WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      407,702
COMMITMENTS
 112,754  183,254   69,469  182,778  116,696  365,001  369,419   42,701   38,283

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     16,662)
   2,446   12,134    5,781    3,958      794   12,185   18,709    4,477   -2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     44.9     17.0     44.8     28.6     89.5     90.6     10.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     125      127      109      103       86      290      272                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      215,287
COMMITMENTS
  65,453   78,202   29,870  100,364   83,796  195,687  191,868   19,600   23,419

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     12,846)
   2,180    7,079    5,638    5,360      615   13,178   13,332     -332     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     36.3     13.9     46.6     38.9     90.9     89.1      9.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      73       67       61       84       72      184      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,323,691
COMMITMENTS
 372,515  244,513  184,794  641,129  719,064  1198438  1148371  125,253  175,320

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    -39,731)
 -22,860   13,452  -15,204   -1,559  -32,760  -39,623  -34,512     -108   -5,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     18.5     14.0     48.4     54.3     90.5     86.8      9.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     181      136      175      243      302      523      542                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,898
COMMITMENTS
   3,118    3,767      234    3,374    3,710    6,726    7,711    3,172    2,187

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        679)
      43      805      -89      190     -193      144      523      535      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     38.1      2.4     34.1     37.5     68.0     77.9     32.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       16        6       12       10       24       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      834,128
COMMITMENTS
 314,740   85,224  136,646  326,970  500,021  778,356  721,891   55,772  112,237

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     39,728)
  33,295   -2,697    4,831   -1,135   32,338   36,991   34,472    2,737    5,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     10.2     16.4     39.2     59.9     93.3     86.5      6.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      696)
     230      160      181      162      248      497      513                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,519
COMMITMENTS
  17,193    2,516       21      117    6,530   17,331    9,067   12,188   20,452

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      4,593)
   4,611    1,152       -3       93    1,888    4,701    3,037     -108    1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2      8.5      0.1      0.4     22.1     58.7     30.7     41.3     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        2        3       18        8       27                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,540
COMMITMENTS
 139,057   39,464   89,243  131,639  249,466  359,939  378,173   40,601   22,367

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -7,525)
  -5,190  -10,052    3,514   -6,448    2,179   -8,124   -4,359      599   -3,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      9.9     22.3     32.9     62.3     89.9     94.4     10.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     111       66      107       72       71      249      207                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      520,425
COMMITMENTS
 115,003   64,272   14,041  240,810  310,778  369,854  389,091  150,571  131,334

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     10,529)
  -1,599   -7,330    2,463     -218   11,647      646    6,780    9,883    3,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     12.3      2.7     46.3     59.7     71.1     74.8     28.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       33       24       62       70      107      116                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      631,450
COMMITMENTS
  49,197  155,734   12,059  435,756  390,467  497,012  558,260  134,438   73,190

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     10,171)
     670   -4,016    3,083    1,258   11,043    5,011   10,110    5,160       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     24.7      1.9     69.0     61.8     78.7     88.4     21.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      11       17       10       56       51       75       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,248
COMMITMENTS
   1,613    1,320      451    2,809    3,303    4,873    5,074      375      174

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        264)
     201      -99        8       39      323      248      232       16       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     25.2      8.6     53.5     62.9     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        6        2       11       16       21       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      365,161
COMMITMENTS
 110,200   34,650   44,907  158,695  257,945  313,802  337,502   51,359   27,659

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     16,091)
  11,747   -4,889    3,560   -1,716   18,095   13,591   16,766    2,500     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.5     12.3     43.5     70.6     85.9     92.4     14.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     109       52       75       82       74      232      176                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,482
COMMITMENTS
   1,567    2,139      236    5,445    5,623    7,248    7,998    2,234    1,484

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -278)
      90     -310       -9     -502      240     -421      -79      143     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     22.6      2.5     57.4     59.3     76.4     84.3     23.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       16        5       20       17       37       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,115,828
COMMITMENTS
 148,367  238,711   41,843  806,970  691,642  997,180  972,196  118,648  143,632

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     58,961)
  11,630   -1,423   11,698   37,306   51,882   60,634   62,157   -1,673   -3,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     21.4      3.7     72.3     62.0     89.4     87.1     10.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      46       62       39       87      116      158      192                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,756,109
COMMITMENTS
 430,003  509,263  114,078  1877199  1718710  2421280  2342051  334,829  414,058

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     93,308)
   1,821     -939   39,384   39,085   44,704   80,290   83,149   13,018   10,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     18.5      4.1     68.1     62.4     87.9     85.0     12.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      80       80       78      140      154      263      269                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      124,390
COMMITMENTS
  15,412   12,140        0   65,453   49,468   80,865   61,608   43,525   62,782

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     10,910)
    -301      530        0    8,737    2,430    8,436    2,960    2,474    7,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      9.8      0.0     52.6     39.8     65.0     49.5     35.0     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        0       14       11       17       14                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,574,628
COMMITMENTS
 271,991  518,104   41,648  1952833  1671216  2266472  2230968  308,156  343,660

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    112,301)
 -15,267   41,987    7,570   93,935   41,446   86,238   91,003   26,063   21,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     20.1      1.6     75.8     64.9     88.0     86.7     12.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      37       75       36       98      140      160      226                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      931,241
COMMITMENTS
  30,117  141,141  197,145  679,449  534,403  906,711  872,689   24,530   58,552

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     94,921)
  12,479  -11,321   49,692   32,814   50,579   94,985   88,950      -64    5,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     15.2     21.2     73.0     57.4     97.4     93.7      2.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      13       43       31       48       64       81      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,060
COMMITMENTS
  28,754   16,528      502   26,987   39,028   56,242   56,057    8,818    9,003

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      2,767)
   2,123     -571      145     -857    2,854    1,411    2,428    1,356      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     25.4      0.8     41.5     60.0     86.4     86.2     13.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      37       27        9       32       28       72       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,119
COMMITMENTS
  57,507   33,055    1,003   53,974   78,056  112,484  112,114   17,635   18,005

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      5,533)
   4,246   -1,141      290   -1,714    5,707    2,822    4,856    2,711      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     25.4      0.8     41.5     60.0     86.4     86.2     13.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      37       27        9       32       28       72       61                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,182
COMMITMENTS
  20,739   21,447    1,034    1,280      645   23,053   23,126      129       56

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      1,163)
   1,512      946      183     -524        0    1,171    1,129       -8       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.5     92.5      4.5      5.5      2.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      21       12        3        1        1       23       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,116
COMMITMENTS
  17,796   10,210      295    6,841   14,520   24,932   25,025      184       91

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        651)
     104      195      -16      587      477      675      656      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9     40.7      1.2     27.2     57.8     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       14        1        6       19       14       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,673
COMMITMENTS
  21,070   13,425        0    8,523   16,081   29,593   29,506       80      167

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -894)
    -223     -103       -1     -674     -837     -898     -941        4       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     45.2      0.0     28.7     54.2     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       16        0        4       11       12       27                  



Updated May 13, 2016