WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      453,533
COMMITMENTS
 123,972  214,606   83,827  198,458  114,141  406,257  412,574   47,276   40,959

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     21,832)
   9,902   16,892   14,214   -4,306   -6,818   19,810   24,288    2,022   -2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     47.3     18.5     43.8     25.2     89.6     91.0     10.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     145      146      105      116      100      326      297                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,914
COMMITMENTS
  80,276   92,250   28,342   98,300   82,122  206,918  202,714   18,996   23,200

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      3,124)
    -185      307    1,586    2,598    1,797    3,999    3,690     -875     -566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     40.8     12.5     43.5     36.4     91.6     89.7      8.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      77       64       57       82       71      183      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,297,529
COMMITMENTS
 385,111  236,346  174,110  610,671  688,581  1169892  1099037  127,637  198,492

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      9,419)
 -13,459   54,813    2,692   14,287  -50,048    3,520    7,457    5,899    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     18.2     13.4     47.1     53.1     90.2     84.7      9.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     172      135      145      248      310      500      526                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,948
COMMITMENTS
   2,612    3,157      847    3,377    4,001    6,836    8,005    3,112    1,943

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:       -278)
     224        5      -28     -155      167       41      144     -319     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     31.7      8.5     33.9     40.2     68.7     80.5     31.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       14        4       17       12       31       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      766,037
COMMITMENTS
 291,998   75,892   91,434  331,737  507,162  715,169  674,488   50,868   91,549

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      7,186)
  -5,208    6,920    1,104    9,823    3,787    5,719   11,811    1,467   -4,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      9.9     11.9     43.3     66.2     93.4     88.0      6.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      676)
     227      139      170      195      259      498      507                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,201
COMMITMENTS
  10,043    4,676       17       11   10,356   10,071   15,049   24,130   19,152

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -8)
     218       26       -4        3       78      217      100     -225     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     13.7      0.0      0.0     30.3     29.4     44.0     70.6     56.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        4        5       27       10       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      352,474
COMMITMENTS
  92,919   71,985   46,990  182,118  203,815  322,027  322,790   30,447   29,684

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -8,402)
    -395    1,482  -11,175    4,354    4,223   -7,216   -5,470   -1,186   -2,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     20.4     13.3     51.7     57.8     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      83       79       88       85       66      220      198                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      589,391
COMMITMENTS
 181,633   77,779   14,156  253,251  352,064  449,040  443,999  140,351  145,392

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     22,551)
  13,474     -317      231   17,799   12,797   31,504   12,711   -8,953    9,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     13.2      2.4     43.0     59.7     76.2     75.3     23.8     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      46       31       19       54       63      108      105                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,540
COMMITMENTS
  59,078  136,639    7,212  375,536  358,875  441,826  502,726  141,714   80,814

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,190)
   4,306    2,902      997   -1,643    3,702    3,660    7,601   -1,470   -5,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     23.4      1.2     64.4     61.5     75.7     86.2     24.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      17       11        8       49       52       69       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,953
COMMITMENTS
   2,520      646      872    1,231    3,342    4,623    4,860      330       93

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:       -202)
     -81      -37      -96      -83        7     -260     -126       58      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     13.0     17.6     24.9     67.5     93.3     98.1      6.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        4       11       15       27       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      377,461
COMMITMENTS
 112,845   19,388   47,618  171,737  282,815  332,200  349,821   45,261   27,640

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -6)
    -954   -2,546     -916    1,856    4,167      -14      705        8     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      5.1     12.6     45.5     74.9     88.0     92.7     12.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     100       33       75       87       86      228      172                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,492
COMMITMENTS
   2,291    2,276      382    4,898    5,180    7,571    7,838    1,921    1,654

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        -88)
     -60        0      -46       -4      -76     -110     -122       22       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     24.0      4.0     51.6     54.6     79.8     82.6     20.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16       20        6       18       14       40       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,027,668
COMMITMENTS
 268,046  229,768   33,133  606,285  627,658  907,464  890,559  120,204  137,109

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -73,613)
 -72,606  -10,977    5,335    6,297  -64,658  -60,974  -70,300  -12,639   -3,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     22.4      3.2     59.0     61.1     88.3     86.7     11.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      50       66       34       89      104      161      182                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,877,360
COMMITMENTS
 647,593  516,232   81,352  1776912  1883180  2505857  2480764  371,503  396,596

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     66,408)
  -6,220  -41,472    2,569   48,470  113,878   44,819   74,975   21,589   -8,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     17.9      2.8     61.8     65.4     87.1     86.2     12.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      87       76       59      135      142      250      249                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      153,729
COMMITMENTS
  24,675   13,368      265   73,634   69,631   98,574   83,264   55,155   70,465

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     14,516)
   5,187     -104      -68    9,895   14,829   15,014   14,657     -498     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.7      0.2     47.9     45.3     64.1     54.2     35.9     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       17       15       21       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,706,155
COMMITMENTS
 444,600  568,877   32,059  1954279  1776860  2430938  2377796  275,217  328,359

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     75,417)
  68,452   -5,009    5,495   -4,706   76,132   69,241   76,618    6,176   -1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     21.0      1.2     72.2     65.7     89.8     87.9     10.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      53       68       34       97      145      172      225                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      811,566
COMMITMENTS
  59,408   80,508  181,043  551,398  501,981  791,849  763,532   19,717   48,034

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -22,826)
 -15,647  -40,221    3,855  -11,311   14,509  -23,103  -21,857      277     -969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      9.9     22.3     67.9     61.9     97.6     94.1      2.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      13       43       34       50       66       86      121                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,987
COMMITMENTS
  31,170    6,420        0   16,537   38,985   47,707   45,405    8,281   10,582

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,347)
   3,544    1,431     -188    1,788    3,107    5,144    4,350    1,203    1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     11.5      0.0     29.5     69.6     85.2     81.1     14.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      33       18        0       23       28       56       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,974
COMMITMENTS
  62,340   12,840        0   33,073   77,970   95,413   90,810   16,561   21,164

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     12,694)
   7,087    2,862     -375    3,576    6,213   10,288    8,700    2,406    3,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     11.5      0.0     29.5     69.6     85.2     81.1     14.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      33       18        0       23       28       56       46                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,624
COMMITMENTS
  13,913   15,720      872    1,697        0   16,482   16,592      142       32

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        158)
     174      205      -37        0        0      137      168       21      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.7     94.6      5.2     10.2      0.0     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      22        8        2        2        0       25        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,886
COMMITMENTS
  13,188   10,337      278   11,316   14,180   24,782   24,795      104       91

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -1,028)
  -1,136     -327        0       93     -681   -1,043   -1,008       15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     41.5      1.1     45.5     57.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       17        1        5       19       12       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,563
COMMITMENTS
  19,511    8,915       49    7,926   18,528   27,486   27,492       77       71

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        794)
   1,348     -682        0     -585    1,467      763      785       31        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     32.3      0.2     28.8     67.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        8        1        3       11       14       20                  



Updated July 15, 2016