WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      417,107
COMMITMENTS
 117,956  169,162   56,536  198,862  151,594  373,354  377,292   43,753   39,815

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,728)
   6,172   12,674  -11,367    1,832   -4,594   -3,363   -3,287      635      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     40.6     13.6     47.7     36.3     89.5     90.5     10.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     122      127      117      111       92      307      272                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      226,450
COMMITMENTS
  77,083   78,814   29,907   99,551   92,384  206,541  201,105   19,909   25,345

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -456)
   1,088    5,958   -1,500     -918   -5,129   -1,330     -671      874      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     34.8     13.2     44.0     40.8     91.2     88.8      8.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      64       60       47       87       76      171      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,479,366
COMMITMENTS
 509,777  180,892  200,461  644,767  881,405  1355005  1262758  124,361  216,608

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,335)
 -16,636   17,004   -6,685   29,455  -13,972    6,134   -3,653   -7,469    2,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     12.2     13.6     43.6     59.6     91.6     85.4      8.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      796)
     218      134      192      267      361      584      613                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,964
COMMITMENTS
   2,809    2,799      678    3,026    4,347    6,513    7,824    3,451    2,140

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         83)
      63     -605       15      197      440      275     -150     -192      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     28.1      6.8     30.4     43.6     65.4     78.5     34.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       12        6       13       11       29       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      865,099
COMMITMENTS
 317,066   74,583  117,910  369,495  572,674  804,471  765,167   60,628   99,932

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -17,401)
  -6,089   -1,464   -4,640   -5,283   -9,468  -16,012  -15,572   -1,389   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      8.6     13.6     42.7     66.2     93.0     88.4      7.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     238      142      179      206      260      530      510                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,742
COMMITMENTS
   9,469    4,788       23       12    9,789    9,504   14,600   25,238   20,142

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -337)
  -3,845      -46      -21      -48       83   -3,914       16    3,577     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     13.8      0.1      0.0     28.2     27.4     42.0     72.6     58.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       16        1        5       26        8       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      382,744
COMMITMENTS
 112,971   50,518   68,027  167,982  235,581  348,980  354,126   33,764   28,618

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -16,823)
 -11,368    6,388   -9,156    6,270  -14,157  -14,254  -16,925   -2,569      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     13.2     17.8     43.9     61.6     91.2     92.5      8.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      94       63       99       85       75      237      203                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      584,288
COMMITMENTS
 173,911   70,440   16,132  237,637  362,063  427,680  448,635  156,608  135,653

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,277)
  11,672  -14,522   -1,498   -3,664   11,757    6,510   -4,263   -8,787    1,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     12.1      2.8     40.7     62.0     73.2     76.8     26.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      45       27       16       54       64      102      104                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      592,820
COMMITMENTS
  52,025  137,652    8,804  388,558  376,108  449,387  522,564  143,433   70,256

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -24,787)
  -4,725   -5,679   -8,856  -16,491   -9,335  -30,072  -23,870    5,285     -917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     23.2      1.5     65.5     63.4     75.8     88.1     24.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      13       15        7       54       51       72       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,155
COMMITMENTS
   2,499      575      870    1,452    3,531    4,821    4,976      334      179

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         27)
     -66      -51      130       29      -82       93       -3      -66       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     11.2     16.9     28.2     68.5     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        4        3        9       13       25       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      399,547
COMMITMENTS
 116,369   29,939   55,511  174,633  285,969  346,513  371,419   53,034   28,128

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,076)
  -2,297     -834    2,659    4,400    3,049    4,762    4,874     -686     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.5     13.9     43.7     71.6     86.7     93.0     13.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     102       47       86       98      101      249      209                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,847
COMMITMENTS
   2,226    1,628      215    4,914    6,350    7,355    8,193    2,492    1,654

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         83)
      -3      -79      -30      122       17       89      -92       -6      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     16.5      2.2     49.9     64.5     74.7     83.2     25.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       15        5       20       15       37       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,017,570
COMMITMENTS
 272,094  236,239   23,058  596,167  616,731  891,319  876,028  126,251  141,542

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,726)
  22,669  -35,087   -4,165  -28,782   40,827  -10,278    1,575   14,004    2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     23.2      2.3     58.6     60.6     87.6     86.1     12.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      51       59       36       81       94      150      171                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,812,962
COMMITMENTS
 711,514  596,849   80,303  1650994  1711173  2442811  2388325  370,151  424,637

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     66,510)
 110,619   41,042  -21,807  -38,065   47,719   50,747   66,954   15,763     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     21.2      2.9     58.7     60.8     86.8     84.9     13.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      88       71       54      134      151      250      248                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      149,081
COMMITMENTS
  21,898   11,216      133   70,845   69,504   92,876   80,853   56,205   68,228

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     13,817)
   7,074   -2,631        0    8,005   14,752   15,079   12,121   -1,262    1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      7.5      0.1     47.5     46.6     62.3     54.2     37.7     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        1       17       18       21       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,728,468
COMMITMENTS
 489,375  524,862   65,259  1897072  1819071  2451706  2409192  276,762  319,276

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    125,375)
 110,752   10,606    6,157   14,377  117,214  131,286  133,977   -5,911   -8,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     19.2      2.4     69.5     66.7     89.9     88.3     10.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      62       62       35       99      150      181      227                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,020,338
COMMITMENTS
  81,998  146,578  193,822  722,359  624,444  998,179  964,844   22,159   55,494

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     34,707)
  20,696   -3,071    7,148    6,867   34,966   34,711   39,043       -4   -4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     14.4     19.0     70.8     61.2     97.8     94.6      2.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      17       47       35       51       74       90      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,193
COMMITMENTS
  32,305   10,713      368   15,296   37,533   47,969   48,614    8,224    7,579

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -18,078)
    -622   -1,587     -566  -16,577  -14,114  -17,765  -16,267     -313   -1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     19.1      0.7     27.2     66.8     85.4     86.5     14.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       22        2       21       27       59       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,385
COMMITMENTS
  64,609   21,425      736   30,592   75,066   95,937   97,227   16,448   15,158

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -36,155)
  -1,244   -3,174   -1,132  -33,153  -28,227  -35,529  -32,533     -626   -3,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     19.1      0.7     27.2     66.8     85.4     86.5     14.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      37       22        2       21       27       59       50                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,806
COMMITMENTS
  17,131   18,965      825    1,642        0   19,598   19,790      208       16

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -4,935)
  -2,832   -2,735   -2,044        0        0   -4,876   -4,779      -59     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5     95.8      4.2      8.3      0.0     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        2        2        0       24       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,752
COMMITMENTS
  15,516   10,863      248   10,883   15,546   26,647   26,657      105       95

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -311)
    -100     -119      -13      -65      -34     -178     -166     -133     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     40.6      0.9     40.7     58.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       13        1        5       20       15       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,156
COMMITMENTS
  14,929   10,613       55   11,072   15,413   26,056   26,081      100       75

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -163)
     229       92       -2     -426     -238     -199     -148       36      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     40.6      0.2     42.3     58.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        9        1        4       10       11       20                  



Updated June 24, 2016