WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      397,489
COMMITMENTS
 107,849  177,677   56,755  186,836  121,397  351,440  355,829   46,049   41,660

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -19,618)
 -10,107    8,515      219  -12,026  -30,197  -21,914  -21,463    2,296    1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     44.7     14.3     47.0     30.5     88.4     89.5     11.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     116      127       94      110       96      289      266                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      215,643
COMMITMENTS
  75,978   88,375   26,062   94,254   77,382  196,294  191,819   19,349   23,824

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -10,807)
  -1,105    9,561   -3,845   -5,297  -15,002  -10,247   -9,286     -560   -1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     41.0     12.1     43.7     35.9     91.0     89.0      9.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      68       63       47       90       70      175      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,333,078
COMMITMENTS
 440,231  151,116  172,610  598,307  811,251  1211148  1134977  121,930  198,101

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:   -146,288)
 -69,546  -29,776  -27,851  -46,460  -70,154 -143,857 -127,781   -2,431  -18,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     11.3     12.9     44.9     60.9     90.9     85.1      9.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      738)
     193      113      169      263      344      540      566                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,190
COMMITMENTS
   2,348    3,130    1,080    3,444    4,013    6,872    8,223    3,318    1,967

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        226)
    -461      331      402      418     -334      359      399     -133     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     30.7     10.6     33.8     39.4     67.4     80.7     32.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       16        6       16       12       33       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      781,072
COMMITMENTS
 311,052   58,978   93,551  321,970  530,615  726,573  683,144   54,499   97,928

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -84,027)
  -6,014  -15,605  -24,359  -47,525  -42,059  -77,898  -82,023   -6,129   -2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      7.6     12.0     41.2     67.9     93.0     87.5      7.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     225      120      162      199      256      501      478                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,029
COMMITMENTS
   9,079    4,685       54       12    9,981    9,145   14,720   24,884   19,309

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -713)
    -390     -103       31        0      192     -359      120     -354     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     13.8      0.2      0.0     29.3     26.9     43.3     73.1     56.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        1        4       27        7       44                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      366,438
COMMITMENTS
  94,067   57,930   65,378  173,343  214,354  332,788  337,662   33,650   28,776

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -16,306)
 -18,904    7,412   -2,649    5,361  -21,227  -16,192  -16,464     -114      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     15.8     17.8     47.3     58.5     90.8     92.1      9.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      83       70      100       86       71      230      209                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,179
COMMITMENTS
 137,609   71,606   13,441  247,044  333,923  398,094  418,970  155,085  134,209

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -31,109)
 -36,302    1,166   -2,691    9,407  -28,140  -29,586  -29,665   -1,523   -1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     12.9      2.4     44.7     60.4     72.0     75.7     28.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      37       25       13       51       57       91       92                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,188
COMMITMENTS
  50,641  143,722    7,821  384,623  359,985  443,085  511,528  140,103   71,660

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -9,632)
  -1,384    6,070     -983   -3,935  -16,123   -6,302  -11,036   -3,330    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     24.6      1.3     66.0     61.7     76.0     87.7     24.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       16        9       52       52       71       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,941
COMMITMENTS
   2,329      710      876    1,397    3,184    4,602    4,770      339      171

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -214)
    -170      135        6      -55     -347     -219     -206        5       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     14.4     17.7     28.3     64.4     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        6        4       10       13       28       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      381,041
COMMITMENTS
 114,999   21,962   49,727  169,177  281,127  333,903  352,816   47,138   28,225

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -18,506)
  -1,370   -7,977   -5,784   -5,456   -4,842  -12,610  -18,603   -5,896       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      5.8     13.1     44.4     73.8     87.6     92.6     12.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      95       42       80       93       93      236      191                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,537
COMMITMENTS
   2,043    2,074      330    5,014    5,486    7,387    7,890    2,150    1,647

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -310)
    -183      446      115      100     -864       32     -303     -342       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.7      3.5     52.6     57.5     77.5     82.7     22.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14       17        7       19       15       38       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      987,060
COMMITMENTS
 242,122  228,191   26,617  600,754  602,067  869,493  856,875  117,567  130,185

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -30,510)
 -29,972   -8,048    3,559    4,587  -14,664  -21,826  -19,153   -8,684  -11,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     23.1      2.7     60.9     61.0     88.1     86.8     11.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      44       57       35       83      103      148      174                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,819,694
COMMITMENTS
 668,184  584,260   79,953  1709309  1742918  2457446  2407131  362,248  412,563

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      6,732)
 -43,330  -12,589     -350   58,315   31,745   14,635   18,806   -7,903  -12,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     20.7      2.8     60.6     61.8     87.2     85.4     12.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      85       67       59      138      143      250      242                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      143,448
COMMITMENTS
  24,347   11,111      107   70,733   66,441   95,187   77,659   48,261   65,789

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -5,633)
   2,449     -105      -26     -112   -3,063    2,311   -3,194   -7,944   -2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      7.7      0.1     49.3     46.3     66.4     54.1     33.6     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        1       18       17       22       20                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,666,596
COMMITMENTS
 417,849  511,969   55,802  1910132  1786819  2383783  2354590  282,813  312,006

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -61,872)
 -71,526  -12,893   -9,457   13,060  -32,252  -67,923  -54,602    6,051   -7,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     19.2      2.1     71.6     67.0     89.4     88.3     10.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      49       56       29       96      141      164      207                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      954,018
COMMITMENTS
  94,254  126,338  191,253  645,513  585,355  931,020  902,946   22,998   51,072

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -66,320)
  12,256  -20,240   -2,569  -76,846  -39,089  -67,159  -61,898      839   -4,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     13.2     20.0     67.7     61.4     97.6     94.6      2.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      19       41       33       51       68       88      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,108
COMMITMENTS
  24,762    4,674      238   15,094   36,217   40,093   41,128    7,016    5,980

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -9,085)
  -7,543   -6,039     -131     -203   -1,317   -7,876   -7,486   -1,209   -1,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      9.9      0.5     32.0     76.9     85.1     87.3     14.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       18        1       26       27       56       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,216
COMMITMENTS
  49,523    9,348      475   30,187   72,433   80,185   82,256   14,031   11,960

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -18,169)
 -15,086  -12,077     -261     -405   -2,633  -15,752  -14,971   -2,417   -3,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      9.9      0.5     32.0     76.9     85.1     87.3     14.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       18        1       26       27       56       46                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,233
COMMITMENTS
  13,452   15,295      896    1,697        0   16,045   16,191      188       42

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,573)
  -3,679   -3,670       71       55        0   -3,553   -3,599      -20       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.9     94.2      5.5     10.5      0.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      23        7        2        2        0       26        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,709
COMMITMENTS
  14,272   10,015      278   11,083   15,318   25,633   25,611       76       98

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,043)
  -1,244     -848       30      200     -228   -1,014   -1,046      -29        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     39.0      1.1     43.1     59.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       15        1        5       20       14       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,868
COMMITMENTS
  15,179    9,753       49    9,591   14,974   24,819   24,776       49       92

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,288)
     250     -860       -6   -1,481     -439   -1,237   -1,305      -51       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     39.2      0.2     38.6     60.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        9        1        5        9       14       19                  



Updated July 1, 2016