WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,701
COMMITMENTS
 114,070  197,714   69,613  202,764  120,959  386,447  388,286   45,254   43,415

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     34,212)
   6,221   20,037   12,858   15,928     -438   35,007   32,457     -795    1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     45.8     16.1     47.0     28.0     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     132      138      103      113       93      309      283                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      222,790
COMMITMENTS
  80,461   91,943   26,756   95,702   80,325  202,919  199,024   19,871   23,766

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      7,147)
   4,483    3,568      694    1,448    2,943    6,625    7,205      522      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     41.3     12.0     43.0     36.1     91.1     89.3      8.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      70       63       51       79       70      170      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,288,110
COMMITMENTS
 398,570  181,533  171,418  596,384  738,629  1166372  1091580  121,738  196,530

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -44,968)
 -41,661   30,417   -1,192   -1,923  -72,622  -44,776  -43,397     -192   -1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     14.1     13.3     46.3     57.3     90.5     84.7      9.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     171      134      149      248      320      502      539                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,226
COMMITMENTS
   2,388    3,152      875    3,532    3,834    6,795    7,861    3,431    2,365

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:         36)
      40       22     -205       88     -179      -77     -362      113      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     30.8      8.6     34.5     37.5     66.4     76.9     33.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       14        4       17       11       32       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      758,851
COMMITMENTS
 297,206   68,972   90,330  321,914  503,375  709,450  662,677   49,401   96,174

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -22,221)
 -13,846    9,994   -3,221      -56  -27,240  -17,123  -20,467   -5,098   -1,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      9.1     11.9     42.4     66.3     93.5     87.3      6.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     214      141      162      190      256      479      493                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,209
COMMITMENTS
   9,825    4,650       21        8   10,278    9,854   14,949   24,355   19,260

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        180)
     746      -35      -33       -4      297      709      229     -529      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     13.6      0.1      0.0     30.0     28.8     43.7     71.2     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        4        3       27        8       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      360,876
COMMITMENTS
  93,314   70,503   58,165  177,764  199,592  329,243  328,260   31,633   32,616

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -5,562)
    -753   12,573   -7,213    4,421  -14,762   -3,545   -9,402   -2,017    3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     19.5     16.1     49.3     55.3     91.2     91.0      8.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      85       75       98       83       67      223      205                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      566,840
COMMITMENTS
 168,159   78,096   13,925  235,452  339,267  417,536  431,288  149,304  135,552

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     13,661)
  30,550    6,490      484  -11,592    5,344   19,442   12,318   -5,781    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     13.8      2.5     41.5     59.9     73.7     76.1     26.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      44       26       21       54       57      105       97                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      581,350
COMMITMENTS
  54,772  133,737    6,215  377,179  355,173  438,166  495,125  143,184   86,225

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,838)
   4,131   -9,985   -1,606   -7,444   -4,812   -4,919  -16,403    3,081   14,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     23.0      1.1     64.9     61.1     75.4     85.2     24.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       10        8       50       52       68       66                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,155
COMMITMENTS
   2,601      683      968    1,314    3,335    4,883    4,986      272      169

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        214)
     272      -27       92      -83      151      281      216      -67       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     13.2     18.8     25.5     64.7     94.7     96.7      5.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        5        4       10       13       28       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      377,467
COMMITMENTS
 113,799   21,934   48,534  169,881  278,648  332,214  349,116   45,253   28,351

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -3,574)
  -1,200      -28   -1,193      704   -2,479   -1,689   -3,700   -1,885      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      5.8     12.9     45.0     73.8     88.0     92.5     12.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      96       44       78       90       89      234      185                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,580
COMMITMENTS
   2,351    2,276      428    4,902    5,256    7,681    7,960    1,899    1,620

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:         43)
     308      202       98     -112     -230      294       70     -251      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     23.8      4.5     51.2     54.9     80.2     83.1     19.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16       20        6       18       14       39       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,101,281
COMMITMENTS
 340,652  240,745   27,798  599,988  692,316  968,438  960,859  132,843  140,422

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    114,221)
  98,530   12,554    1,181     -766   90,249   98,945  103,984   15,276   10,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     21.9      2.5     54.5     62.9     87.9     87.2     12.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      47       63       33       86      108      153      184                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,810,952
COMMITMENTS
 653,813  557,704   78,783  1728442  1769302  2461038  2405789  349,914  405,163

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -8,742)
 -14,371  -26,556   -1,170   19,133   26,384    3,592   -1,342  -12,334   -7,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     19.8      2.8     61.5     62.9     87.6     85.6     12.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      88       76       62      145      141      262      250                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      139,213
COMMITMENTS
  19,488   13,472      333   63,739   54,802   83,560   68,607   55,653   70,606

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,235)
  -4,859    2,361      226   -6,994  -11,639  -11,627   -9,052    7,392    4,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      9.7      0.2     45.8     39.4     60.0     49.3     40.0     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       17       14       20       17                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,630,738
COMMITMENTS
 376,148  573,886   26,564  1958985  1700728  2361697  2301178  269,041  329,560

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -35,858)
 -41,701   61,917  -29,238   48,853  -86,091  -22,086  -53,412  -13,772   17,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     21.8      1.0     74.5     64.6     89.8     87.5     10.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      48       60       30       96      137      164      207                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      834,392
COMMITMENTS
  75,055  120,729  177,188  562,709  487,472  814,952  785,389   19,440   49,003

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:   -119,626)
 -19,199   -5,609  -14,065  -82,804  -97,883 -116,068 -117,557   -3,558   -2,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     14.5     21.2     67.4     58.4     97.7     94.1      2.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      14       45       37       47       64       87      123                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,640
COMMITMENTS
  27,627    4,989      188   14,749   35,879   42,563   41,055    7,078    8,585

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      2,532)
   2,865      315      -50     -345     -338    2,470      -73       62    2,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     10.1      0.4     29.7     72.3     85.7     82.7     14.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       18        1       20       28       54       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,280
COMMITMENTS
  55,253    9,978      375   29,497   71,757   85,125   82,110   14,155   17,170

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      5,064)
   5,730      630     -100     -690     -676    4,940     -146      124    5,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     10.1      0.4     29.7     72.3     85.7     82.7     14.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       18        1       20       28       54       47                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,466
COMMITMENTS
  13,739   15,515      909    1,697        0   16,345   16,424      121       42

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        233)
     287      220       13        0        0      300      233      -67        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.4     94.2      5.5     10.3      0.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      24        8        2        2        0       27        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,914
COMMITMENTS
  14,324   10,664      278   11,223   14,861   25,825   25,803       89      111

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        205)
      52      649        0      140     -457      192      192       13       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     41.2      1.1     43.3     57.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       16        1        5       18       12       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,769
COMMITMENTS
  18,163    9,597       49    8,511   17,061   26,723   26,707       46       62

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,901)
   2,984     -156        0   -1,080    2,087    1,904    1,931       -3      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9     35.9      0.2     31.8     63.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       10        1        4       10       14       21                  



Updated July 8, 2016