WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,947
COMMITMENTS
  92,204  167,223  151,739  222,154  145,139  466,097  464,101   40,850   42,846

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -86,932)
   5,851  -22,203  -58,120  -27,274   -7,274  -79,543  -87,596   -7,390      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     33.0     29.9     43.8     28.6     91.9     91.5      8.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     132      131      149      105      106      326      315                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      212,459
COMMITMENTS
  60,307   67,034   30,866  101,178   90,202  192,351  188,102   20,108   24,356

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -19,095)
     136  -17,657   -7,641   -9,066    6,277  -16,570  -19,021   -2,524      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     31.6     14.5     47.6     42.5     90.5     88.5      9.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      67       58       61       81       74      178      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,850,214
COMMITMENTS
 393,655  210,691  484,432  784,786  908,609  1662873  1603732  187,341  246,482

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -87,463)
  39,790  -73,412  -48,033  -60,887   28,605  -69,130  -92,840  -18,332    5,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     11.4     26.2     42.4     49.1     89.9     86.7     10.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      766)
     207      157      239      309      338      649      620                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,321
COMMITMENTS
   2,570    3,068    1,140    3,796    4,047    7,506    8,255    2,815    2,066

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -2,819)
    -150     -851   -1,372     -817      -99   -2,339   -2,322     -480     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     29.7     11.0     36.8     39.2     72.7     80.0     27.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       14        8       13       11       28       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,078,368
COMMITMENTS
 272,724   76,672  351,370  389,409  521,729  1013502  949,771   64,866  128,597

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:   -136,543)
   7,779  -18,039  -60,182  -73,592  -58,880 -125,995 -137,101  -10,548      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      7.1     32.6     36.1     48.4     94.0     88.1      6.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      712)
     237      182      264      189      242      569      575                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,519
COMMITMENTS
  10,667    1,243       88      382    4,014   11,137    5,345   12,382   18,174

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.4      5.3      0.4      1.6     17.1     47.4     22.7     52.6     77.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        2        4       12        8       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      483,471
COMMITMENTS
 162,620   38,488  122,489  150,548  298,156  435,657  459,133   47,814   24,338

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -72,311)
 -12,552  -14,742  -40,936  -17,129  -16,716  -70,616  -72,395   -1,694       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      8.0     25.3     31.1     61.7     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     113       66      136       85       89      284      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      601,137
COMMITMENTS
 112,466   57,692   45,765  281,600  349,741  439,831  453,198  161,306  147,939

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -37,538)
 -14,937  -10,588  -15,482  -12,344  -14,836  -42,763  -40,906    5,225    3,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      9.6      7.6     46.8     58.2     73.2     75.4     26.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       27       31       61       66      109      109                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      622,838
COMMITMENTS
  49,474  158,332    7,718  435,621  385,973  492,813  552,023  130,025   70,815

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -7,038)
  -5,522   -5,372       37    9,943   -1,464    4,457   -6,800  -11,496     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     25.4      1.2     69.9     62.0     79.1     88.6     20.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      11       16       10       53       52       71       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,462
COMMITMENTS
   1,002    1,158      409    2,679    2,705    4,090    4,272      372      190

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         24)
     510      296      -93     -407     -124       10       79       14      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     26.0      9.2     60.0     60.6     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        6        3       11       15       22       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      426,439
COMMITMENTS
  86,685   45,085   98,265  187,270  250,505  372,220  393,854   54,219   32,584

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -18,980)
   6,926  -19,231   -8,629  -13,705   15,078  -15,408  -12,782   -3,572   -6,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     10.6     23.0     43.9     58.7     87.3     92.4     12.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      94       65      108      102       94      258      223                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,476
COMMITMENTS
   1,584    2,983    1,101    6,457    5,521    9,142    9,606    2,334    1,871

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,629)
     183     -788     -589     -974      198   -1,380   -1,178     -249     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     26.0      9.6     56.3     48.1     79.7     83.7     20.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       22       12       23       14       48       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,088,412
COMMITMENTS
 141,529  235,883   45,723  778,866  655,063  966,118  936,669  122,295  151,743

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     23,782)
  17,855   27,444    1,293    7,338     -813   26,486   27,924   -2,704   -4,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     21.7      4.2     71.6     60.2     88.8     86.1     11.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      46       51       42       85      109      154      179                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,043,206
COMMITMENTS
 391,034  488,910  252,091  2045317  1862166  2688442  2603168  354,763  440,038

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:   -209,446)
 -73,432   28,690  -43,462  -83,734 -220,789 -200,628 -235,561   -8,818   26,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     16.1      8.3     67.2     61.2     88.3     85.5     11.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      76       91      104      165      169      303      303                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      112,765
COMMITMENTS
  18,430   10,510      342   53,210   50,791   71,982   61,643   40,783   51,122

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,189)
   1,296    2,156     -195    1,069    6,303    2,170    8,264     -981   -7,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      9.3      0.3     47.2     45.0     63.8     54.7     36.2     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        3        2       15       13       20       18                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,666,537
COMMITMENTS
 359,883  476,441  131,258  1887267  1718456  2378408  2326155  288,129  340,382

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -7,557)
  32,320   16,688   14,648  -61,800  -46,286  -14,832  -14,950    7,275    7,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     17.9      4.9     70.8     64.4     89.2     87.2     10.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      54       62       56      109      147      191      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      982,007
COMMITMENTS
  42,418  145,039  152,770  764,210  580,816  959,398  878,626   22,609  103,381

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -22,121)
   1,442   13,242   -3,095  -23,167  -75,531  -24,820  -65,383    2,698   43,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     14.8     15.6     77.8     59.1     97.7     89.5      2.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      13       48       38       55       67       97      127                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,361
COMMITMENTS
  25,696   19,442      867   27,540   32,632   54,102   52,941    8,258    9,419

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,268)
     618    1,844       30      263       21      911    1,895      358     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     31.2      1.4     44.2     52.3     86.8     84.9     13.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      31       25        6       33       29       67       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      124,721
COMMITMENTS
  51,392   38,884    1,734   55,079   65,265  108,205  105,882   16,516   18,839

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,537)
   1,236    3,689       59      526       43    1,821    3,791      715   -1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     31.2      1.4     44.2     52.3     86.8     84.9     13.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      31       25        6       33       29       67       57                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,288
COMMITMENTS
  16,642   17,866      748    1,786      645   19,176   19,259      112       29

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        572)
     511      499       51        1        0      563      550        9       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.3     92.6      3.9      9.3      3.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       11        2        2        1       23       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,474
COMMITMENTS
  18,870   11,583      331    6,113   13,431   25,314   25,345      160      129

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -854)
    -724     -289       32     -169     -613     -861     -870        7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.1     45.5      1.3     24.0     52.7     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       16        1        5       18       12       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,713
COMMITMENTS
  21,850   13,144        0    8,766   17,457   30,616   30,601       97      112

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -446)
    -751      -88        0      298     -347     -453     -435        7      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.1     42.8      0.0     28.5     56.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       15        0        4       11       12       26                  



Updated April 29, 2016