WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      501,622
COMMITMENTS
  92,536  163,961  151,783  216,053  142,398  460,372  458,141   41,251   43,481

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -5,325)
     332   -3,263       43   -6,101   -2,741   -5,726   -5,961      401      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     32.7     30.3     43.1     28.4     91.8     91.3      8.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     120      143      137      104      104      309      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      214,396
COMMITMENTS
  59,295   71,064   33,350  100,905   84,741  193,550  189,155   20,846   25,242

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,938)
  -1,012    4,030    2,484     -273   -5,462    1,199    1,052      739      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     33.1     15.6     47.1     39.5     90.3     88.2      9.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      65       65       62       85       76      184      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,811,506
COMMITMENTS
 388,200  211,542  472,573  773,450  888,137  1634222  1572252  177,284  239,254

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -38,708)
  -5,455      851  -11,860  -11,336  -20,472  -28,651  -31,480  -10,057   -7,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     11.7     26.1     42.7     49.0     90.2     86.8      9.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      785)
     216      160      241      305      343      650      635                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,395
COMMITMENTS
   2,502    2,787    1,216    3,929    4,241    7,648    8,245    2,747    2,150

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:         74)
     -68     -281       76      133      194      141      -10      -68       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     26.8     11.7     37.8     40.8     73.6     79.3     26.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       13        8       14       11       29       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,099,929
COMMITMENTS
 287,390   79,627  369,599  380,198  523,184  1037187  972,410   62,742  127,519

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     21,561)
  14,666    2,955   18,230   -9,211    1,454   23,685   22,639   -2,124   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      7.2     33.6     34.6     47.6     94.3     88.4      5.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     238      191      259      179      248      556      584                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,926
COMMITMENTS
  12,582    1,364       24       24    4,642   12,630    6,030   12,296   18,896

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,407)
   1,915      121      -64     -358      628    1,493      685      -86      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.5      5.5      0.1      0.1     18.6     50.7     24.2     49.3     75.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        2        2       13        7       18                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      461,048
COMMITMENTS
 140,653   50,053  121,137  158,067  263,577  419,857  434,767   41,191   26,282

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -22,422)
 -21,967   11,565   -1,352    7,519  -34,579  -15,799  -24,366   -6,623    1,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5     10.9     26.3     34.3     57.2     91.1     94.3      8.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     105       79      117       83       86      260      232                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      592,747
COMMITMENTS
 114,979   64,898   47,850  276,018  337,900  438,848  450,649  153,899  142,098

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -8,390)
   2,513    7,206    2,086   -5,582  -11,841     -984   -2,549   -7,407   -5,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     10.9      8.1     46.6     57.0     74.0     76.0     26.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      37       30       36       65       69      119      118                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      622,281
COMMITMENTS
  48,517  159,764    9,057  434,498  379,424  492,072  548,245  130,209   74,036

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -557)
    -957    1,433    1,338   -1,123   -6,549     -742   -3,778      184    3,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     25.7      1.5     69.8     61.0     79.1     88.1     20.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      11       17       10       52       50       70       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,984
COMMITMENTS
   1,412    1,419      443    2,770    2,980    4,625    4,842      359      142

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        522)
     410      261       34       91      275      535      570      -13      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     28.5      8.9     55.6     59.8     92.8     97.2      7.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        7        3       13       16       25       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      424,169
COMMITMENTS
  93,346   38,913   94,472  183,080  259,435  370,898  392,821   53,271   31,349

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -2,269)
   6,661   -6,171   -3,792   -4,190    8,930   -1,321   -1,034     -948   -1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      9.2     22.3     43.2     61.2     87.4     92.6     12.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     100       62       92       94       85      250      197                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,570
COMMITMENTS
   1,646    2,108      672    5,980    6,044    8,298    8,824    2,272    1,746

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -907)
      62     -875     -430     -477      523     -844     -782      -62     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     19.9      6.4     56.6     57.2     78.5     83.5     21.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       12        7       25       21       45       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,085,854
COMMITMENTS
 136,629  237,592   48,973  778,427  650,435  964,030  937,000  121,825  148,855

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -2,558)
  -4,899    1,710    3,250     -438   -4,629   -2,088      331     -470   -2,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     21.9      4.5     71.7     59.9     88.8     86.3     11.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      46       61       45       88      114      162      192                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,101,979
COMMITMENTS
 402,217  506,131  283,470  2075490  1886457  2761178  2676057  340,802  425,922

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     58,773)
  11,184   17,221   31,379   30,173   24,290   72,735   72,890  -13,962  -14,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     16.3      9.1     66.9     60.8     89.0     86.3     11.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      86       78      104      166      171      302      304                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      113,680
COMMITMENTS
  15,539   11,610      187   56,716   47,038   72,442   58,835   41,238   54,845

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        915)
  -2,891    1,100     -155    3,506   -3,753      460   -2,808      455    3,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     10.2      0.2     49.9     41.4     63.7     51.8     36.3     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        1       14       12       18       16                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,602,389
COMMITMENTS
 279,895  458,097  119,692  1913414  1692431  2313001  2270220  289,388  332,169

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -64,148)
 -79,988  -18,344  -11,566   26,147  -26,025  -65,407  -55,935    1,259   -8,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     17.6      4.6     73.5     65.0     88.9     87.2     11.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      44       72       56      112      144      190      238                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      839,342
COMMITMENTS
  17,638  152,284  148,553  646,635  483,928  812,826  784,765   26,516   54,577

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:   -142,665)
 -24,780    7,245   -4,217 -117,575  -96,888 -146,572  -93,861    3,907  -48,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     18.1     17.7     77.0     57.7     96.8     93.5      3.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
       9       47       33       48       64       84      118                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,002
COMMITMENTS
  26,730   17,048    1,109   28,535   36,934   56,373   55,092    7,628    8,910

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,641)
   1,034   -2,394      242      995    4,302    2,271    2,150     -630     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     26.6      1.7     44.6     57.7     88.1     86.1     11.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      34       25        6       34       30       72       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      128,004
COMMITMENTS
  53,459   34,096    2,218   57,070   73,869  112,747  110,183   15,257   17,821

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      3,283)
   2,067   -4,788      484    1,991    8,604    4,542    4,301   -1,259   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     26.6      1.7     44.6     57.7     88.1     86.1     11.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      34       25        6       34       30       72       57                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,019
COMMITMENTS
  19,227   20,501      851    1,804      645   21,882   21,997      137       22

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,731)
   2,585    2,635      103       18        0    2,706    2,738       25       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.3     93.1      3.9      8.2      2.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      21       11        3        2        1       24       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,465
COMMITMENTS
  17,692   10,015      311    6,254   14,043   24,257   24,369      208       96

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -1,009)
  -1,178   -1,568      -20      141      612   -1,057     -976       48      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.3     40.9      1.3     25.6     57.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       14        1        4       18       11       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,567
COMMITMENTS
  21,293   13,528        1    9,197   16,918   30,491   30,447       76      120

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -146)
    -557      384        1      431     -539     -125     -154      -21        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.7     44.3      0.0     30.1     55.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       16        1        4       11       14       28                  



Updated May 6, 2016