WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      397,145
COMMITMENTS
 107,192  169,375   68,956  182,963  119,483  359,111  357,814   38,034   39,331

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -51,465)
    -944  -20,792  -29,799  -15,025   -3,074  -45,768  -53,665   -5,697    2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     42.6     17.4     46.1     30.1     90.4     90.1      9.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     130      110      118       93       93      291      275                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      201,352
COMMITMENTS
  64,180   67,187   22,546   95,578   88,519  182,304  178,252   19,048   23,100

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -15,566)
    -594  -17,810   -4,594   -8,254    6,950  -13,442  -15,454   -2,124     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     33.4     11.2     47.5     44.0     90.5     88.5      9.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      65       59       53       78       72      170      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,402,906
COMMITMENTS
 391,813  223,499  219,633  657,887  771,150  1269333  1214282  133,573  188,624

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -37,026)
  38,612  -64,739  -24,780  -39,726   50,671  -25,894  -38,848  -11,132    1,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     15.9     15.7     46.9     55.0     90.5     86.6      9.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      704)
     173      142      177      264      303      537      545                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        9,231
COMMITMENTS
   3,046    3,239      332    3,138    3,700    6,516    7,271    2,715    1,960

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,640)
    -757   -1,164     -256     -215      298   -1,228   -1,122     -412     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     35.1      3.6     34.0     40.1     70.6     78.8     29.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       14        5       13       10       26       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      807,402
COMMITMENTS
 270,169   89,089  138,982  343,048  470,167  752,199  698,238   55,203  109,164

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -88,181)
     959  -47,410  -18,335  -63,118  -23,733  -80,494  -89,478   -7,687    1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     11.0     17.2     42.5     58.2     93.2     86.5      6.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      666)
     219      152      200      171      229      505      506                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      434,911
COMMITMENTS
 165,454   38,797   90,384  132,277  282,141  388,115  411,322   46,796   23,589

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -44,521)
 -11,573  -24,219  -18,742  -12,940   -2,208  -43,255  -45,169   -1,266      648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      8.9     20.8     30.4     64.9     89.2     94.6     10.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     108       68      123       74       78      262      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      520,073
COMMITMENTS
 112,732   64,557   12,356  247,980  309,498  373,068  386,411  147,005  133,662

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -22,761)
 -18,171  -13,371     -120   -5,207   -9,295  -23,498  -22,786      737       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     12.4      2.4     47.7     59.5     71.7     74.3     28.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      31       28       18       52       59       90       98                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      622,083
COMMITMENTS
  49,474  158,267    7,709  435,621  385,973  492,804  551,949  129,279   70,134

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -7,239)
  -5,519   -5,443       55    9,943   -1,464    4,479   -6,852  -11,718     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     25.4      1.2     70.0     62.0     79.2     88.7     20.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      11       16       10       53       52       71       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      357,327
COMMITMENTS
  94,022   44,943   48,963  163,570  233,357  306,555  327,263   50,772   30,064

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -15,271)
   7,823  -15,556   -8,618  -11,632   14,613  -12,427   -9,561   -2,844   -5,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.6     13.7     45.8     65.3     85.8     91.6     14.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      94       56       89       90       86      236      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       10,750
COMMITMENTS
   1,399    3,259      730    6,420    4,934    8,549    8,923    2,201    1,827

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,279)
     -83     -511     -425     -470       58     -978     -878     -301     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     30.3      6.8     59.7     45.9     79.5     83.0     20.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       24        9       22       13       43       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    1,054,485
COMMITMENTS
 140,848  236,932   25,972  766,790  641,934  933,610  904,838  120,875  149,647

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     21,571)
  18,445   29,404     -265    5,702   -3,350   23,882   25,789   -2,311   -4,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     22.5      2.5     72.7     60.9     88.5     85.8     11.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      40       56       34       81      105      142      174                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    2,678,615
COMMITMENTS
 422,940  486,715   79,841  1840854  1694512  2343635  2261068  334,980  417,547

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:   -127,368)
 -57,077  -17,581   10,457  -68,020 -139,644 -114,640 -146,768  -12,728   19,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     18.2      3.0     68.7     63.3     87.5     84.4     12.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      82       79       60      141      146      255      254                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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:      112,565
COMMITMENTS
  18,514   10,510      200   53,210   50,791   71,924   61,501   40,641   51,064

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,189)
   1,230    2,156     -162    1,069    6,303    2,137    8,297     -948   -7,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      9.3      0.2     47.3     45.1     63.9     54.6     36.1     45.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        3        1       15       13       20       17                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    2,503,026
COMMITMENTS
 364,136  481,981   33,779  1824072  1658092  2221987  2173852  281,039  329,174

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -13,003)
  26,294   13,614    5,820  -51,057  -37,123  -18,943  -17,689    5,940    4,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     19.3      1.3     72.9     66.2     88.8     86.8     11.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      50       63       37       95      145      164      226                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      978,589
COMMITMENTS
  41,392  145,507  150,840  763,783  578,970  956,015  875,317   22,574  103,272

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -22,511)
     957   12,818   -3,015  -23,149  -75,518  -25,207  -65,715    2,696   43,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     14.9     15.4     78.0     59.2     97.7     89.4      2.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      12       48       36       54       67       94      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       60,869
COMMITMENTS
  25,610   19,471      258   26,874   31,946   52,742   51,675    8,127    9,194

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,106)
     612    1,874      -73      218      -53      757    1,748      349     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     32.0      0.4     44.2     52.5     86.6     84.9     13.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       25        5       32       27       64       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      121,737
COMMITMENTS
  51,220   38,942      516   53,748   63,891  105,484  103,349   16,253   18,388

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,211)
   1,223    3,747     -146      436     -105    1,513    3,496      698   -1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     32.0      0.4     44.2     52.5     86.6     84.9     13.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       25        5       32       27       64       55                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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