WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      391,040
COMMITMENTS
 110,308  171,120   63,688  178,820  115,902  352,816  350,710   38,224   40,330

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -6,105)
   3,116    1,745   -5,268   -4,143   -3,581   -6,295   -7,104      190      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     43.8     16.3     45.7     29.6     90.2     89.7      9.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     121      122      104       93       93      273      269                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      202,441
COMMITMENTS
  63,273   71,123   24,232   95,004   83,181  182,509  178,536   19,932   23,905

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,089)
    -907    3,936    1,686     -574   -5,338      205      284      884      805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     35.1     12.0     46.9     41.1     90.2     88.2      9.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      69       60       55       80       74      175      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,363,422
COMMITMENTS
 395,375  231,061  199,998  642,688  751,824  1238061  1182883  125,361  180,539

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -39,484)
   3,562    7,562  -19,635  -15,199  -19,326  -31,272  -31,399   -8,212   -8,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     16.9     14.7     47.1     55.1     90.8     86.8      9.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     178      145      174      245      305      519      553                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        9,219
COMMITMENTS
   3,075    2,962      323    3,184    3,903    6,582    7,188    2,637    2,031

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        -12)
      29     -277       -9       46      203       66      -83      -78       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     32.1      3.5     34.5     42.3     71.4     78.0     28.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       12        6       14       10       28       25                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      794,400
COMMITMENTS
 281,445   87,921  131,815  328,105  467,683  741,365  687,419   53,035  106,981

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -13,002)
  11,276   -1,168   -7,167  -14,943   -2,484  -10,834  -10,819   -2,168   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     11.1     16.6     41.3     58.9     93.3     86.5      6.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     220      155      187      151      234      479      502                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      408,065
COMMITMENTS
 144,247   49,516   85,729  138,087  247,287  368,063  382,532   40,002   25,533

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -26,846)
 -21,207   10,719   -4,655    5,810  -34,854  -20,052  -28,790   -6,794    1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     12.1     21.0     33.8     60.6     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     102       76      107       74       73      242      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      509,896
COMMITMENTS
 116,602   71,602   11,578  241,028  299,131  369,208  382,311  140,688  127,585

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -10,177)
   3,870    7,045     -778   -6,952  -10,367   -3,860   -4,100   -6,317   -6,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     14.0      2.3     47.3     58.7     72.4     75.0     27.6     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      34       32       24       57       62      103      106                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      621,279
COMMITMENTS
  48,527  159,750    8,976  434,498  379,424  492,001  548,150  129,278   73,129

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -804)
    -947    1,483    1,267   -1,123   -6,549     -803   -3,799       -1    2,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     25.7      1.4     69.9     61.1     79.2     88.2     20.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      11       17       10       52       50       70       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      349,070
COMMITMENTS
  98,453   39,539   41,347  160,411  239,850  300,211  320,736   48,859   28,334

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:     -8,257)
   4,431   -5,404   -7,616   -3,159    6,493   -6,344   -6,527   -1,913   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     11.3     11.8     46.0     68.7     86.0     91.9     14.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     106       50       78       84       76      231      177                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:        9,760
COMMITMENTS
   1,477    2,449      245    5,947    5,383    7,669    8,077    2,091    1,683

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -990)
      78     -810     -485     -473      449     -880     -846     -110     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     25.1      2.5     60.9     55.2     78.6     82.8     21.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       16        4       23       21       39       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    1,056,867
COMMITMENTS
 136,737  240,134   30,145  769,664  639,760  936,546  910,039  120,321  146,828

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,382)
  -4,111    3,202    4,173    2,874   -2,174    2,936    5,201     -554   -2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     22.7      2.9     72.8     60.5     88.6     86.1     11.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      43       63       38       84      110      151      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    2,662,801
COMMITMENTS
 428,182  510,202   74,694  1838114  1674006  2340990  2258902  321,811  403,899

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -15,814)
   5,242   23,487   -5,147   -2,740  -20,506   -2,645   -2,166  -13,169  -13,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     19.2      2.8     69.0     62.9     87.9     84.8     12.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      79       78       65      144      146      261      252                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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:      113,480
COMMITMENTS
  15,713   11,610        0   56,716   47,038   72,429   58,648   41,051   54,832

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        915)
  -2,801    1,100     -200    3,506   -3,753      505   -2,853      410    3,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     10.2      0.0     50.0     41.5     63.8     51.7     36.2     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        0       14       12       18       15                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    2,462,327
COMMITMENTS
 287,258  476,117   34,078  1858898  1629770  2180234  2139965  282,093  322,362

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:    -40,699)
 -76,878   -5,864      299   34,826  -28,322  -41,753  -33,887    1,054   -6,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     19.3      1.4     75.5     66.2     88.5     86.9     11.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      45       66       37       97      141      163      223                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      836,320
COMMITMENTS
  17,638  152,462  147,453  646,635  483,824  811,726  783,739   24,594   52,581

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:   -142,269)
 -23,754    6,955   -3,387 -117,148  -95,146 -144,289  -91,578    2,020  -50,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     18.2     17.6     77.3     57.9     97.1     93.7      2.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
       9       46       32       48       64       83      117                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       62,293
COMMITMENTS
  26,631   17,098      357   27,844   36,175   54,831   53,629    7,462    8,664

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      1,425)
   1,021   -2,373       99      970    4,229    2,089    1,955     -665     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     27.4      0.6     44.7     58.1     88.0     86.1     12.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      33       25        5       33       28       69       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      124,586
COMMITMENTS
  53,261   34,196      713   55,688   72,349  109,662  107,258   14,924   17,328

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,849)
   2,041   -4,746      197    1,940    8,458    4,178    3,909   -1,329   -1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     27.4      0.6     44.7     58.1     88.0     86.1     12.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      33       25        5       33       28       69       55                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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