WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      415,685
COMMITMENTS
 102,518  181,112   77,112  193,475  119,471  373,105  377,695   42,580   37,990

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,611)
   2,292    2,005   -5,086      475      324   -2,319   -2,757     -292      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     43.6     18.6     46.5     28.7     89.8     90.9     10.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     122      127      116      112       93      302      284                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      230,273
COMMITMENTS
  69,784   88,843   34,816  105,446   83,180  210,046  206,839   20,227   23,434

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,957)
   1,366    1,338      779      696    1,444    2,841    3,561      116     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     38.6     15.1     45.8     36.1     91.2     89.8      8.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      71       67       57       90       73      182      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,411,252
COMMITMENTS
 439,640  190,792  207,121  633,857  815,569  1280618  1213482  130,634  197,770

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -1,669)
  36,145  -29,535    5,868  -43,204   10,008   -1,191  -13,659     -478   11,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     13.5     14.7     44.9     57.8     90.7     86.0      9.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      731)
     199      131      172      231      312      528      543                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,529
COMMITMENTS
   3,068    3,882      624    2,950    3,575    6,642    8,081    3,887    2,448

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        298)
     -25      -10      231        3       32      209      253       89       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     36.9      5.9     28.0     34.0     63.1     76.7     36.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       16        5       13       12       26       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      885,635
COMMITMENTS
 313,477   79,788  130,631  383,556  567,753  827,664  778,172   57,971  107,463

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     15,893)
   7,839   -1,273    5,514    5,748   14,010   19,101   18,251   -3,208   -2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      9.0     14.7     43.3     64.1     93.5     87.9      6.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     222      139      193      178      248      501      508                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,851
COMMITMENTS
  10,716    3,053       23       76    8,052   10,815   11,128   21,036   20,723

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        402)
     982     -123        0      -16      240      966      117     -564      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      9.6      0.1      0.2     25.3     34.0     34.9     66.0     65.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        3        4       21        8       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      407,405
COMMITMENTS
 121,752   60,523   77,272  171,182  243,355  370,206  381,150   37,199   26,255

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,644)
     622    8,998      238    3,245   -3,803    4,105    5,433    1,539      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     14.9     19.0     42.0     59.7     90.9     93.6      9.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      96       67      101       84       71      238      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      563,250
COMMITMENTS
 139,290   74,988   19,087  246,371  332,918  404,748  426,993  158,502  136,257

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     24,571)
   9,093   17,107    7,179   15,055   16,853   31,327   41,139   -6,756  -16,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     13.3      3.4     43.7     59.1     71.9     75.8     28.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      32       26       17       54       60       93       96                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      615,744
COMMITMENTS
  53,583  144,805   15,442  407,540  381,286  476,565  541,533  139,179   74,211

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -17,254)
   3,572    3,952    7,212  -19,615  -20,860   -8,831   -9,696   -8,423   -7,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     23.5      2.5     66.2     61.9     77.4     87.9     22.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      13       15       10       53       49       73       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,333
COMMITMENTS
   2,132    1,016      531    2,344    3,637    5,007    5,184      326      149

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        107)
     196       25      -65      119      176      250      136     -143      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     19.1     10.0     44.0     68.2     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        6        4       10       14       26       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      379,701
COMMITMENTS
 119,118   32,279   42,215  165,921  278,085  327,254  352,579   52,447   27,122

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,497)
   5,280    3,453   -2,869      980    4,988    3,391    5,572    2,106      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      8.5     11.1     43.7     73.2     86.2     92.9     13.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     109       52       74       91       96      242      191                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,753
COMMITMENTS
   2,042    1,649      234    5,051    6,350    7,327    8,233    2,426    1,520

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -83)
     316       80     -107        5     -206      214     -233     -297      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     16.9      2.4     51.8     65.1     75.1     84.4     24.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       15        6       21       17       40       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,004,111
COMMITMENTS
 106,972  299,769   38,955  733,875  523,688  879,802  862,412  124,309  141,699

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -177,226)
 -27,689   17,678  -27,781 -120,878 -137,145 -176,348 -147,248     -878  -29,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     29.9      3.9     73.1     52.2     87.6     85.9     12.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      35       70       35       81      105      137      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,618,379
COMMITMENTS
 404,590  545,552  109,178  1769370  1555774  2283138  2210504  335,241  407,875

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -208,069)
 -59,657    1,053  -14,379  -84,802 -109,863 -158,838 -123,189  -49,231  -84,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     20.8      4.2     67.6     59.4     87.2     84.4     12.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      65       84       56      142      150      242      255                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      158,870
COMMITMENTS
  14,150   14,091      253   93,398   73,516  107,801   87,860   51,069   71,010

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,288)
  -2,939   -4,746      -25   11,738   13,205    8,774    8,434     -486     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.9      0.2     58.8     46.3     67.9     55.3     32.1     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       16       16       18       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,554,079
COMMITMENTS
 277,590  473,576   95,544  1924845  1631739  2297979  2200859  256,100  353,220

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -168,665)
 -13,274   42,549   11,057  -43,661  -89,007  -45,878  -35,401 -122,787 -133,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     18.5      3.7     75.4     63.9     90.0     86.2     10.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      46       66       40       95      139      166      220                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,007,504
COMMITMENTS
  40,805  165,740  223,189  723,591  568,694  987,585  957,623   19,919   49,881

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     52,618)
  20,696   15,760      723   36,097   35,863   57,516   52,346   -4,898      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     16.5     22.2     71.8     56.4     98.0     95.0      2.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      15       48       40       53       66       96      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,198
COMMITMENTS
  27,604   14,235      225   25,644   37,264   53,473   51,723    7,726    9,475

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,418)
     251      559     -314    2,476    2,438    2,414    2,683        5     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     23.3      0.4     41.9     60.9     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       29        3       35       23       71       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,396
COMMITMENTS
  55,208   28,470      449   51,288   74,527  106,945  103,446   15,451   18,950

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,836)
     502    1,117     -627    4,952    4,875    4,827    5,365        9     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     23.3      0.4     41.9     60.9     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       29        3       35       23       71       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,255
COMMITMENTS
  18,927   19,683      918    1,243      645   21,088   21,246      167        9

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,743)
   2,078    1,750       -7        0        0    2,071    1,743     -328        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.0     92.6      4.3      5.8      3.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      20       10        3        2        1       23       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,250
COMMITMENTS
  21,020   10,492       72    6,970   17,591   28,062   28,155      188       95

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -71)
     106     -580     -113      -62      598      -69      -95       -2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     37.1      0.3     24.7     62.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       12        1        6       21       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,830
COMMITMENTS
  25,059   11,674      549    5,139   18,455   30,747   30,678       83      152

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -687)
   1,136     -702      545   -2,401     -533     -720     -690       33        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.3     37.9      1.8     16.7     59.9     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       12        2        4       12       12       25                  



Updated June 3, 2016