WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      451,533
COMMITMENTS
 138,200  212,384   91,370  168,971  103,968  398,541  407,722   52,992   43,811

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     10,676)
   5,393    4,615    2,895      927    4,267    9,215   11,777    1,461   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     47.0     20.2     37.4     23.0     88.3     90.3     11.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     154      143      122      113       97      337      303                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      233,774
COMMITMENTS
  82,570   87,081   26,173  103,567   97,179  212,310  210,433   21,464   23,341

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -5,798)
   5,580   -2,475   -2,418   -8,022      815   -4,860   -4,078     -938   -1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     37.3     11.2     44.3     41.6     90.8     90.0      9.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      77       57       55       81       78      181      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,370,132
COMMITMENTS
 391,868  389,669  209,127  624,083  582,117  1225078  1180913  145,054  189,219

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -9,133)
  20,683   14,558  -10,597  -13,272  -11,760   -3,186   -7,799   -5,947   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     28.4     15.3     45.5     42.5     89.4     86.2     10.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      779)
     186      173      167      296      306      589      568                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,850
COMMITMENTS
   3,299    4,386      175    4,031    4,105    7,505    8,666    3,345    2,184

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        358)
      82       88       80      168       58      330      226       28      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     40.4      1.6     37.2     37.8     69.2     79.9     30.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       16        4       15        9       31       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      669,874
COMMITMENTS
 248,985   69,606   77,710  295,783  438,482  622,478  585,798   47,396   84,076

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -883)
  19,251   -3,208   -4,298  -14,464    5,110      489   -2,396   -1,372    1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     10.4     11.6     44.2     65.5     92.9     87.4      7.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      647)
     211      129      173      169      245      466      484                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,055
COMMITMENTS
  10,985    3,675      189       14   11,141   11,188   15,005   21,867   18,050

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        125)
     832     -176       66        0      125      898       15     -773      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     11.1      0.6      0.0     33.7     33.8     45.4     66.2     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       11        4        4       29        9       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      406,203
COMMITMENTS
 132,620   40,663   82,719  154,714  260,546  370,053  383,928   36,150   22,275

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     30,721)
  31,495   -5,475    3,932   -7,422   33,674   28,005   32,131    2,716   -1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     10.0     20.4     38.1     64.1     91.1     94.5      8.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     111       67      107       78       75      258      206                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      589,741
COMMITMENTS
 148,558   90,811   19,233  265,697  338,916  433,488  448,960  156,253  140,781

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,538)
  -2,487   -6,281      925      913    5,870     -649      514    2,187    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     15.4      3.3     45.1     57.5     73.5     76.1     26.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      37       31       26       57       64      106      109                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,988
COMMITMENTS
  44,261  160,982    9,538  426,561  352,223  480,360  522,743  134,628   92,245

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,051)
  -1,446     -881      619      330   -5,093     -497   -5,355    3,548    8,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     26.2      1.6     69.4     57.3     78.1     85.0     21.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       14       10       57       52       77       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,202
COMMITMENTS
   1,701      702    1,059    1,284    2,296    4,044    4,057      158      145

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        -85)
    -162      -98       81        5       26      -76        9       -9      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     16.7     25.2     30.6     54.6     96.2     96.5      3.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        5        4        8       10       21       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      365,211
COMMITMENTS
 108,663   26,280   42,428  172,740  271,452  323,831  340,160   41,380   25,051

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      5,932)
   5,357    2,233    4,026   -2,191      465    7,192    6,724   -1,260     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      7.2     11.6     47.3     74.3     88.7     93.1     11.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      92       46       77       91       82      224      181                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,451
COMMITMENTS
   2,302    4,396       74    6,057    3,936    8,433    8,406    2,018    2,045

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -604)
     -70      -99      -85     -401     -317     -556     -501      -48     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     42.1      0.7     58.0     37.7     80.7     80.4     19.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       26        5       18       13       37       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,143,449
COMMITMENTS
 293,463  224,491   64,951  661,480  703,340  1019894  992,782  123,555  150,667

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     30,169)
  10,378    3,181   15,760   -5,113    5,750   21,025   24,691    9,144    5,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     19.6      5.7     57.8     61.5     89.2     86.8     10.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      49       54       41       95      110      168      183                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,813,651
COMMITMENTS
 565,692  517,297  132,099  1754129  1727810  2451920  2377206  361,731  436,445

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -33,337)
 -12,727  -34,503    6,270  -30,045  -26,184  -36,502  -54,417    3,165   21,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     18.4      4.7     62.3     61.4     87.1     84.5     12.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      78       85       72      128      150      246      268                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      192,768
COMMITMENTS
  31,920   13,721    2,359  100,837   95,773  135,116  111,853   57,652   80,915

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      6,161)
     756       22    2,359   -2,698    2,144      417    4,525    5,744    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      7.1      1.2     52.3     49.7     70.1     58.0     29.9     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        3       20       18       24       23                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,949,150
COMMITMENTS
 418,457  583,047  154,797  2093859  1861613  2667113  2599457  282,037  349,693

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    145,661)
   6,643  -27,571   97,241   15,943   53,451  119,827  123,121   25,834   22,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     19.8      5.2     71.0     63.1     90.4     88.1      9.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      53       73       48      107      147      189      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      915,804
COMMITMENTS
  68,890  124,938  160,411  666,105  580,540  895,406  865,889   20,398   49,915

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     75,220)
  23,671    2,383    3,210   50,432   76,206   77,313   81,799   -2,093   -6,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     13.6     17.5     72.7     63.4     97.8     94.5      2.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      23       36       39       59       75      101      135                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       73,139
COMMITMENTS
  46,501    8,377      879   17,344   53,569   64,724   62,824    8,416   10,315

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        506)
     485      196      120     -213       21      392      337      114      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     11.5      1.2     23.7     73.2     88.5     85.9     11.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      45       30        8       26       29       75       64                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      146,278
COMMITMENTS
  93,002   16,753    1,757   34,688  107,138  129,447  125,648   16,831   20,630

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,012)
     970      392      239     -425       42      784      673      228      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     11.5      1.2     23.7     73.2     88.5     85.9     11.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      45       30        8       26       29       75       64                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,876
COMMITMENTS
  17,359   20,130      741    2,600        0   20,700   20,871      176        5

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,717)
   2,229    2,574      153      306        0    2,688    2,727       29      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.2     96.4      3.5     12.5      0.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      24        9        2        1        0       26       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,233
COMMITMENTS
  14,601    8,694      248   12,303   18,142   27,152   27,084       81      149

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        916)
     738      576       -1      207      332      944      907      -28        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     31.9      0.9     45.2     66.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       13        1        7       18       18       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       36,525
COMMITMENTS
  26,454    5,485       49    9,959   30,901   36,462   36,435       63       90

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,320)
   3,105     -952       -5     -773    3,312    2,327    2,355       -7      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     15.0      0.1     27.3     84.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       10        1        5       10       16       21                  



Updated August 26, 2016