WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,177
COMMITMENTS
 131,171  223,292   87,789  196,711  111,440  415,671  422,521   49,506   42,656

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     11,644)
   7,199    8,686    3,962   -1,747   -2,701    9,414    9,947    2,230    1,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     48.0     18.9     42.3     24.0     89.4     90.8     10.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     145      150      103      120      100      331      299                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      230,596
COMMITMENTS
  79,125   91,350   29,053  101,634   86,596  209,812  206,999   20,784   23,597

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,682)
  -1,151     -900      711    3,334    4,474    2,894    4,285    1,788      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     39.6     12.6     44.1     37.6     91.0     89.8      9.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      76       64       54       85       77      183      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,298,151
COMMITMENTS
 388,356  257,732  186,760  594,377  660,910  1169493  1105402  128,658  192,749

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        622)
   3,245   21,386   12,650  -16,294  -27,671     -399    6,365    1,021   -5,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     19.9     14.4     45.8     50.9     90.1     85.2      9.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     170      142      145      264      310      514      532                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,853
COMMITMENTS
   2,815    3,169      842    3,287    4,063    6,944    8,074    2,909    1,779

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        -95)
     203       12       -5      -90       62      108       69     -203     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     32.2      8.5     33.4     41.2     70.5     81.9     29.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       15        4       16       12       33       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      771,578
COMMITMENTS
 291,262   89,116   88,825  340,337  505,642  720,424  683,583   51,154   87,995

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      5,541)
    -736   13,224   -2,609    8,600   -1,520    5,255    9,095      286   -3,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     11.5     11.5     44.1     65.5     93.4     88.6      6.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     210      143      166      201      262      495      507                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,360
COMMITMENTS
  10,091    4,903        9       13   10,444   10,113   15,356   24,247   19,004

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        159)
      48      227       -8        2       88       42      307      117     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     14.3      0.0      0.0     30.4     29.4     44.7     70.6     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       17        4        5       27       10       46                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      361,237
COMMITMENTS
  95,120   74,174   50,994  184,985  206,266  331,099  331,434   30,138   29,803

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      8,763)
   2,201    2,189    4,004    2,867    2,451    9,072    8,644     -309      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     20.5     14.1     51.2     57.1     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      81       84       88       84       75      217      214                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      588,048
COMMITMENTS
 174,488   82,691   17,719  245,894  352,549  438,101  452,959  149,947  135,089

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -1,343)
  -7,145    4,912    3,563   -7,357      485  -10,939    8,960    9,596  -10,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     14.1      3.0     41.8     60.0     74.5     77.0     25.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      45       32       19       56       61      109      104                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      588,539
COMMITMENTS
  69,020  139,056    7,713  376,049  357,365  452,782  504,134  135,757   84,405

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,999)
   9,942    2,417      501      513   -1,510   10,956    1,408   -5,957    3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     23.6      1.3     63.9     60.7     76.9     85.7     23.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       12       10       48       51       73       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,026
COMMITMENTS
   2,552      524      928    1,317    3,446    4,797    4,898      229      128

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         73)
      32     -122       56       86      104      174       38     -101       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     10.4     18.5     26.2     68.6     95.4     97.5      4.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        4        4       10       13       29       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      375,040
COMMITMENTS
 110,336   20,246   48,146  173,920  280,054  332,402  348,446   42,638   26,594

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -2,421)
  -2,509      858      528    2,183   -2,761      202   -1,375   -2,623   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      5.4     12.8     46.4     74.7     88.6     92.9     11.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      91       34       82       90       89      231      182                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,820
COMMITMENTS
   2,285    2,515      493    5,004    5,100    7,782    8,108    2,038    1,712

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        328)
      -6      239      111      106      -80      211      270      117       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     25.6      5.0     51.0     51.9     79.2     82.6     20.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       21        8       18       14       41       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,034,188
COMMITMENTS
 246,578  236,070   24,573  639,832  634,015  910,983  894,658  123,205  139,530

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      6,520)
 -21,468    6,302   -8,560   33,547    6,357    3,519    4,099    3,001    2,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     22.8      2.4     61.9     61.3     88.1     86.5     11.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      47       65       34       91      107      157      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,795,238
COMMITMENTS
 592,566  483,195   83,519  1755459  1805951  2431544  2372665  363,694  422,573

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -82,122)
 -55,027  -33,037    2,167  -21,453  -77,229  -74,313 -108,099   -7,809   25,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     17.3      3.0     62.8     64.6     87.0     84.9     13.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      85       72       61      140      143      254      247                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      168,536
COMMITMENTS
  24,748   13,288      339   88,959   79,129  114,046   92,756   54,490   75,780

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     14,807)
      73      -80       74   15,325    9,498   15,472    9,492     -665    5,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      7.9      0.2     52.8     47.0     67.7     55.0     32.3     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        1       20       16       24       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,671,029
COMMITMENTS
 409,779  558,792   33,289  1959972  1761404  2403040  2353485  267,989  317,544

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -35,126)
 -34,821  -10,085    1,230    5,693  -15,456  -27,898  -24,311   -7,228  -10,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     20.9      1.2     73.4     65.9     90.0     88.1     10.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      54       68       36      102      142      177      225                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      830,024
COMMITMENTS
  44,806   97,316  190,919  572,943  494,346  808,668  782,581   21,356   47,443

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     18,458)
 -14,602   16,808    9,876   21,545   -7,635   16,819   19,049    1,639     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     11.7     23.0     69.0     59.6     97.4     94.3      2.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      14       44       36       49       61       88      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,157
COMMITMENTS
  38,649    7,219        0   16,811   44,477   55,460   51,696    7,697   11,461

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      7,170)
   7,479      799        0      275    5,492    7,753    6,291     -584      879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     11.4      0.0     26.6     70.4     87.8     81.9     12.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       22        0       25       27       64       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,313
COMMITMENTS
  77,297   14,437        0   33,622   88,954  110,919  103,391   15,394   22,922

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     14,339)
  14,957    1,597        0      549   10,984   15,506   12,581   -1,167    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     11.4      0.0     26.6     70.4     87.8     81.9     12.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       22        0       25       27       64       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,435
COMMITMENTS
  13,442   15,571      835    1,977        0   16,254   16,406      181       29

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:       -189)
    -471     -149      -37      280        0     -228     -186       39       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.8     94.7      5.1     12.0      0.0     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      23       10        2        2        0       26       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,402
COMMITMENTS
  14,321   10,313      278   10,645   14,670   25,244   25,261      158      141

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        516)
   1,133      -24        0     -671      490      462      466       54       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     40.6      1.1     41.9     57.8     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       15        1        5       17       13       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,812
COMMITMENTS
  21,590    8,869       49    8,094   20,801   29,733   29,719       79       93

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      2,249)
   2,079      -46        0      168    2,273    2,247    2,227        2       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     29.7      0.2     27.2     69.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       11        1        4       11       14       23                  



Updated July 22, 2016