WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   475,061:   145,009    177,419    116,825    167,298    139,027    429,132    433,270:    45,929     41,791
Old  :   253,858:   109,379    135,002     39,524     79,329     58,215    228,232    232,741:    25,627     21,117
Other:   221,202:    60,244     67,031     52,687     87,969     80,811    200,900    200,529:    20,302     20,673
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -110,972:   -15,150     19,369    -56,913    -36,063    -68,472   -108,126   -106,017:    -2,846     -4,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       37.3       24.6       35.2       29.3       90.3       91.2:       9.7        8.8
Old  :     100.0:      43.1       53.2       15.6       31.2       22.9       89.9       91.7:      10.1        8.3
Other:     100.0:      27.2       30.3       23.8       39.8       36.5       90.8       90.7:       9.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       133        143        145         97        108        323        319:
Old  :       365:       132        113         85         76         87        252        244:
Other:       292:        85         93         75         76         87        205        217:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9        8.2       19.2       15.4        9.9        8.0       17.8       14.6
Old  :                 13.3       12.5       23.5       22.1       12.7       12.4       22.8       21.2
Other:                 17.7       13.0       28.1       22.1       15.8       12.2       24.4       19.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   218,198:    87,264     40,508     30,196     79,104    123,730    196,564    194,434:    21,634     23,764
Old  :   108,425:    65,653     32,234      5,196     27,395     58,828     98,244     96,258:    10,181     12,167
Other:   109,773:    37,133     23,796      9,478     51,709     64,902     98,320     98,176:    11,453     11,597
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -28,103:       715     -3,581    -12,697    -13,764    -11,163    -25,747    -27,441:    -2,356       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       18.6       13.8       36.3       56.7       90.1       89.1:       9.9       10.9
Old  :     100.0:      60.6       29.7        4.8       25.3       54.3       90.6       88.8:       9.4       11.2
Other:     100.0:      33.8       21.7        8.6       47.1       59.1       89.6       89.4:      10.4       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        71         52         59         79         85        184        169:
Old  :       209:        58         49         26         51         69        122        131:
Other:       184:        54         29         27         67         72        133        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       19.5       27.9       28.3       16.2       18.8       26.3       26.4
Old  :                 24.6       20.5       36.6       31.5       24.3       19.7       36.2       30.7
Other:                 21.3       27.8       31.8       40.6       21.3       27.3       31.8       38.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  : 1,685,712:   429,490    229,654    385,714    680,518    845,758  1,495,722  1,461,126:   189,989    224,585
Old  : 1,341,115:   407,693    275,222    243,353    545,189    670,528  1,196,235  1,189,102:   144,880    152,012
Other:   344,597:   106,147     38,782     58,011    135,330    175,231    299,487    272,024:    45,110     72,573
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -223,839:   -11,020        -14   -115,939    -93,007    -84,763   -219,966   -200,716:    -3,873    -23,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       13.6       22.9       40.4       50.2       88.7       86.7:      11.3       13.3
Old  :     100.0:      30.4       20.5       18.1       40.7       50.0       89.2       88.7:      10.8       11.3
Other:     100.0:      30.8       11.3       16.8       39.3       50.9       86.9       78.9:      13.1       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       790:       204        145        222        321        352        652        624:
Old  :       768:       190        169        191        309        335        611        588:
Other:       537:       114         82         71        137        294        279        422:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       13.1       16.5       19.0        8.9        9.9       15.0       14.3
Old  :                 11.2       14.3       18.5       21.1       10.7       12.5       18.0       17.7
Other:                 18.6       15.1       26.4       22.3       11.9        8.1       17.9       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :     7,719:     2,047      1,574        703      2,329      4,577      5,079      6,854:     2,641        865
Old  :     6,164:     1,854      1,784        217      1,792      3,655      3,863      5,656:     2,300        508
Other:     1,555:       550        148        128        536        922      1,215      1,198:       340        358
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :    -2,043:       -41       -235       -730     -1,227     -1,137     -1,997     -2,102:       -47         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       20.4        9.1       30.2       59.3       65.8       88.8:      34.2       11.2
Old  :     100.0:      30.1       28.9        3.5       29.1       59.3       62.7       91.8:      37.3        8.2
Other:     100.0:      35.4        9.5        8.3       34.5       59.3       78.1       77.0:      21.9       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          4          6         11         13         29         22:
Old  :        35:        15          4          5         10         11         26         19:
Other:        24:         8          4          4          4         11         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       51.3       38.2       70.5       22.6       44.8       30.7       60.7
Old  :                 28.6       56.1       39.3       78.6       23.8       51.4       33.8       70.5
Other:                 55.2       44.7       73.5       61.6       51.7       44.3       63.6       58.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   828,977:   236,833     72,590    189,519    346,273    432,856    772,625    694,965:    56,352    134,012
Old  :   620,685:   206,399     83,260    115,523    256,622    345,557    578,544    544,340:    42,141     76,345
Other:   208,292:    65,104     24,001     39,326     89,651     87,298    194,081    150,625:    14,211     57,667
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -108,760:   -11,932      5,825    -52,274    -43,735    -58,681   -107,941   -105,130:      -819     -3,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        8.8       22.9       41.8       52.2       93.2       83.8:       6.8       16.2
Old  :     100.0:      33.3       13.4       18.6       41.3       55.7       93.2       87.7:       6.8       12.3
Other:     100.0:      31.3       11.5       18.9       43.0       41.9       93.2       72.3:       6.8       27.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       657:       183        169        227        183        247        491        546:
Old  :       628:       174        163        192        154        236        431        506:
Other:       451:       100        108         92        112        199        260        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       12.6       17.8       18.8        9.1        9.8       15.1       14.6
Old  :                 12.4       16.5       20.7       23.3       11.6       14.7       18.7       21.2
Other:                 15.9        9.7       25.7       16.5       15.0        8.9       22.5       14.3
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :     6,921:     3,165      1,158      1,010      2,306      4,229      6,481      6,397:       439        524
Old  :     6,889:     3,169      1,158        993      2,306      4,229      6,468      6,380:       421        509
Other:        32:         0          4         14          0          0         14         17:        18         15
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :       709:       325        145         48        321        585        694        779:        16        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       16.7       14.6       33.3       61.1       93.7       92.4:       6.3        7.6
Old  :     100.0:      46.0       16.8       14.4       33.5       61.4       93.9       92.6:       6.1        7.4
Other:     100.0:       0.0       12.0       42.4        0.0        0.0       42.4       54.4:      57.6       45.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          4          8          8         11         16         21:
Old  :        24:         6          4          8          8         11         16         21:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 69.9       44.5       84.6       73.1       62.2       44.2       68.2       62.7
Old  :                 70.0       44.7       84.8       73.5       62.6       44.4       68.5       63.0
Other:                 42.4       54.4       42.4       54.4        0.0       12.0        0.0       12.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   395,607:    95,751     52,563     82,289    183,845    232,376    361,885    367,228:    33,722     28,379
Old  :   338,402:    87,681     58,219     62,864    159,449    192,150    309,994    313,233:    28,408     25,170
Other:    57,205:    21,592      7,867      5,903     24,396     40,226     51,891     53,995:     5,314      3,209
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -39,687:    -3,682      6,558    -27,039     -7,495    -19,586    -38,216    -40,067:    -1,472        379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       13.3       20.8       46.5       58.7       91.5       92.8:       8.5        7.2
Old  :     100.0:      25.9       17.2       18.6       47.1       56.8       91.6       92.6:       8.4        7.4
Other:     100.0:      37.7       13.8       10.3       42.6       70.3       90.7       94.4:       9.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        88         79        105         89         82        241        223:
Old  :       301:        88         85         96         87         75        232        211:
Other:       129:        39         24         33         39         40         96         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       29.0       18.8       35.3       10.5       26.7       17.7       32.0
Old  :                 11.2       27.5       19.7       34.8       11.2       25.8       19.1       32.0
Other:                 24.4       40.5       39.9       52.3       24.3       39.3       38.1       50.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   758,866:    87,309    109,291     75,838    451,457    402,917    614,604    588,046:   144,262    170,820
Old  :   758,866:    87,309    109,291     75,838    451,457    402,917    614,604    588,046:   144,262    170,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -30,525:    -2,342        189    -22,780        215      4,319    -24,907    -18,272:    -5,618    -12,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.4       10.0       59.5       53.1       81.0       77.5:      19.0       22.5
Old  :     100.0:      11.5       14.4       10.0       59.5       53.1       81.0       77.5:      19.0       22.5
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  :       159:        31         31         42         71         80        123        132:
Old  :       159:        31         31         42         71         80        123        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  :                 22.8       19.0       33.1       29.1       18.3       14.4       26.9       21.5
Old  :                 22.8       19.0       33.1       29.1       18.3       14.4       26.9       21.5
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, February 28, 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  :   748,693:    56,880    124,283      9,786    565,092    495,921    631,758    629,990:   116,935    118,703
Old  :   748,693:    56,880    124,283      9,786    565,092    495,921    631,758    629,990:   116,935    118,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -34,357:     2,007        437    -14,334     -8,604    -15,479    -20,931    -29,376:   -13,427     -4,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       16.6        1.3       75.5       66.2       84.4       84.1:      15.6       15.9
Old  :     100.0:       7.6       16.6        1.3       75.5       66.2       84.4       84.1:      15.6       15.9
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  :       102:         9         14          7         63         56         76         73:
Old  :       102:         9         14          7         63         56         76         73:
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  :                 20.6       29.8       34.8       45.2       19.0       28.8       29.9       41.3
Old  :                 20.6       29.8       34.8       45.2       19.0       28.8       29.9       41.3
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, February 28, 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  :     4,751:     2,710         49        779        855      3,744      4,344      4,572:       407        179
Old  :     4,751:     2,710         49        779        855      3,744      4,344      4,572:       407        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :      -206:        65         49       -101       -140       -121       -176       -173:       -30        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0        1.0       16.4       18.0       78.8       91.4       96.2:       8.6        3.8
Old  :     100.0:      57.0        1.0       16.4       18.0       78.8       91.4       96.2:       8.6        3.8
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  :        31:        15          1          4          9         15         25         19:
Old  :        31:        15          1          4          9         15         25         19:
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  :                 49.5       61.3       73.3       82.2       43.3       53.6       57.0       66.2
Old  :                 49.5       61.3       73.3       82.2       43.3       53.6       57.0       66.2
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, February 28, 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  :   405,369:   124,094     30,131     64,183    170,765    279,243    359,042    373,556:    46,327     31,813
Old  :   340,489:   115,758     30,776     49,126    136,868    234,228    301,752    314,130:    38,737     26,359
Other:    64,880:    13,649      4,668      9,744     33,897     45,015     57,290     59,426:     7,590      5,454
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -26,263:    -2,086      2,744    -15,307     -5,257    -12,900    -22,650    -25,463:    -3,613       -800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.4       15.8       42.1       68.9       88.6       92.2:      11.4        7.8
Old  :     100.0:      34.0        9.0       14.4       40.2       68.8       88.6       92.3:      11.4        7.7
Other:     100.0:      21.0        7.2       15.0       52.2       69.4       88.3       91.6:      11.7        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        91         50         77         89         92        225        183:
Old  :       261:        96         45         72         85         90        216        177:
Other:       134:        39         18         29         58         42        113         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       35.9       19.9       43.2       12.6       34.5       18.7       40.9
Old  :                 13.9       36.9       21.1       45.3       13.6       35.9       20.7       43.7
Other:                 21.4       38.0       34.7       51.1       20.2       37.2       32.3       47.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    12,248:     1,976      5,570        567      6,542      4,145      9,084     10,282:     3,164      1,966
Old  :    12,139:     2,017      5,554        503      6,509      4,133      9,029     10,190:     3,110      1,949
Other:       109:        16         74          6         33         12         55         93:        54         17
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :      -614:        36       -401       -475         79        213       -360       -663:      -253         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       45.5        4.6       53.4       33.8       74.2       83.9:      25.8       16.1
Old  :     100.0:      16.6       45.8        4.1       53.6       34.0       74.4       83.9:      25.6       16.1
Other:     100.0:      15.1       68.0        5.6       29.9       11.1       50.6       84.7:      49.4       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        17         23          8         24         12         45         39:
Old  :        70:        19         21          8         23         12         44         39:
Other:         9:         1          4          2          3          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.6       35.4       53.5       51.2       41.6       34.3       52.7       50.1
Old  :                 42.0       35.7       54.0       51.6       42.0       34.6       53.2       50.6
Other:                 45.0       81.1       50.6       84.7       45.0       75.4       45.0       79.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  : 1,436,646:   263,425    291,269     42,823  1,025,222    949,638  1,331,469  1,283,730:   105,177    152,916
Old  : 1,436,646:   263,425    291,269     42,823  1,025,222    949,638  1,331,469  1,283,730:   105,177    152,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -183,133:   -53,487     22,234    -62,355    -60,374   -121,975   -176,216   -162,096:    -6,916    -21,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       20.3        3.0       71.4       66.1       92.7       89.4:       7.3       10.6
Old  :     100.0:      18.3       20.3        3.0       71.4       66.1       92.7       89.4:       7.3       10.6
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  :       267:        54         58         42        110        115        185        194:
Old  :       267:        54         58         42        110        115        185        194:
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  :                 21.2       25.8       35.8       36.5       21.1       21.8       35.4       30.8
Old  :                 21.2       25.8       35.8       36.5       21.1       21.8       35.4       30.8
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, February 28, 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  : 3,764,076:   484,167    849,786    384,131  2,524,510  1,973,738  3,392,809  3,207,655:   371,268    556,421
Old  : 3,764,076:   484,167    849,786    384,131  2,524,510  1,973,738  3,392,809  3,207,655:   371,268    556,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -400,441:   -41,447     39,567    -92,898   -254,151   -305,464   -388,496   -358,795:   -11,945    -41,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       22.6       10.2       67.1       52.4       90.1       85.2:       9.9       14.8
Old  :     100.0:      12.9       22.6       10.2       67.1       52.4       90.1       85.2:       9.9       14.8
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  :       367:        56        100        103        159        184        282        320:
Old  :       367:        56        100        103        159        184        282        320:
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  :                 32.4       17.8       43.0       25.1       30.2       15.2       39.4       21.2
Old  :                 32.4       17.8       43.0       25.1       30.2       15.2       39.4       21.2
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, February 28, 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  :   339,258:    53,802     55,387      1,231    218,019    181,082    273,052    237,700:    66,206    101,558
Old  :   339,258:    53,802     55,387      1,231    218,019    181,082    273,052    237,700:    66,206    101,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     3,659:    19,071      4,869     -4,631      1,727      6,077     16,166      6,315:   -12,508     -2,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       16.3        0.4       64.3       53.4       80.5       70.1:      19.5       29.9
Old  :     100.0:      15.9       16.3        0.4       64.3       53.4       80.5       70.1:      19.5       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  :        64:         9          7          5         38         39         49         49:
Old  :        64:         9          7          5         38         39         49         49:
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  :                 42.0       26.0       51.8       37.4       41.6       25.6       51.2       35.5
Old  :                 42.0       26.0       51.8       37.4       41.6       25.6       51.2       35.5
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, February 28, 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  : 3,365,862:   375,213    638,404    258,949  2,477,630  2,099,190  3,111,792  2,996,543:   254,071    369,319
Old  : 3,365,862:   375,213    638,404    258,949  2,477,630  2,099,190  3,111,792  2,996,543:   254,071    369,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :  -452,422:    -2,905    -10,337    -68,448   -356,042   -348,167   -427,395   -426,952:   -25,027    -25,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.0        7.7       73.6       62.4       92.5       89.0:       7.5       11.0
Old  :     100.0:      11.1       19.0        7.7       73.6       62.4       92.5       89.0:       7.5       11.0
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  :       315:        54         74         69        130        153        227        253:
Old  :       315:        54         74         69        130        153        227        253:
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  :                 35.7       17.2       46.8       27.7       32.6       16.9       42.8       25.0
Old  :                 35.7       17.2       46.8       27.7       32.6       16.9       42.8       25.0
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, February 28, 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  : 1,584,340:   197,687    352,629    302,609  1,049,458    876,595  1,549,754  1,531,833:    34,586     52,507
Old  : 1,584,340:   197,687    352,629    302,609  1,049,458    876,595  1,549,754  1,531,833:    34,586     52,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   128,156:    69,610     65,476    -27,537     81,124     92,047    123,196    129,985:     4,960     -1,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       22.3       19.1       66.2       55.3       97.8       96.7:       2.2        3.3
Old  :     100.0:      12.5       22.3       19.1       66.2       55.3       97.8       96.7:       2.2        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  :       151:        28         41         43         66         75        118        137:
Old  :       151:        28         41         43         66         75        118        137:
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  :                 27.5       22.7       44.4       37.8       14.5       13.2       25.3       22.1
Old  :                 27.5       22.7       44.4       37.8       14.5       13.2       25.3       22.1
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, February 28, 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  :    70,646:    38,287      8,360      3,381     18,576     48,090     60,243     59,832:    10,403     10,815
Old  :    70,646:    38,287      8,360      3,381     18,576     48,090     60,243     59,832:    10,403     10,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     6,235:     4,540        498        853        495      3,351      5,888      4,702:       346      1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       11.8        4.8       26.3       68.1       85.3       84.7:      14.7       15.3
Old  :     100.0:      54.2       11.8        4.8       26.3       68.1       85.3       84.7:      14.7       15.3
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  :       127:        46         24         15         33         37         86         69:
Old  :       127:        46         24         15         33         37         86         69:
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  :                 24.6       34.4       37.0       49.2       24.6       34.1       35.1       48.8
Old  :                 24.6       34.4       37.0       49.2       24.6       34.1       35.1       48.8
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, February 28, 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  :   141,292:    76,573     16,721      6,762     37,152     96,181    120,487    119,663:    20,805     21,629
Old  :   141,292:    76,573     16,721      6,762     37,152     96,181    120,487    119,663:    20,805     21,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :    12,469:     9,081        996      1,706        990      6,703     11,777      9,405:       692      3,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       11.8        4.8       26.3       68.1       85.3       84.7:      14.7       15.3
Old  :     100.0:      54.2       11.8        4.8       26.3       68.1       85.3       84.7:      14.7       15.3
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  :       127:        46         24         15         33         37         86         69:
Old  :       127:        46         24         15         33         37         86         69:
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  :                 24.6       34.4       37.0       49.2       24.6       34.1       35.1       48.8
Old  :                 24.6       34.4       37.0       49.2       24.6       34.1       35.1       48.8
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, February 28, 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  :    37,884:    30,964     37,502        369      6,444          0     37,777     37,871:       107         13
Old  :    37,884:    30,964     37,502        369      6,444          0     37,777     37,871:       107         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     2,812:     3,279      2,800          0       -464          0      2,815      2,800:        -3         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.7       99.0        1.0       17.0        0.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      81.7       99.0        1.0       17.0        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  :        40:        29          8          1          3          0         33          8:
Old  :        40:        29          8          1          3          0         33          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  :                 55.8       95.5       84.0      100.0       55.8       95.5       84.0       99.0
Old  :                 55.8       95.5       84.0      100.0       55.8       95.5       84.0       99.0
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, February 28, 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  :    32,387:    18,396      6,453      1,955     11,997     23,830     32,348     32,238:        39        149
Old  :    32,387:    18,396      6,453      1,955     11,997     23,830     32,348     32,238:        39        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :       161:    -2,068     -1,279      1,816        449       -361        197        176:       -36        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       19.9        6.0       37.0       73.6       99.9       99.5:       0.1        0.5
Old  :     100.0:      56.8       19.9        6.0       37.0       73.6       99.9       99.5:       0.1        0.5
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  :        49:         7         16          3          5         22         13         40:
Old  :        49:         7         16          3          5         22         13         40:
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  :                 83.4       37.1       96.5       56.2       83.2       37.1       92.4       53.3
Old  :                 83.4       37.1       96.5       56.2       83.2       37.1       92.4       53.3
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, February 28, 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  :    44,576:    34,755      3,327      2,955      6,813     38,177     44,523     44,459:        53        117
Old  :    44,576:    34,755      3,327      2,955      6,813     38,177     44,523     44,459:        53        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     1,475:    -1,036        969      2,780       -277     -2,218      1,467      1,531:         8        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0        7.5        6.6       15.3       85.6       99.9       99.7:       0.1        0.3
Old  :     100.0:      78.0        7.5        6.6       15.3       85.6       99.9       99.7:       0.1        0.3
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  :        33:        10          7          4          5         14         16         24:
Old  :        33:        10          7          4          5         14         16         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  :                 93.0       57.0       98.5       85.4       86.9       57.0       91.8       82.0
Old  :                 93.0       57.0       98.5       85.4       86.9       57.0       91.8       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 3, 2017