WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   494,355:   148,242    212,316    100,343    199,926    139,426    448,511    452,085:    45,844     42,270
Old  :   342,793:   134,621    204,925     36,247    140,571     75,360    311,439    316,532:    31,354     26,261
Other:   151,562:    58,645     52,415     19,072     59,355     64,066    137,072    135,553:    14,490     16,009
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    16,702:    -4,414      1,402      6,750     13,456      7,902     15,792     16,054:       910        648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       42.9       20.3       40.4       28.2       90.7       91.4:       9.3        8.6
Old  :     100.0:      39.3       59.8       10.6       41.0       22.0       90.9       92.3:       9.1        7.7
Other:     100.0:      38.7       34.6       12.6       39.2       42.3       90.4       89.4:       9.6       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       146        147        126        106        103        331        315:
Old  :       421:       149        134         75         99         82        291        252:
Other:       256:        61         80         50         59         86        151        190:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4        9.9       20.7       17.2       10.1        9.1       17.2       15.4
Old  :                 11.6       14.1       21.4       23.9       11.3       13.1       20.1       22.3
Other:                 24.0       15.0       38.2       24.8       23.0       14.3       37.0       23.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   233,169:    85,075     57,971     34,707     90,792    117,418    210,574    210,096:    22,595     23,073
Old  :   137,804:    67,196     57,710      9,986     45,978     56,605    123,160    124,301:    14,644     13,503
Other:    95,365:    39,239     21,621      3,361     44,814     60,813     87,414     85,795:     7,951      9,570
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     5,501:    -2,753      7,368        -50      6,778     -2,197      3,975      5,121:     1,526        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       24.9       14.9       38.9       50.4       90.3       90.1:       9.7        9.9
Old  :     100.0:      48.8       41.9        7.2       33.4       41.1       89.4       90.2:      10.6        9.8
Other:     100.0:      41.1       22.7        3.5       47.0       63.8       91.7       90.0:       8.3       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        75         58         71         72         84        182        190:
Old  :       232:        64         64         38         57         73        139        160:
Other:       179:        57         30         22         52         66        120        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       18.6       28.2       27.0       13.6       18.0       23.0       25.4
Old  :                 21.4       20.0       32.6       30.2       20.8       19.4       29.6       28.1
Other:                 22.8       33.5       34.5       46.6       22.8       32.8       34.4       44.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,346,772:   390,309    293,286    194,540    620,972    670,061  1,205,821  1,157,887:   140,951    188,885
Old  : 1,163,228:   375,981    310,225    134,925    531,461    569,630  1,042,367  1,014,780:   120,861    148,448
Other:   183,544:    68,650     37,383      5,293     89,511    100,431    163,454    143,107:    20,090     40,437
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    -4,517:   -25,172    -15,458         19     20,403     13,479     -4,750     -1,960:       233     -2,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       21.8       14.4       46.1       49.8       89.5       86.0:      10.5       14.0
Old  :     100.0:      32.3       26.7       11.6       45.7       49.0       89.6       87.2:      10.4       12.8
Other:     100.0:      37.4       20.4        2.9       48.8       54.7       89.1       78.0:      10.9       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       156        150        185        238        311        512        573:
Old  :       706:       152        180        157        230        290        487        536:
Other:       440:        78         68         24         84        247        176        330:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       13.5       20.1       19.9       11.8       11.3       18.8       16.6
Old  :                 13.7       14.5       21.7       21.7       13.7       12.9       21.6       18.5
Other:                 23.7       17.1       35.6       25.8       21.9       12.5       31.8       20.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,560:     2,168      1,899        220      2,495      4,401      4,883      6,520:     2,677      1,040
Old  :     6,959:     2,129      2,016         88      2,175      3,965      4,392      6,069:     2,567        890
Other:       601:       171         15          0        320        436        491        451:       110        150
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :      -341:       -18         75         10       -219       -160       -227        -75:      -114       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       25.1        2.9       33.0       58.2       64.6       86.2:      35.4       13.8
Old  :     100.0:      30.6       29.0        1.3       31.3       57.0       63.1       87.2:      36.9       12.8
Other:     100.0:      28.5        2.5        0.0       53.2       72.5       81.7       75.0:      18.3       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        17          4          6         11         11         30         19:
Old  :        37:        16          5          2         10         10         27         16:
Other:        18:         6          2          0          5          8         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       56.3       39.9       77.6       25.8       50.4       35.7       70.6
Old  :                 26.3       57.2       40.2       79.3       25.3       51.1       35.8       73.2
Other:                 69.2       67.7       78.4       73.9       68.9       67.7       77.9       72.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   722,216:   252,060     83,611     88,974    331,882    431,429    672,916    604,014:    49,300    118,202
Old  :   597,278:   231,732     86,294     56,530    269,496    376,402    557,758    519,226:    39,520     78,052
Other:   124,938:    46,844     23,833      5,928     62,386     55,027    115,158     84,788:     9,780     40,150
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    -6,775:   -23,538    -10,976      7,191      8,304     -7,165     -8,043    -10,950:     1,268      4,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       11.6       12.3       46.0       59.7       93.2       83.6:       6.8       16.4
Old  :     100.0:      38.8       14.4        9.5       45.1       63.0       93.4       86.9:       6.6       13.1
Other:     100.0:      37.5       19.1        4.7       49.9       44.0       92.2       67.9:       7.8       32.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       615:       179        131        177        153        239        424        486:
Old  :       597:       168        142        150        133        232        379        462:
Other:       376:        69         82         42         79        181        173        286:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       14.3       19.4       21.9       10.2       11.8       17.6       17.9
Old  :                 12.5       16.9       22.2       25.3       12.0       15.8       20.9       23.3
Other:                 22.4       15.1       33.2       23.6       21.5       15.1       31.5       22.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   405,339:   130,899     37,242     83,662    157,133    258,670    371,694    379,574:    33,645     25,765
Old  :   365,984:   128,694     43,028     70,164    137,922    228,729    336,780    341,921:    29,204     24,063
Other:    39,355:    11,944      3,953      3,759     19,211     29,941     34,914     37,653:     4,441      1,702
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    -3,243:   -18,503     12,382      5,149     12,218    -26,790     -1,136     -9,259:    -2,107      6,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.2       20.6       38.8       63.8       91.7       93.6:       8.3        6.4
Old  :     100.0:      35.2       11.8       19.2       37.7       62.5       92.0       93.4:       8.0        6.6
Other:     100.0:      30.3       10.0        9.6       48.8       76.1       88.7       95.7:      11.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:       100         70        103         79         80        238        219:
Old  :       306:       106         76         97         77         78        231        215:
Other:       104:        33         16         17         31         30         76         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       31.3       20.0       38.7       11.2       29.2       18.3       36.4
Old  :                 12.9       30.7       20.9       38.7       11.2       28.9       18.9       36.7
Other:                 23.5       44.5       40.1       56.5       23.5       43.8       39.0       55.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   614,586:    77,347    113,669     13,618    399,095    318,250    490,060    445,537:   124,526    169,049
Old  :   614,586:    77,347    113,669     13,618    399,095    318,250    490,060    445,537:   124,526    169,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :       231:    -8,518     -5,914      4,415      5,114     -4,369      1,011     -5,868:      -780      6,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       18.5        2.2       64.9       51.8       79.7       72.5:      20.3       27.5
Old  :     100.0:      12.6       18.5        2.2       64.9       51.8       79.7       72.5:      20.3       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        24         34         26         64         63        102        109:
Old  :       148:        24         34         26         64         63        102        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       21.4       37.6       31.1       20.0       16.3       30.2       22.8
Old  :                 24.9       21.4       37.6       31.1       20.0       16.3       30.2       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   707,632:    55,207    121,268      5,216    535,295    465,880    595,718    592,364:   111,914    115,268
Old  :   707,632:    55,207    121,268      5,216    535,295    465,880    595,718    592,364:   111,914    115,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    11,346:    -1,301    -11,020      2,706     11,794      9,880     13,199      1,566:    -1,853      9,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       17.1        0.7       75.6       65.8       84.2       83.7:      15.8       16.3
Old  :     100.0:       7.8       17.1        0.7       75.6       65.8       84.2       83.7:      15.8       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        11         13          9         56         51         72         68:
Old  :        98:        11         13          9         56         51         72         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       32.3       38.3       45.3       21.3       32.0       33.2       44.4
Old  :                 23.3       32.3       38.3       45.3       21.3       32.0       33.2       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,416:     2,134        114      1,148      1,750      3,928      5,032      5,190:       384        226
Old  :     5,416:     2,134        114      1,148      1,750      3,928      5,032      5,190:       384        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :      -628:      -512       -422         29        -95       -263       -578       -656:       -50         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        2.1       21.2       32.3       72.5       92.9       95.8:       7.1        4.2
Old  :     100.0:      39.4        2.1       21.2       32.3       72.5       92.9       95.8:       7.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        15          1          6         10         17         26         24:
Old  :        34:        15          1          6         10         17         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       53.5       72.2       72.5       32.8       41.2       40.6       46.9
Old  :                 52.2       53.5       72.2       72.5       32.8       41.2       40.6       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   380,857:   127,285     32,725     47,338    158,747    272,738    333,370    352,801:    47,487     28,056
Old  :   337,508:   123,768     31,671     41,432    130,518    239,916    295,718    313,019:    41,790     24,489
Other:    43,349:     6,402      3,939      3,021     28,229     32,822     37,652     39,782:     5,697      3,567
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     2,269:       643      2,958      1,907     -1,155     -4,819      1,395         46:       874      2,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.6       12.4       41.7       71.6       87.5       92.6:      12.5        7.4
Old  :     100.0:      36.7        9.4       12.3       38.7       71.1       87.6       92.7:      12.4        7.3
Other:     100.0:      14.8        9.1        7.0       65.1       75.7       86.9       91.8:      13.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        99         49         82         93         92        241        184:
Old  :       277:        99         48         78         86         88        230        177:
Other:       129:        40         12         16         58         33        104         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       36.7       19.4       43.7       11.9       34.8       18.2       41.1
Old  :                 13.7       37.6       20.7       45.0       12.9       36.7       19.7       43.7
Other:                 28.9       42.2       43.3       55.6       28.9       41.9       43.3       54.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,604:     2,170      5,759        344      6,247      3,506      8,761      9,609:     2,843      1,995
Old  :    11,575:     2,198      5,759        316      6,239      3,506      8,753      9,581:     2,822      1,994
Other:        29:         0         28          0          8          0          8         28:        21          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :       314:       145        183         90       -173        -45         62        228:       252         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       49.6        3.0       53.8       30.2       75.5       82.8:      24.5       17.2
Old  :     100.0:      19.0       49.8        2.7       53.9       30.3       75.6       82.8:      24.4       17.2
Other:     100.0:       0.0       96.6        0.0       27.6        0.0       27.6       96.6:      72.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        17         22          8         19         12         39         40:
Old  :        67:        17         22          8         18         12         38         40:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       37.3       54.7       54.5       43.0       37.2       54.2       54.4
Old  :                 43.1       37.4       54.8       54.6       43.1       37.3       54.4       54.6
Other:                 27.6       96.6       27.6       96.6       27.6       96.6       27.6       96.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,321,853:   270,907    239,603     61,445    885,012    858,399  1,217,364  1,159,447:   104,489    162,406
Old  : 1,321,853:   270,907    239,603     61,445    885,012    858,399  1,217,364  1,159,447:   104,489    162,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    69,613:    13,243    -20,422        156     58,073     83,264     71,472     62,998:    -1,859      6,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       18.1        4.6       67.0       64.9       92.1       87.7:       7.9       12.3
Old  :     100.0:      20.5       18.1        4.6       67.0       64.9       92.1       87.7:       7.9       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        55         50         32        105        101        175        168:
Old  :       253:        55         50         32        105        101        175        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       29.4       30.1       41.2       14.7       25.4       25.2       34.2
Old  :                 18.8       29.4       30.1       41.2       14.7       25.4       25.2       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,175,288:   521,824    875,475    112,232  2,216,162  1,690,249  2,850,218  2,677,956:   325,070    497,332
Old  : 3,175,288:   521,824    875,475    112,232  2,216,162  1,690,249  2,850,218  2,677,956:   325,070    497,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    12,554:   -36,525     19,947      8,173     36,002    -11,549      7,650     16,571:     4,904     -4,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       27.6        3.5       69.8       53.2       89.8       84.3:      10.2       15.7
Old  :     100.0:      16.4       27.6        3.5       69.8       53.2       89.8       84.3:      10.2       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:        59        107         62        146        157        239        292:
Old  :       373:        59        107         62        146        157        239        292:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       15.8       47.1       23.9       33.9       14.0       43.1       20.1
Old  :                 36.8       15.8       47.1       23.9       33.9       14.0       43.1       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   312,552:    32,623     43,167        487    200,773    168,889    233,883    212,543:    78,669    100,009
Old  :   312,552:    32,623     43,167        487    200,773    168,889    233,883    212,543:    78,669    100,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     3,284:    -2,559       -305        119     -1,679     -4,319     -4,119     -4,505:     7,403      7,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       13.8        0.2       64.2       54.0       74.8       68.0:      25.2       32.0
Old  :     100.0:      10.4       13.8        0.2       64.2       54.0       74.8       68.0:      25.2       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         5          4          2         33         32         39         37:
Old  :        53:         5          4          2         33         32         39         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       30.1       52.4       41.7       42.1       29.6       51.9       40.5
Old  :                 42.3       30.1       52.4       41.7       42.1       29.6       51.9       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,127,308:   364,518    634,031     70,550  2,443,634  2,058,345  2,878,702  2,762,926:   248,606    364,382
Old  : 3,127,308:   364,518    634,031     70,550  2,443,634  2,058,345  2,878,702  2,762,926:   248,606    364,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    89,755:    44,292      6,476     -7,297     34,906     93,820     71,901     92,999:    17,854     -3,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       20.3        2.3       78.1       65.8       92.1       88.3:       7.9       11.7
Old  :     100.0:      11.7       20.3        2.3       78.1       65.8       92.1       88.3:       7.9       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        47         74         47        114        151        189        244:
Old  :       310:        47         74         47        114        151        189        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       22.8       51.8       32.7       38.2       22.3       49.0       31.4
Old  :                 40.4       22.8       51.8       32.7       38.2       22.3       49.0       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,300,502:   155,483    263,473    226,888    818,812    696,967  1,201,183  1,187,328:    99,319    113,174
Old  : 1,300,502:   155,483    263,473    226,888    818,812    696,967  1,201,183  1,187,328:    99,319    113,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :   181,553:     7,259     30,489     19,378     85,579     64,910    112,216    114,777:    69,337     66,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       20.3       17.4       63.0       53.6       92.4       91.3:       7.6        8.7
Old  :     100.0:      12.0       20.3       17.4       63.0       53.6       92.4       91.3:       7.6        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        27         39         39         58         72        105        132:
Old  :       146:        27         39         39         58         72        105        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       21.5       46.5       34.5       17.7       11.2       27.5       17.6
Old  :                 29.3       21.5       46.5       34.5       17.7       11.2       27.5       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    64,011:    35,988      9,727        773     17,234     44,988     53,994     55,488:    10,017      8,524
Old  :    64,011:    35,988      9,727        773     17,234     44,988     53,994     55,488:    10,017      8,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    -3,338:    -5,067        430       -127      2,139     -3,085     -3,054     -2,782:      -284       -557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       15.2        1.2       26.9       70.3       84.4       86.7:      15.6       13.3
Old  :     100.0:      56.2       15.2        1.2       26.9       70.3       84.4       86.7:      15.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        37         20          6         30         29         70         52:
Old  :       107:        37         20          6         30         29         70         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       40.3       40.7       59.7       26.1       40.3       39.5       57.7
Old  :                 26.9       40.3       40.7       59.7       26.1       40.3       39.5       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   128,022:    71,975     19,453      1,546     34,467     89,976    107,988    110,975:    20,034     17,047
Old  :   128,022:    71,975     19,453      1,546     34,467     89,976    107,988    110,975:    20,034     17,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :    -6,676:   -10,133        859       -253      4,278     -6,169     -6,108     -5,563:      -568     -1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       15.2        1.2       26.9       70.3       84.4       86.7:      15.6       13.3
Old  :     100.0:      56.2       15.2        1.2       26.9       70.3       84.4       86.7:      15.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        37         20          6         30         29         70         52:
Old  :       107:        37         20          6         30         29         70         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       40.3       40.7       59.7       26.1       40.3       39.5       57.7
Old  :                 26.9       40.3       40.7       59.7       26.1       40.3       39.5       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    35,047:    26,334     34,674        369      8,237          0     34,940     35,043:       107          4
Old  :    35,047:    26,334     34,674        369      8,237          0     34,940     35,043:       107          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :       336:       157        336          0        194          0        351        336:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       98.9        1.1       23.5        0.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      75.1       98.9        1.1       23.5        0.0       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        28          8          1          3          0         32          8:
Old  :        39:        28          8          1          3          0         32          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       93.6       82.0      100.0       47.6       93.6       82.0       98.9
Old  :                 47.6       93.6       82.0      100.0       47.6       93.6       82.0       98.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    33,400:    21,273      7,144        173     10,641     24,591     32,087     31,908:     1,313      1,492
Old  :    33,400:    21,273      7,144        173     10,641     24,591     32,087     31,908:     1,313      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     1,115:      -452       -371       -156        447        353       -161       -174:     1,276      1,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.7       21.4        0.5       31.9       73.6       96.1       95.5:       3.9        4.5
Old  :     100.0:      63.7       21.4        0.5       31.9       73.6       96.1       95.5:       3.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         6         14          1          5         21         11         36:
Old  :        45:         6         14          1          5         21         11         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.3       39.3       94.8       57.6       86.3       39.3       94.3       57.6
Old  :                 86.3       39.3       94.8       57.6       86.3       39.3       94.3       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, January 31, 2017                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    46,324:    33,708      3,399        175      7,021     37,223     40,904     40,797:     5,420      5,527
Old  :    46,324:    33,708      3,399        175      7,021     37,223     40,904     40,797:     5,420      5,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     8,616:     2,838        604          0        373      2,629      3,211      3,233:     5,405      5,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8        7.3        0.4       15.2       80.4       88.3       88.1:      11.7       11.9
Old  :     100.0:      72.8        7.3        0.4       15.2       80.4       88.3       88.1:      11.7       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          7          1          4         14         15         22:
Old  :        35:        11          7          1          4         14         15         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       50.6       86.3       76.1       81.3       50.6       85.3       76.1
Old  :                 81.3       50.6       86.3       76.1       81.3       50.6       85.3       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 3, 2017