WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   603,848:   146,282    199,159    185,646    222,506    174,098    554,434    558,903:    49,414     44,944
Old  :   433,240:   126,453    188,920    113,837    158,693    102,053    398,983    404,811:    34,257     28,430
Other:   170,607:    57,071     47,480     34,567     63,813     72,045    155,451    154,093:    15,156     16,515
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -9,385:    -6,879     -4,534        996     -2,119     -5,841     -8,002     -9,380:    -1,383         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       33.0       30.7       36.8       28.8       91.8       92.6:       8.2        7.4
Old  :     100.0:      29.2       43.6       26.3       36.6       23.6       92.1       93.4:       7.9        6.6
Other:     100.0:      33.5       27.8       20.3       37.4       42.2       91.1       90.3:       8.9        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       153        165        172        108        112        377        356:
Old  :       450:       170        142        131        101        103        339        312:
Other:       268:        63         93         72         66         85        175        209:
     :----------------------------------------------------------------------------------------------------
     :             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        8.8       19.6       15.8        8.0        7.0       13.9       12.2
Old  :                 11.1       11.7       19.4       20.6        8.3        9.8       14.6       16.7
Other:                 20.7       12.6       33.5       21.2       18.9       12.0       31.0       19.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   241,812:    84,606     50,602     44,885     89,320    122,690    218,811    218,176:    23,001     23,636
Old  :   145,697:    71,628     52,899     14,960     44,868     63,894    131,457    131,753:    14,239     13,944
Other:    96,115:    36,467     21,192      6,435     44,451     58,796     87,353     86,423:     8,762      9,692
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -3,641:      -346     -2,170       -653     -2,641     -1,168     -3,639     -3,991:        -2        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       20.9       18.6       36.9       50.7       90.5       90.2:       9.5        9.8
Old  :     100.0:      49.2       36.3       10.3       30.8       43.9       90.2       90.4:       9.8        9.6
Other:     100.0:      37.9       22.0        6.7       46.2       61.2       90.9       89.9:       9.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        80         51         73         79         85        197        184:
Old  :       229:        73         53         50         70         74        163        160:
Other:       171:        49         34         22         57         68        122        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  :                 16.3       17.7       26.5       25.6       13.0       17.4       21.7       24.7
Old  :                 20.6       18.6       31.6       28.6       19.7       18.4       28.7       27.6
Other:                 23.1       33.6       34.1       47.6       23.1       33.4       34.1       45.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,682,765:   402,690    268,304    412,062    681,138    768,332  1,495,890  1,448,698:   186,875    234,067
Old  : 1,444,988:   386,416    286,121    315,814    585,666    661,422  1,287,896  1,263,357:   157,092    181,632
Other:   237,777:    73,139     39,049     39,382     95,473    106,911    207,994    185,342:    29,783     52,435
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    33,494:    27,518    -27,603     13,475     -5,181     35,295     35,813     21,168:    -2,318     12,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.9       24.5       40.5       45.7       88.9       86.1:      11.1       13.9
Old  :     100.0:      26.7       19.8       21.9       40.5       45.8       89.1       87.4:      10.9       12.6
Other:     100.0:      30.8       16.4       16.6       40.2       45.0       87.5       77.9:      12.5       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       770:       199        158        225        306        335        635        620:
Old  :       764:       204        173        204        301        320        617        592:
Other:       471:        88         80         61        110        263        229        377:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       11.7       16.6       17.8        8.9        9.6       14.5       14.0
Old  :                 11.4       13.0       18.1       19.2       10.3       11.0       16.7       15.9
Other:                 21.0       13.8       30.8       21.6       18.5       10.0       25.8       16.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :     9,643:     1,899      1,670      1,391      3,473      5,212      6,763      8,273:     2,880      1,370
Old  :     8,853:     1,803      1,737      1,185      3,088      4,723      6,077      7,646:     2,775      1,207
Other:       790:       198         34        104        384        489        686        627:       104        163
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :       307:       333       -220         78       -256        230        156         88:       150        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.3       14.4       36.0       54.0       70.1       85.8:      29.9       14.2
Old  :     100.0:      20.4       19.6       13.4       34.9       53.4       68.6       86.4:      31.4       13.6
Other:     100.0:      25.0        4.3       13.2       48.6       61.8       86.8       79.3:      13.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        13          9          9         13         11         33         22:
Old  :        39:        13          9          8         13         10         32         21:
Other:        21:         5          5          6          6          9         15         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       44.7       38.2       64.0       19.4       41.7       26.9       52.2
Old  :                 25.2       45.0       38.0       65.2       18.9       41.7       27.0       54.0
Other:                 60.2       53.5       78.8       68.8       59.2       52.8       70.0       62.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   888,526:   268,821     67,963    205,945    358,065    483,217    832,831    757,126:    55,695    131,400
Old  :   733,207:   245,060     72,090    155,885    287,783    419,546    688,728    647,521:    44,479     85,686
Other:   155,319:    48,774     20,887     25,046     70,282     63,671    144,103    109,604:    11,216     45,715
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    56,178:    32,610       -809     17,957      2,509     34,975     53,076     52,122:     3,102      4,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        7.6       23.2       40.3       54.4       93.7       85.2:       6.3       14.8
Old  :     100.0:      33.4        9.8       21.3       39.2       57.2       93.9       88.3:       6.1       11.7
Other:     100.0:      31.4       13.4       16.1       45.3       41.0       92.8       70.6:       7.2       29.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       690:       218        159        223        191        268        518        561:
Old  :       666:       195        169        204        168        261        474        535:
Other:       416:        95         85         77         97        196        223        332:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       12.3       16.7       19.4        7.9        9.9       14.0       14.7
Old  :                 10.7       14.5       19.0       22.1        9.4       12.9       16.7       18.9
Other:                 17.4       14.0       27.2       21.8       16.0       12.5       23.6       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   441,762:   144,110     26,151    101,603    159,066    293,513    404,778    421,267:    36,983     20,494
Old  :   406,142:   141,219     30,737     89,621    142,837    267,308    373,678    387,667:    32,464     18,476
Other:    35,619:    10,556      3,080      4,315     16,228     26,205     31,100     33,601:     4,519      2,019
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    15,022:     2,719     -3,024     11,442      1,795      7,610     15,956     16,029:      -934     -1,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        5.9       23.0       36.0       66.4       91.6       95.4:       8.4        4.6
Old  :     100.0:      34.8        7.6       22.1       35.2       65.8       92.0       95.5:       8.0        4.5
Other:     100.0:      29.6        8.6       12.1       45.6       73.6       87.3       94.3:      12.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       120         60        109         86         91        265        222:
Old  :       318:       124         63        105         85         90        261        219:
Other:       103:        32         15         24         34         28         78         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       33.4       19.1       40.3       10.7       31.2       17.3       37.1
Old  :                 12.2       33.3       19.6       40.7       10.4       31.3       17.6       37.7
Other:                 24.1       40.9       37.8       56.1       24.1       39.5       37.8       53.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   771,347:    85,210    108,993     97,549    448,862    387,340    631,621    593,882:   139,726    177,465
Old  :   771,347:    85,210    108,993     97,549    448,862    387,340    631,621    593,882:   139,726    177,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     4,965:      -509      1,648      8,691     -2,405      6,310      5,777     16,648:      -812    -11,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       14.1       12.6       58.2       50.2       81.9       77.0:      18.1       23.0
Old  :     100.0:      11.0       14.1       12.6       58.2       50.2       81.9       77.0:      18.1       23.0
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  :       165:        33         35         43         74         76        128        133:
Old  :       165:        33         35         43         74         76        128        133:
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  :                 21.0       17.6       31.0       26.9       16.2       12.5       23.9       18.1
Old  :                 21.0       17.6       31.0       26.9       16.2       12.5       23.9       18.1
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :   696,732:    56,508    132,292      2,510    523,567    456,013    582,586    590,815:   114,146    105,917
Old  :   696,732:    56,508    132,292      2,510    523,567    456,013    582,586    590,815:   114,146    105,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     4,325:    -4,390     -2,308        793     11,273     10,097      7,677      8,582:    -3,352     -4,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       19.0        0.4       75.1       65.5       83.6       84.8:      16.4       15.2
Old  :     100.0:       8.1       19.0        0.4       75.1       65.5       83.6       84.8:      16.4       15.2
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  :       100:        13         14          9         55         52         73         70:
Old  :       100:        13         14          9         55         52         73         70:
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  :                 24.4       33.3       39.3       47.5       22.3       33.3       34.5       46.9
Old  :                 24.4       33.3       39.3       47.5       22.3       33.3       34.5       46.9
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :     6,044:     2,646        536      1,119      1,845      4,191      5,610      5,846:       434        198
Old  :     6,044:     2,646        536      1,119      1,845      4,191      5,610      5,846:       434        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :       205:      -119         48        -53        448        276        276        271:       -71        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        8.9       18.5       30.5       69.3       92.8       96.7:       7.2        3.3
Old  :     100.0:      43.8        8.9       18.5       30.5       69.3       92.8       96.7:       7.2        3.3
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  :        36:        13          3          6         10         18         27         25:
Old  :        36:        13          3          6         10         18         27         25:
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  :                 46.4       55.7       69.2       74.1       33.8       37.7       44.5       47.2
Old  :                 46.4       55.7       69.2       74.1       33.8       37.7       44.5       47.2
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :   419,352:   118,915     25,886     78,386    171,420    287,466    368,722    391,739:    50,630     27,613
Old  :   372,058:   117,029     24,958     69,026    141,668    254,222    327,723    348,205:    44,335     23,853
Other:    47,294:     4,635      3,678      6,612     29,752     33,245     40,999     43,534:     6,295      3,760
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    26,307:    14,714     -6,145     10,101      1,212     21,192     26,027     25,147:       280      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        6.2       18.7       40.9       68.6       87.9       93.4:      12.1        6.6
Old  :     100.0:      31.5        6.7       18.6       38.1       68.3       88.1       93.6:      11.9        6.4
Other:     100.0:       9.8        7.8       14.0       62.9       70.3       86.7       92.1:      13.3        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       100         52         92         98         97        248        198:
Old  :       277:       100         50         90         96         95        243        194:
Other:       128:        28         18         29         65         35        110         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       35.2       18.2       42.7       10.6       32.8       16.1       38.8
Old  :                 12.5       36.5       19.1       43.9       11.6       35.3       17.7       41.8
Other:                 26.2       36.3       41.0       50.6       25.0       35.7       37.8       49.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    11,664:     2,026      5,569        476      6,531      3,672      9,033      9,717:     2,632      1,948
Old  :    11,625:     2,031      5,569        447      6,523      3,662      9,000      9,678:     2,625      1,947
Other:        40:        24         28          1          8         10         32         39:         7          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :      -242:        58        -74        -22       -507       -224       -471       -321:       229         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       47.7        4.1       56.0       31.5       77.4       83.3:      22.6       16.7
Old  :     100.0:      17.5       47.9        3.8       56.1       31.5       77.4       83.3:      22.6       16.7
Other:     100.0:      59.6       71.2        1.7       20.2       24.6       81.5       97.5:      18.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        18         21          8         21         10         42         36:
Old  :        64:        18         21          8         21         10         42         36:
Other:         6:         1          3          1          1          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.1       37.9       55.5       56.1       42.9       37.7       55.0       55.6
Old  :                 43.2       38.0       55.7       56.3       43.1       37.9       55.3       55.8
Other:                 81.5       97.5       81.5       97.5       79.9       95.8       79.9       95.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,264,363:   257,461    258,451     69,923    829,000    778,872  1,156,384  1,107,246:   107,978    157,117
Old  : 1,264,363:   257,461    258,451     69,923    829,000    778,872  1,156,384  1,107,246:   107,978    157,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    81,342:    16,615     23,964      1,780     59,868     59,535     78,263     85,279:     3,078     -3,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       20.4        5.5       65.6       61.6       91.5       87.6:       8.5       12.4
Old  :     100.0:      20.4       20.4        5.5       65.6       61.6       91.5       87.6:       8.5       12.4
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  :       256:        56         47         39        105        106        178        175:
Old  :       256:        56         47         39        105        106        178        175:
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       25.6       31.2       38.0       14.4       21.2       25.9       30.4
Old  :                 18.8       25.6       31.2       38.0       14.4       21.2       25.9       30.4
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 with Delta-adjusted Options and Futures Combined, January 24, 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  : 3,827,971:   531,694    814,793    495,868  2,458,958  1,982,882  3,486,519  3,293,543:   341,452    534,428
Old  : 3,827,971:   531,694    814,793    495,868  2,458,958  1,982,882  3,486,519  3,293,543:   341,452    534,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    72,081:    78,826     15,742     45,236    -69,385     24,805     54,676     85,782:    17,404    -13,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       21.3       13.0       64.2       51.8       91.1       86.0:       8.9       14.0
Old  :     100.0:      13.9       21.3       13.0       64.2       51.8       91.1       86.0:       8.9       14.0
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  :       395:        62        115        112        173        184        309        337:
Old  :       395:        62        115        112        173        184        309        337:
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  :                 32.2       14.3       40.4       22.8       29.5       12.0       36.2       18.7
Old  :                 32.2       14.3       40.4       22.8       29.5       12.0       36.2       18.7
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :   309,511:    35,302     43,472        377    202,452    173,208    238,131    217,057:    71,380     92,454
Old  :   309,511:    35,302     43,472        377    202,452    173,208    238,131    217,057:    71,380     92,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    11,116:    -1,582      7,299     -2,285      9,397     18,615      5,530     23,629:     5,587    -12,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       14.0        0.1       65.4       56.0       76.9       70.1:      23.1       29.9
Old  :     100.0:      11.4       14.0        0.1       65.4       56.0       76.9       70.1:      23.1       29.9
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  :        56:         5          4          2         39         34         45         39:
Old  :        56:         5          4          2         39         34         45         39:
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  :                 40.7       30.6       52.0       41.8       40.4       30.1       51.4       40.5
Old  :                 40.7       30.6       52.0       41.8       40.4       30.1       51.4       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 with Delta-adjusted Options and Futures Combined, January 24, 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  : 3,319,765:   303,310    588,196    281,685  2,497,563  2,070,806  3,082,558  2,940,688:   237,207    379,077
Old  : 3,319,765:   303,310    588,196    281,685  2,497,563  2,070,806  3,082,558  2,940,688:   237,207    379,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :   114,340:    39,540    -26,145     67,062     19,661     68,345    126,264    109,263:   -11,924      5,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       17.7        8.5       75.2       62.4       92.9       88.6:       7.1       11.4
Old  :     100.0:       9.1       17.7        8.5       75.2       62.4       92.9       88.6:       7.1       11.4
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  :       314:        47         73         67        139        161        229        258:
Old  :       314:        47         73         67        139        161        229        258:
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  :                 37.9       20.7       49.5       28.8       35.4       20.3       46.0       28.0
Old  :                 37.9       20.7       49.5       28.8       35.4       20.3       46.0       28.0
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 with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,119,295:   148,224    232,990    207,789    733,291    632,087  1,089,305  1,072,867:    29,990     46,429
Old  : 1,119,295:   148,224    232,990    207,789    733,291    632,087  1,089,305  1,072,867:    29,990     46,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :   149,473:    52,929     11,716     78,101     15,927     60,884    146,957    150,701:     2,516     -1,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       20.8       18.6       65.5       56.5       97.3       95.9:       2.7        4.1
Old  :     100.0:      13.2       20.8       18.6       65.5       56.5       97.3       95.9:       2.7        4.1
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  :       137:        25         39         38         55         66        101        123:
Old  :       137:        25         39         38         55         66        101        123:
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  :                 29.8       22.7       48.9       36.7       19.9       11.9       31.5       18.9
Old  :                 29.8       22.7       48.9       36.7       19.9       11.9       31.5       18.9
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :    68,269:    41,077      9,173      1,331     15,484     48,476     57,892     58,980:    10,376      9,289
Old  :    68,269:    41,077      9,173      1,331     15,484     48,476     57,892     58,980:    10,376      9,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     1,713:     3,705      4,329       -706     -1,831     -1,400      1,167      2,223:       546       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       13.4        1.9       22.7       71.0       84.8       86.4:      15.2       13.6
Old  :     100.0:      60.2       13.4        1.9       22.7       71.0       84.8       86.4:      15.2       13.6
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  :       125:        48         22         12         29         35         82         64:
Old  :       125:        48         22         12         29         35         82         64:
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       36.8       40.0       54.5       26.4       36.8       39.2       54.4
Old  :                 26.9       36.8       40.0       54.5       26.4       36.8       39.2       54.4
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :   136,537:    82,155     18,346      2,661     30,969     96,952    115,785    117,959:    20,752     18,578
Old  :   136,537:    82,155     18,346      2,661     30,969     96,952    115,785    117,959:    20,752     18,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     3,426:     7,410      8,659     -1,413     -3,662     -2,800      2,335      4,447:     1,091     -1,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       13.4        1.9       22.7       71.0       84.8       86.4:      15.2       13.6
Old  :     100.0:      60.2       13.4        1.9       22.7       71.0       84.8       86.4:      15.2       13.6
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  :       125:        48         22         12         29         35         82         64:
Old  :       125:        48         22         12         29         35         82         64:
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       36.8       40.0       54.5       26.4       36.8       39.2       54.4
Old  :                 26.9       36.8       40.0       54.5       26.4       36.8       39.2       54.4
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :    34,711:    26,177     34,338        369      8,043          0     34,589     34,707:       122          4
Old  :    34,711:    26,177     34,338        369      8,043          0     34,589     34,707:       122          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     1,168:     1,175      1,168          0          0          0      1,175      1,168:        -7          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.4       98.9        1.1       23.2        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      75.4       98.9        1.1       23.2        0.0       99.6      100.0:       0.4        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  :                 47.8       91.7       82.4      100.0       47.8       91.7       82.4       98.9
Old  :                 47.8       91.7       82.4      100.0       47.8       91.7       82.4       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 with Delta-adjusted Options and Futures Combined, January 24, 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  :    32,285:    21,725      7,515        329     10,194     24,238     32,248     32,082:        37        203
Old  :    32,285:    21,725      7,515        329     10,194     24,238     32,248     32,082:        37        203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :       310:      -715        874        160        902       -708        347        326:       -37        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       23.3        1.0       31.6       75.1       99.9       99.4:       0.1        0.6
Old  :     100.0:      67.3       23.3        1.0       31.6       75.1       99.9       99.4:       0.1        0.6
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  :        47:         6         15          1          5         22         11         38:
Old  :        47:         6         15          1          5         22         11         38:
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  :                 89.7       41.0       98.3       60.3       89.7       41.0       97.5       60.3
Old  :                 89.7       41.0       98.3       60.3       89.7       41.0       97.5       60.3
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :    37,708:    30,870      2,795        175      6,648     34,594     37,693     37,564:        15        144
Old  :    37,708:    30,870      2,795        175      6,648     34,594     37,693     37,564:        15        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :       151:       163       -308          0          0        481        163        173:       -12        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.9        7.4        0.5       17.6       91.7      100.0       99.6:       0.0        0.4
Old  :     100.0:      81.9        7.4        0.5       17.6       91.7      100.0       99.6:       0.0        0.4
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  :        36:        12          7          1          3         15         15         23:
Old  :        36:        12          7          1          3         15         15         23:
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  :                 91.4       59.2       98.2       85.9       91.4       59.2       96.6       85.9
Old  :                 91.4       59.2       98.2       85.9       91.4       59.2       96.6       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 27, 2017