WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      585,472
COMMITMENTS
 139,486  216,228  180,997  209,121  142,443  529,604  539,668   55,867   45,803

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      5,257)
   9,043  -21,784    5,997   -7,324   18,959    7,716    3,171   -2,458    2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     36.9     30.9     35.7     24.3     90.5     92.2      9.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
     167      148      157      139      126      385      360                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,975
COMMITMENTS
  94,655   90,998   46,009  100,061  103,282  240,725  240,290   22,251   22,685

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      4,739)
     675   -6,117    5,765   -2,473    5,985    3,967    5,633      772     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     34.6     17.5     38.0     39.3     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      72       66       74       97       85      205      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,730,859
COMMITMENTS
 362,193  316,393  467,845  699,857  704,699  1529895  1488937  200,964  241,922

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     25,261)
  25,395  -39,590    9,022  -13,073   48,711   21,344   18,143    3,917    7,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     18.3     27.0     40.4     40.7     88.4     86.0     11.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      818)
     208      170      249      338      364      678      672                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,257
COMMITMENTS
   2,192    2,283    1,030    3,805    5,114    7,027    8,426    3,230    1,831

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -617)
    -227     -842      133     -388      415     -481     -294     -136     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     22.3     10.0     37.1     49.9     68.5     82.1     31.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       10        7       14       10       29       25                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      899,743
COMMITMENTS
 176,422   65,725  254,675  406,254  468,677  837,351  789,077   62,392  110,666

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     20,507)
  16,886     -811   -5,177    6,478   29,794   18,187   23,806    2,321   -3,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      7.3     28.3     45.2     52.1     93.1     87.7      6.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     194      186      258      196      231      544      555                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,218
COMMITMENTS
  10,687    1,175    1,439      890    3,518   13,016    6,132    6,202   13,086

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,314)
   1,336     -188      549      381   -1,197    2,266     -836   -3,580     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.6      6.1      7.5      4.6     18.3     67.7     31.9     32.3     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        4        3       11        9       19                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      492,761
COMMITMENTS
 162,014   33,983  128,385  154,705  302,561  445,104  464,929   47,657   27,832

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     20,328)
  13,150     -649    4,497   -3,079   15,336   14,567   19,183    5,760    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9      6.9     26.1     31.4     61.4     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     126       68      126       83       82      289      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      678,242
COMMITMENTS
 102,648   95,134   82,811  331,362  339,734  516,821  517,679  161,420  160,563

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -22,287)
  -4,789   -8,143   -2,104   -4,621  -18,256  -11,514  -28,503  -10,773    6,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     14.0     12.2     48.9     50.1     76.2     76.3     23.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      43       34       48       74       72      139      132                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      617,188
COMMITMENTS
  44,536  151,738   11,044  444,998  369,294  500,579  532,076  116,609   85,112

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      6,260)
  -1,808   -5,720    1,199    9,388   14,130    8,780    9,610   -2,520   -3,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     24.6      1.8     72.1     59.8     81.1     86.2     18.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      14       15       12       57       52       79       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,099
COMMITMENTS
   2,581      448    1,014    1,206    3,363    4,801    4,825      298      274

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        247)
     430      191      -42      -54       56      334      205      -87       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6      8.8     19.9     23.7     66.0     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      15        4        5        7       10       25       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      432,765
COMMITMENTS
  74,652   56,702  101,525  205,483  237,257  381,660  395,484   51,105   37,281

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      8,979)
   2,023    3,267       96    5,052    3,778    7,171    7,140    1,807    1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     13.1     23.5     47.5     54.8     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      83       76      100      101       92      243      219                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,693
COMMITMENTS
   1,873    4,652    1,543    6,369    3,397    9,784    9,592    1,908    2,101

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -314)
    -346     -717      110       70      101     -166     -506     -148      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     39.8     13.2     54.5     29.1     83.7     82.0     16.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       24       12       23       15       49       47                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,327,427
COMMITMENTS
 199,093  219,808  106,268  911,897  845,270  1217258  1171347  110,169  156,080

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     27,832)
 -10,943  -14,535    7,798   38,902   31,191   35,757   24,454   -7,925    3,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     16.6      8.0     68.7     63.7     91.7     88.2      8.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      58       43       40      101      119      175      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,316,190
COMMITMENTS
 636,524  546,592  309,175  2022974  1958417  2968672  2814184  347,518  502,006

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      4,267)
  16,913  -55,702   -2,142    9,484   45,870   24,254  -11,974  -19,987   16,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     16.5      9.3     61.0     59.1     89.5     84.9     10.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      90       85      103      164      188      310      320                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      233,773
COMMITMENTS
  37,298   20,453      804  129,770  129,311  167,872  150,568   65,901   83,205

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      8,746)
    -635      304      241    5,985   15,506    5,591   16,051    3,154   -7,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      8.7      0.3     55.5     55.3     71.8     64.4     28.2     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        3       23       23       30       27                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,899,085
COMMITMENTS
 367,694  559,002  134,404  2148205  1850071  2650303  2543476  248,782  355,609

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -28,338)
  18,739  -53,860     -582  -44,709   35,285  -26,551  -19,157   -1,787   -9,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     19.3      4.6     74.1     63.8     91.4     87.7      8.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      56       63       65      118      155      209      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,135,860
COMMITMENTS
 121,311  160,761  250,635  745,720  675,431  1117665  1086827   18,195   49,033

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     12,169)
 -10,857    1,856    4,079   20,599    7,845   13,821   13,780   -1,651   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     14.2     22.1     65.7     59.5     98.4     95.7      1.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      33       45       47       60       80      115      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,810
COMMITMENTS
  38,129   10,003      840   12,922   40,781   51,892   51,624    7,918    8,186

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,930)
     298   -1,332      -67   -1,007     -773     -776   -2,172   -1,154      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.8     16.7      1.4     21.6     68.2     86.8     86.3     13.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      47       22        9       26       32       76       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      119,619
COMMITMENTS
  76,258   20,005    1,681   25,844   81,562  103,783  103,248   15,836   16,372

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -3,860)
     596   -2,664     -134   -2,014   -1,546   -1,551   -4,344   -2,309      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.8     16.7      1.4     21.6     68.2     86.8     86.3     13.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      47       22        9       26       32       76       61                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,522
COMMITMENTS
  15,323   17,926      559    2,481        0   18,363   18,485      159       37

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -3,330)
  -3,121   -3,138     -219        0        0   -3,340   -3,357       10       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.7     96.8      3.0     13.4      0.0     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      24       10        2        1        0       26       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,043
COMMITMENTS
  16,224   10,265       97   11,544   17,518   27,865   27,880      178      163

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,459)
   1,249      923      -57      227      574    1,419    1,440       40       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.9     36.6      0.3     41.2     62.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       11        1        7       19       17       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,640
COMMITMENTS
  23,443    6,161      136    4,032   21,276   27,611   27,573       29       67

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -648)
     758      -27        0   -1,373     -563     -615     -590      -33      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.8     22.3      0.5     14.6     77.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8        1        4       11       17       20                  



Updated October 21, 2016