WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,200
COMMITMENTS
 108,301  174,422   69,892  175,040  114,515  353,233  358,829   42,967   37,371

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:    -11,502)
  -4,453   -8,832      423   -7,738   -2,181  -11,768  -10,590      266     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     44.0     17.6     44.2     28.9     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     131      118      114      106       87      297      271                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,268
COMMITMENTS
  71,660   85,643   32,103  102,190   84,601  205,953  202,347   19,315   22,921

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      9,981)
   6,207    7,441    2,233    1,826      805   10,266   10,479     -285     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     38.0     14.3     45.4     37.6     91.4     89.8      8.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      77       66       57       82       66      181      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,353,223
COMMITMENTS
 382,061  236,689  188,854  654,614  748,294  1225529  1173837  127,694  179,386

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     29,532)
   9,546   -7,824    4,060   13,485   29,230   27,091   25,466    2,441    4,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     17.5     14.0     48.4     55.3     90.6     86.7      9.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      725)
     184      137      180      247      312      530      556                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,238
COMMITMENTS
   3,105    3,939      323    3,437    3,876    6,865    8,138    3,373    2,100

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        340)
     -13      172       89       63      166      139      427      201      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     38.5      3.2     33.6     37.9     67.1     79.5     32.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       17        5       13       11       25       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      856,259
COMMITMENTS
 301,365   75,363  138,750  356,447  531,454  796,562  745,567   59,697  110,692

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     22,131)
 -13,375   -9,861    2,104   29,477   31,433   18,206   23,676    3,925   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      8.8     16.2     41.6     62.1     93.0     87.1      7.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      694)
     226      150      192      167      250      505      516                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,040
COMMITMENTS
   8,774    2,857        6       93    7,653    8,873   10,516   22,167   20,524

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,521)
  -8,419      341      -15      -24    1,123   -8,458    1,449    9,979       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      9.2      0.0      0.3     24.7     28.6     33.9     71.4     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        2        4       21        7       31                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,791
COMMITMENTS
 133,631   34,611   85,557  142,159  257,473  361,347  377,641   39,444   23,150

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        251)
  -5,426   -4,853   -3,686   10,520    8,007    1,408     -532   -1,157      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      8.6     21.3     35.5     64.2     90.2     94.2      9.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      98       60      103       76       70      235      199                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      534,013
COMMITMENTS
 123,745   66,625   12,502  251,252  324,106  387,499  403,233  146,514  130,780

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     13,588)
   8,742    2,353   -1,539   10,442   13,328   17,645   14,142   -4,057     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     12.5      2.3     47.0     60.7     72.6     75.5     27.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      33       31       22       65       72      108      115                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,667
COMMITMENTS
  52,031  154,486   10,798  432,112  394,112  494,941  559,396  138,726   74,271

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      2,217)
   2,834   -1,248   -1,261   -3,644    3,645   -2,071    1,136    4,288    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     24.4      1.7     68.2     62.2     78.1     88.3     21.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       16       10       58       50       77       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,273
COMMITMENTS
   1,686    1,415      458    2,757    3,211    4,901    5,084      372      189

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:         25)
      73       95        7      -52      -92       28       10       -3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     26.8      8.7     52.3     60.9     92.9     96.4      7.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        2       14       16       25       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      376,067
COMMITMENTS
 114,036   30,382   48,936  161,174  270,458  324,146  349,776   51,921   26,291

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     10,906)
   3,836   -4,268    4,029    2,479   12,513   10,344   12,274      562   -1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      8.1     13.0     42.9     71.9     86.2     93.0     13.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     116       45       79       85       81      237      185                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,006
COMMITMENTS
   1,681    1,826      412    5,181    6,416    7,274    8,654    2,732    1,352

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        524)
     114     -313      176     -264      793       26      656      498     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     18.2      4.1     51.8     64.1     72.7     86.5     27.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       16        7       21       17       39       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,132,109
COMMITMENTS
 139,843  260,433   51,627  822,572  664,989  1014042  977,049  118,067  155,060

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     16,281)
  -8,524   21,722    9,784   15,602  -26,653   16,862    4,853     -581   11,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     23.0      4.6     72.7     58.7     89.6     86.3     10.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      44       64       41       93      108      163      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,780,493
COMMITMENTS
 458,522  570,850  106,270  1863514  1685119  2428306  2362239  352,187  418,254

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     24,384)
  28,519   61,587   -7,808  -13,685  -33,591    7,026   20,188   17,358    4,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     20.5      3.8     67.0     60.6     87.3     85.0     12.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      82       81       74      138      156      265      266                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      138,981
COMMITMENTS
  24,269   11,987      128   71,006   61,269   95,403   73,384   43,578   65,597

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     14,591)
   8,857     -153      128    5,553   11,801   14,538   11,776       53    2,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      8.6      0.1     51.1     44.1     68.6     52.8     31.4     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        3        2       15       15       20       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,617,804
COMMITMENTS
 313,564  485,714   41,778  1953329  1745249  2308671  2272741  309,133  345,063

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     43,176)
  41,573  -32,390      130      496   74,033   42,199   41,773      977    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     18.6      1.6     74.6     66.7     88.2     86.8     11.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      41       74       40      103      148      169      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      937,418
COMMITMENTS
  32,735  144,745  196,774  682,797  534,894  912,306  876,413   25,112   61,005

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      6,177)
   2,618    3,604     -371    3,348      491    5,595    3,724      582    2,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     15.4     21.0     72.8     57.1     97.3     93.5      2.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      16       42       32       49       67       84      123                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,806
COMMITMENTS
  23,957   14,892      484   23,660   31,531   48,101   46,907    7,705    8,899

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -9,254)
  -4,797   -1,636      -18   -3,328   -7,498   -8,142   -9,151   -1,113     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     26.7      0.9     42.4     56.5     86.2     84.1     13.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      31       25        5       31       26       66       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,611
COMMITMENTS
  47,914   29,784      968   47,319   63,061   96,201   93,813   15,410   17,798

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:    -18,508)
  -9,593   -3,271      -35   -6,655  -14,995  -16,283  -18,301   -2,225     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     26.7      0.9     42.4     56.5     86.2     84.1     13.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      31       25        5       31       26       66       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,021
COMMITMENTS
  20,312   21,330    1,038    1,235      645   22,585   23,013      436        8

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:       -161)
    -427     -117        4      -45        0     -468     -113      307      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.2     92.7      4.5      5.4      2.8     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      23       11        3        1        1       25       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,520
COMMITMENTS
  19,169    9,924      295    6,888   16,209   26,352   26,428      168       92

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,404)
   1,373     -286        0       47    1,689    1,420    1,403      -16        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.3     37.4      1.1     26.0     61.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       14        1        6       20       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,053
COMMITMENTS
  22,985   11,638        0    6,975   18,232   29,960   29,870       93      183

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        380)
   1,915   -1,787        0   -1,548    2,151      367      364       13       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.5     38.7      0.0     23.2     60.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       11        0        4       12       14       23                  



Updated May 20, 2016