WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      418,296
COMMITMENTS
 100,226  179,107   82,198  193,000  119,147  375,424  380,452   42,872   37,844

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     22,096)
  -8,075    4,685   12,306   17,960    4,632   22,191   21,623      -95      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     42.8     19.7     46.1     28.5     89.8     91.0     10.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     126      117      111      109       89      297      267                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      227,316
COMMITMENTS
  68,418   87,505   34,037  104,750   81,736  207,205  203,278   20,111   24,038

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      2,048)
  -3,242    1,862    1,934    2,560   -2,865    1,252      931      796    1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     38.5     15.0     46.1     36.0     91.2     89.4      8.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      71       65       57       88       68      182      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,412,921
COMMITMENTS
 403,495  220,327  201,253  677,061  805,561  1281809  1227141  131,112  185,780

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     59,698)
  21,434  -16,362   12,399   22,447   57,267   56,280   53,304    3,418    6,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     15.6     14.2     47.9     57.0     90.7     86.9      9.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     192      137      182      249      313      545      554                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,231
COMMITMENTS
   3,093    3,892      393    2,947    3,543    6,433    7,828    3,798    2,403

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         -7)
     -12      -47       70     -490     -333     -432     -310      425      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     38.0      3.8     28.8     34.6     62.9     76.5     37.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       15        5       13       11       26       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      869,742
COMMITMENTS
 305,638   81,061  125,117  377,808  553,743  808,563  759,921   61,179  109,821

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     13,483)
   4,273    5,698  -13,633   21,361   22,289   12,001   14,354    1,482     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      9.3     14.4     43.4     63.7     93.0     87.4      7.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      669)
     220      140      186      180      248      494      505                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,449
COMMITMENTS
   9,734    3,176       23       92    7,812    9,849   11,011   21,600   20,438

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        409)
     960      319       17       -1      159      976      495     -567      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     10.1      0.1      0.3     24.8     31.3     35.0     68.7     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        3        5       21        9       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      401,761
COMMITMENTS
 121,130   51,525   77,034  167,937  247,158  366,101  375,717   35,660   26,044

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        970)
 -12,501   16,914   -8,523   25,778  -10,315    4,754   -1,924   -3,784    2,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     12.8     19.2     41.8     61.5     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      96       74      100       81       65      233      205                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      538,679
COMMITMENTS
 130,197   57,881   11,908  231,316  316,065  373,421  385,854  165,258  152,825

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      4,666)
   6,452   -8,744     -594  -19,936   -8,041  -14,078  -17,379   18,744   22,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     10.7      2.2     42.9     58.7     69.3     71.6     30.7     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       20       16       52       63       94       94                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      632,998
COMMITMENTS
  50,011  140,853    8,230  427,155  402,146  485,396  551,229  147,602   81,769

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -669)
  -2,020  -13,633   -2,568   -4,957    8,034   -9,545   -8,167    8,876    7,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     22.3      1.3     67.5     63.5     76.7     87.1     23.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12       12        7       52       48       68       63                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,226
COMMITMENTS
   1,936      991      596    2,225    3,461    4,757    5,048      469      178

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        -47)
     250     -424      138     -532      250     -144      -36       97      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     19.0     11.4     42.6     66.2     91.0     96.6      9.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        5        3       10       14       24       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      374,204
COMMITMENTS
 113,838   28,826   45,084  164,941  273,097  323,863  347,007   50,341   27,197

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -1,863)
    -198   -1,556   -3,852    3,767    2,639     -283   -2,769   -1,580      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      7.7     12.0     44.1     73.0     86.5     92.7     13.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     113       47       73       92       89      240      187                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,836
COMMITMENTS
   1,726    1,569      341    5,046    6,556    7,113    8,466    2,723    1,370

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -170)
      45     -257      -71     -135      140     -161     -188       -9       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     16.0      3.5     51.3     66.7     72.3     86.1     27.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12        6       20       15       37       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,181,337
COMMITMENTS
 134,661  282,091   66,736  854,753  660,833  1056150  1009660  125,187  171,677

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     49,228)
  -5,182   21,658   15,109   32,181   -4,156   42,108   32,611    7,120   16,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     23.9      5.6     72.4     55.9     89.4     85.5     10.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      44       67       42       94      114      164      198                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,826,448
COMMITMENTS
 464,247  544,499  123,557  1854172  1665637  2441976  2333693  384,472  492,755

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     45,955)
   5,725  -26,351   17,287   -9,342  -19,482   13,670  -28,546   32,285   74,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     19.3      4.4     65.6     58.9     86.4     82.6     13.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      77       75       72      128      150      242      261                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      150,582
COMMITMENTS
  17,089   18,837      278   81,660   60,311   99,027   79,426   51,555   71,156

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     11,601)
  -7,180    6,850      150   10,654     -958    3,624    6,042    7,977    5,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     12.5      0.2     54.2     40.1     65.8     52.7     34.2     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        3       15       14       20       22                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,722,744
COMMITMENTS
 290,864  431,027   84,487  1968506  1720746  2343857  2236260  378,887  486,484

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    104,940)
 -22,700  -54,687   42,709   15,177  -24,503   35,186  -36,481   69,754  141,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.8      3.1     72.3     63.2     86.1     82.1     13.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      44       70       45      103      144      175      232                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      954,886
COMMITMENTS
  20,109  149,980  222,466  687,494  532,831  930,069  905,277   24,817   49,609

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     17,468)
 -12,626    5,235   25,692    4,697   -2,063   17,763   28,864     -295  -11,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     15.7     23.3     72.0     55.8     97.4     94.8      2.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      14       47       39       54       66       94      127                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,780
COMMITMENTS
  27,353   13,677      538   23,168   34,826   51,059   49,041    7,721    9,740

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      2,975)
   3,396   -1,216       54     -492    3,296    2,959    2,134       16      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     23.3      0.9     39.4     59.2     86.9     83.4     13.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      40       25        8       31       25       74       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,560
COMMITMENTS
  54,706   27,353    1,076   46,336   69,652  102,118   98,081   15,442   19,479

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      5,949)
   6,792   -2,431      108     -983    6,591    5,917    4,268       32    1,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     23.3      0.9     39.4     59.2     86.9     83.4     13.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      40       25        8       31       25       74       56                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,512
COMMITMENTS
  16,849   17,933      925    1,243      645   19,017   19,503      495        9

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -3,509)
  -3,463   -3,397     -113        8        0   -3,568   -3,510       59        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.4     91.9      4.7      6.4      3.3     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      19       10        3        2        1       22       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,321
COMMITMENTS
  20,914   11,072      185    7,032   16,993   28,131   28,250      190       71

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,801)
   1,745    1,148     -110      144      784    1,779    1,822       22      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8     39.1      0.7     24.8     60.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        6       20       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,517
COMMITMENTS
  23,923   12,376        4    7,540   18,988   31,467   31,368       50      149

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,464)
     938      738        4      565      756    1,507    1,498      -43      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.9     39.3      0.0     23.9     60.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       14        1        4       12       12       26                  



Updated May 27, 2016