WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      419,835
COMMITMENTS
 111,784  156,488   67,903  197,030  156,188  376,717  380,579   43,118   39,256

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      9,032)
   4,478      288     -437    9,433    8,866   13,474    8,717   -4,442      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     37.3     16.2     46.9     37.2     89.7     90.6     10.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     124      128      124      108      102      308      292                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      226,906
COMMITMENTS
  75,995   72,856   31,407  100,469   97,513  207,871  201,776   19,035   25,130

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:       -286)
   3,947   -7,565      231   -3,281    5,880      897   -1,454   -1,183    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     32.1     13.8     44.3     43.0     91.6     88.9      8.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      75       59       56       86       82      181      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,480,701
COMMITMENTS
 526,413  163,888  207,146  615,312  895,377  1348871  1266411  131,830  214,290

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     13,998)
  27,886   -7,124   -2,464   -8,902   20,237   16,520   10,649   -2,522    3,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     11.1     14.0     41.6     60.5     91.1     85.5      8.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      800)
     227      129      187      244      356      570      598                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,881
COMMITMENTS
   2,746    3,404      663    2,829    3,907    6,238    7,974    3,643    1,907

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -1,108)
    -194     -560     -375       57      358     -512     -577     -596     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     34.4      6.7     28.6     39.5     63.1     80.7     36.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       17        8       15       12       32       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      882,500
COMMITMENTS
 323,155   76,047  122,550  374,778  582,142  820,483  780,739   62,017  101,761

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     10,227)
   1,095   -3,836    8,509    1,445    9,228   11,049   13,901     -822   -3,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      8.6     13.9     42.5     66.0     93.0     88.5      7.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     244      134      182      196      255      525      503                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       35,079
COMMITMENTS
  13,314    4,834       44       60    9,706   13,418   14,584   21,661   20,495

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      1,004)
     579    1,192      -14       -6      503      559    1,681      445     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     13.8      0.1      0.2     27.7     38.3     41.6     61.7     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       16        3        4       25        8       44                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      399,567
COMMITMENTS
 124,339   44,130   77,183  161,712  249,738  363,234  371,051   36,333   28,516

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -5,974)
   4,845  -14,723   -1,427  -10,126    9,728   -6,708   -6,422      734      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     11.0     19.3     40.5     62.5     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     105       59      106       80       72      245      208                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      586,565
COMMITMENTS
 162,239   84,962   17,630  241,301  350,306  421,170  452,898  165,395  133,667

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     19,047)
   6,654   20,125    2,675    6,318   -2,182   15,647   20,618    3,400   -1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.5      3.0     41.1     59.7     71.8     77.2     28.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      40       30       17       55       64      100      106                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      617,607
COMMITMENTS
  56,750  143,331   17,660  405,049  385,443  479,459  546,434  138,148   71,173

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     10,204)
   4,185      191    1,175    4,668   12,765   10,028   14,131      176   -3,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     23.2      2.9     65.6     62.4     77.6     88.5     22.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      14       17        7       58       53       77       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,128
COMMITMENTS
   2,565      626      740    1,423    3,613    4,728    4,979      400      149

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:       -302)
     -57     -508      265     -491      -33     -283     -276      -19      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     12.2     14.4     27.7     70.5     92.2     97.1      7.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        5        4        9       15       27       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      395,471
COMMITMENTS
 118,666   30,773   52,852  170,233  282,920  341,751  366,545   53,720   28,926

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     13,630)
     582      530    5,515    6,390    5,431   12,487   11,476    1,143    2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      7.8     13.4     43.0     71.5     86.4     92.7     13.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     106       48       85       95       98      250      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,764
COMMITMENTS
   2,229    1,707      245    4,792    6,333    7,266    8,285    2,498    1,479

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:         11)
     194      -61       66     -284       45      -24       50       35      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     17.5      2.5     49.1     64.9     74.4     84.9     25.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       16        7       21       15       40       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,013,844
COMMITMENTS
 249,425  271,326   27,223  624,949  575,904  901,597  874,453  112,247  139,391

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     43,324)
 151,998  -32,828   -3,458  -99,058   84,846   49,482   48,560   -6,158   -5,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     26.8      2.7     61.6     56.8     88.9     86.3     11.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      40       66       37       83      106      145      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,746,452
COMMITMENTS
 600,895  555,807  102,110  1689059  1663454  2392064  2321371  354,388  425,081

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     40,009)
  89,939   60,046    4,752  -63,357  -20,453   31,334   44,345    8,675   -4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     20.2      3.7     61.5     60.6     87.1     84.5     12.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      81       76       57      137      152      245      258                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      135,264
COMMITMENTS
  14,824   13,847      133   62,840   54,752   77,797   68,732   57,467   66,532

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -7,481)
   6,887     -444     -294  -10,625   -9,008   -4,032   -9,746   -3,449    2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     10.2      0.1     46.5     40.5     57.5     50.8     42.5     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        1       15       15       18       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,603,093
COMMITMENTS
 378,623  514,256   59,102  1882695  1701857  2320420  2275215  282,673  327,878

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     44,707)
  95,775    5,536   -8,667  -71,500   60,627   15,608   57,496   29,099  -12,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     19.8      2.3     72.3     65.4     89.1     87.4     10.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      48       69       32       97      145      167      224                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      985,631
COMMITMENTS
  61,302  149,649  186,674  715,492  589,478  963,468  925,801   22,163   59,830

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     77,755)
  18,514   12,207    9,830   45,163   48,269   73,507   70,306    4,248    7,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     15.2     18.9     72.6     59.8     97.8     93.9      2.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      13       49       36       56       74       96      135                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,270
COMMITMENTS
  32,927   12,300      934   31,873   51,647   65,733   64,880    8,537    9,390

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      9,149)
   4,525   -3,293      696    3,844   11,772    9,064    9,174       85      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     16.6      1.3     42.9     69.5     88.5     87.4     11.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       24        8       42       32       84       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      148,540
COMMITMENTS
  65,853   24,599    1,868   63,745  103,293  131,466  129,760   17,074   18,780

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     18,297)
   9,049   -6,586    1,391    7,688   23,543   18,128   18,348      169      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     16.6      1.3     42.9     69.5     88.5     87.4     11.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       24        8       42       32       84       61                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       24,741
COMMITMENTS
  19,963   21,700    2,869    1,642        0   24,474   24,569      267      172

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      2,496)
     593    1,323    1,556      251     -555    2,400    2,324       96      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.7     87.7     11.6      6.6      0.0     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       11        5        2        0       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,063
COMMITMENTS
  15,616   10,982      261   10,948   15,580   26,825   26,823      238      240

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -5,345)
  -5,199    1,054       49     -309   -6,581   -5,459   -5,478      114      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     40.6      1.0     40.5     57.6     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12        1        6       19       16       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,319
COMMITMENTS
  14,700   10,521       57   11,498   15,651   26,255   26,229       64       90

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -9,367)
 -11,914     -497     -195    2,727   -8,661   -9,382   -9,353       15      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     40.0      0.2     43.7     59.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        7        1        4       10       14       18                  



Updated June 17, 2016