WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      410,803
COMMITMENTS
 107,306  156,200   68,340  187,597  147,322  363,243  371,862   47,560   38,941

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,882)
   4,788  -24,912   -8,772   -5,878   27,851   -9,862   -5,833    4,980      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     38.0     16.6     45.7     35.9     88.4     90.5     11.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     129      115      111      105      100      298      277                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      227,192
COMMITMENTS
  72,048   80,421   31,176  103,750   91,633  206,974  203,230   20,218   23,962

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,081)
   2,264   -8,422   -3,640   -1,696    8,453   -3,072   -3,609       -9      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     35.4     13.7     45.7     40.3     91.1     89.5      8.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      71       58       56       85       77      176      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,466,703
COMMITMENTS
 498,527  171,012  209,610  624,214  875,140  1332351  1255762  134,352  210,941

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     55,451)
  58,887  -19,780    2,489   -9,643   59,571   51,733   42,280    3,718   13,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     11.7     14.3     42.6     59.7     90.8     85.6      9.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      770)
     213      136      195      234      334      556      580                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,989
COMMITMENTS
   2,940    3,964    1,038    2,772    3,549    6,750    8,551    4,239    2,438

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        460)
    -128       82      414     -178      -26      108      470      352      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     36.1      9.4     25.2     32.3     61.4     77.8     38.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       17        9       14       13       31       35                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      872,273
COMMITMENTS
 322,060   79,883  114,041  373,333  572,914  809,434  766,838   62,839  105,435

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -13,362)
   8,583       95  -16,590  -10,223    5,161  -18,230  -11,334    4,868   -2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      9.2     13.1     42.8     65.7     92.8     87.9      7.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     232      144      193      191      251      522      510                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,075
COMMITMENTS
  12,735    3,642       58       66    9,203   12,859   12,903   21,216   21,172

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,224)
   2,019      589       35      -10    1,151    2,044    1,775      180      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     10.7      0.2      0.2     27.0     37.7     37.9     62.3     62.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       11        5        6       24       12       40                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      405,541
COMMITMENTS
 119,494   58,853   78,610  171,838  240,010  369,942  377,473   35,599   28,068

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,864)
  -2,258   -1,670    1,338      656   -3,345     -264   -3,677   -1,600    1,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     14.5     19.4     42.4     59.2     91.2     93.1      8.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     101       73       99       84       70      243      212                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      567,518
COMMITMENTS
 155,585   64,837   14,955  234,983  352,488  405,523  432,280  161,995  135,238

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,268)
  16,295  -10,151   -4,132  -11,388   19,570      775    5,287    3,493   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     11.4      2.6     41.4     62.1     71.5     76.2     28.5     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      36       25       12       54       64       95       96                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,403
COMMITMENTS
  52,565  143,140   16,485  400,381  372,678  469,431  532,303  137,972   75,100

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,341)
  -1,018   -1,665    1,043   -7,159   -8,608   -7,134   -9,230   -1,207      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     23.6      2.7     65.9     61.4     77.3     87.6     22.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      14       15        9       55       50       76       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,430
COMMITMENTS
   2,622    1,134      475    1,914    3,646    5,011    5,255      419      175

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:         97)
     490      118      -56     -430        9        4       71       93       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     20.9      8.7     35.2     67.1     92.3     96.8      7.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        4        4       10       14       29       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      381,841
COMMITMENTS
 118,084   30,243   47,337  163,843  277,489  329,264  355,069   52,577   26,772

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,140)
  -1,034   -2,036    5,122   -2,078     -596    2,010    2,490      130     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      7.9     12.4     42.9     72.7     86.2     93.0     13.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     112       45       77       89       93      240      193                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,753
COMMITMENTS
   2,035    1,768      179    5,076    6,288    7,290    8,235    2,463    1,518

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          0)
      -7      119      -55       25      -62      -37        2       37       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     18.1      1.8     52.0     64.5     74.7     84.4     25.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       15        6       21       15       39       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      970,520
COMMITMENTS
  97,427  304,154   30,681  724,007  491,058  852,115  825,893  118,405  144,627

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -33,591)
  -9,545    4,385   -8,274   -9,868  -32,630  -27,687  -36,519   -5,904    2,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     31.3      3.2     74.6     50.6     87.8     85.1     12.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      37       67       33       79      101      136      181                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,706,443
COMMITMENTS
 510,956  495,761   97,358  1752416  1683907  2360730  2277026  345,713  429,417

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     88,064)
 106,366  -49,791  -11,820  -16,954  128,133   77,592   66,522   10,472   21,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     18.3      3.6     64.7     62.2     87.2     84.1     12.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      74       80       58      137      154      246      257                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      142,745
COMMITMENTS
   7,937   14,291      427   73,465   63,760   81,829   78,478   60,916   64,267

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -16,125)
  -6,213      200      174  -19,933   -9,756  -25,972   -9,382    9,847   -6,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     10.0      0.3     51.5     44.7     57.3     55.0     42.7     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       14       16       16       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,558,386
COMMITMENTS
 282,848  508,720   67,769  1954195  1641230  2304812  2217719  253,574  340,667

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,307)
   5,258   35,144  -27,775   29,350    9,491    6,833   16,860   -2,526  -12,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     19.9      2.6     76.4     64.2     90.1     86.7      9.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      43       71       37       99      147      168      229                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      907,876
COMMITMENTS
  42,788  137,442  176,844  670,329  541,209  889,961  855,495   17,915   52,381

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -99,628)
   1,983  -28,298  -46,345  -53,262  -27,485  -97,624 -102,128   -2,004    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     15.1     19.5     73.8     59.6     98.0     94.2      2.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      13       45       36       52       69       89      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,122
COMMITMENTS
  28,402   15,593      239   28,029   39,875   56,669   55,706    8,453    9,416

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      3,924)
     798    1,358       14    2,385    2,612    3,197    3,983      727      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     23.9      0.4     43.0     61.2     87.0     85.5     13.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      33       29        2       37       24       72       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,243
COMMITMENTS
  56,804   31,185      477   56,057   79,750  113,338  111,412   16,905   18,831

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,847)
   1,596    2,715       28    4,769    5,223    6,393    7,966    1,454     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     23.9      0.4     43.0     61.2     87.0     85.5     13.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      33       29        2       37       24       72       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,245
COMMITMENTS
  19,370   20,377    1,313    1,391      555   22,074   22,245      171        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        990)
     443      694      395      148      -90      986      999        4       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     91.6      5.9      6.3      2.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        4        2        1       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,408
COMMITMENTS
  20,815    9,928      212   11,257   22,161   32,284   32,301      124      107

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,158)
    -205     -564      140    4,287    4,570    4,222    4,146      -64       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     30.6      0.7     34.7     68.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       10        1        6       20       15       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,686
COMMITMENTS
  26,614   11,018      252    8,771   24,312   35,637   35,582       49      104

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,856)
   1,555     -656     -297    3,632    5,857    4,890    4,904      -34      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6     30.9      0.7     24.6     68.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8        1        4       13       13       22                  



Updated June 10, 2016