22,212)
  -1,677   13,312   13,950    5,570  -10,030   17,843   17,232    4,369    4,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     14.7     12.1     48.0     51.1     75.4     78.0     24.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      45       31       46       74       74      137      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      610,927
COMMITMENTS
  46,344  157,457    9,844  435,610  355,164  491,799  522,466  119,129   88,461

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        768)
   2,400   -2,666   -2,589     -771     -471     -960   -5,726    1,728    6,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     25.8      1.6     71.3     58.1     80.5     85.5     19.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      15       16       12       53       52       76       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,852
COMMITMENTS
   2,151      257    1,056    1,260    3,307    4,467    4,620      385      232

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:         76)
     127     -129        8     -145      129      -10        8       86       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      5.3     21.8     26.0     68.2     92.1     95.2      7.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        3        6        6       10       22       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      423,786
COMMITMENTS
  72,629   53,435  101,429  200,431  233,479  374,488  388,343   49,298   35,443

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      8,099)
  -6,429    4,387   10,843    4,458   -6,715    8,872    8,515     -773     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     12.6     23.9     47.3     55.1     88.4     91.6     11.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      69       88      100      102       97      239      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,007
COMMITMENTS
   2,219    5,369    1,432    6,299    3,296    9,951   10,098    2,056    1,909

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        138)
     -74     -221      221      109      335      257      336     -119     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     44.7     11.9     52.5     27.5     82.9     84.1     17.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       26       13       24       15       52       52                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,299,595
COMMITMENTS
 210,036  234,344   98,470  872,996  814,079  1181501  1146893  118,094  152,702

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:    168,636)
 -17,539   29,653   46,483  144,379   87,855  173,323  163,990   -4,687    4,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     18.0      7.6     67.2     62.6     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      60       44       41       99      109      175      178                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,311,923
COMMITMENTS
 619,611  602,294  311,317  2013490  1912547  2944418  2826158  367,505  485,765

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     33,278)
 -67,447   60,194   23,209   69,131  -77,126   24,892    6,277    8,385   27,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     18.2      9.4     60.8     57.7     88.9     85.3     11.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      86       87      107      161      183      307      317                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      225,027
COMMITMENTS
  37,933   20,149      563  123,785  113,805  162,281  134,517   62,746   90,510

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,806)
   4,243     -429      190   -8,442  -10,686   -4,009  -10,924    2,203    9,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      9.0      0.3     55.0     50.6     72.1     59.8     27.9     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        2       23       21       28       25                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,927,423
COMMITMENTS
 348,955  612,861  134,986  2192914  1814786  2676854  2562633  250,569  364,790

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     16,934)
 -45,035   17,071   32,275   40,399  -53,832   27,639   -4,486  -10,705   21,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     20.9      4.6     74.9     62.0     91.4     87.5      8.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      43       78       63      115      147      200      246                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,123,691
COMMITMENTS
 132,168  158,905  246,556  725,121  667,586  1103844  1073047   19,846   50,644

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     56,060)
  47,069   26,074     -879    9,625   37,404   55,815   62,598      245   -6,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     14.1     21.9     64.5     59.4     98.2     95.5      1.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      29       41       42       55       76      103      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,740
COMMITMENTS
  37,831   11,335      907   13,929   41,554   52,667   53,796    9,072    7,944

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -201)
  -1,118    1,849       77     -351   -1,917   -1,392       10    1,191     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.3     18.4      1.5     22.6     67.3     85.3     87.1     14.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       30        8       27       29       76       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,479
COMMITMENTS
  75,662   22,670    1,815   27,858   83,107  105,335  107,592   18,144   15,887

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -402)
  -2,235    3,699      153     -702   -3,833   -2,784       19    2,382     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.3     18.4      1.5     22.6     67.3     85.3     87.1     14.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       30        8       27       29       76       60                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,852
COMMITMENTS
  18,444   21,064      778    2,481        0   21,703   21,842      149       10

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,528)
   2,257    2,517       11      283        0    2,551    2,528      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.4     96.4      3.6     11.4      0.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      24       11        2        1        0       26       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,584
COMMITMENTS
  14,975    9,342      154   11,317   16,944   26,446   26,440      138      144

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:        -26)
     -94     -287     -154      293      428       45      -13      -71      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     35.1      0.6     42.6     63.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        7       19       16       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,288
COMMITMENTS
  22,685    6,188      136    5,405   21,839   28,226   28,163       62      125

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:      2,575)
   2,905      538       -5     -310    2,007    2,590    2,540      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.2     21.9      0.5     19.1     77.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        9        1        5       11       16       21                  



Updated October 14, 2016