WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      471,210
COMMITMENTS
 126,563  229,572   97,406  196,658  100,987  420,627  427,965   50,583   43,245

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,033)
  -4,608    6,280    9,617      -53  -10,453    4,956    5,444    1,077      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     48.7     20.7     41.7     21.4     89.3     90.8     10.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     147      143      112      123      103      338      302                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,725
COMMITMENTS
  77,665   91,564   35,452  107,929   92,158  221,046  219,174   21,679   23,551

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     12,129)
  -1,460      214    6,399    6,295    5,562   11,234   12,175      895      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     37.7     14.6     44.5     38.0     91.1     90.3      8.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      78       65       61       87       78      193      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,309,528
COMMITMENTS
 342,462  270,402  216,175  612,112  625,682  1170749  1112259  138,779  197,269

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     11,377)
 -45,894   12,670   29,415   17,735  -35,228    1,256    6,857   10,121    4,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     20.6     16.5     46.7     47.8     89.4     84.9     10.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     176      143      152      275      296      537      524                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,937
COMMITMENTS
   3,076    3,125      880    3,300    4,164    7,256    8,169    2,681    1,768

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         84)
     261      -44       38       13      101      312       95     -228      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     31.4      8.9     33.2     41.9     73.0     82.2     27.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       15        5       16       12       37       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      702,484
COMMITMENTS
 253,504   72,033   85,107  312,202  457,239  650,813  614,379   51,671   88,105

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -69,094)
 -37,758  -17,083   -3,718  -28,135  -48,403  -69,611  -69,204      517      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     10.3     12.1     44.4     65.1     92.6     87.5      7.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     202      123      157      186      248      469      465                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,704
COMMITMENTS
   9,345    4,437        5       15   10,794    9,365   15,236   24,339   18,468

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -656)
    -746     -466       -4        2      350     -748     -120       92     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     13.2      0.0      0.0     32.0     27.8     45.2     72.2     54.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2       15        2        4       29        7       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      363,801
COMMITMENTS
  94,986   78,641   53,756  182,905  200,400  331,647  332,797   32,154   31,004

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,564)
    -134    4,467    2,762   -2,080   -5,866      548    1,363    2,016    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     21.6     14.8     50.3     55.1     91.2     91.5      8.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      85       86       88       84       73      225      209                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      568,150
COMMITMENTS
 171,816   74,377   18,440  232,658  343,116  422,914  435,933  145,236  132,217

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -19,898)
  -2,672   -8,314      721  -13,236   -9,433  -15,187  -17,026   -4,711   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     13.1      3.2     41.0     60.4     74.4     76.7     25.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      41       28       20       52       63      101      103                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      602,157
COMMITMENTS
  66,455  144,646    8,101  399,085  369,424  473,641  522,171  128,516   79,986

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     13,618)
  -2,565    5,590      388   23,036   12,059   20,859   18,037   -7,241   -4,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     24.0      1.3     66.3     61.4     78.7     86.7     21.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      17       14       11       50       51       74       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,436
COMMITMENTS
   1,896      272    1,063    1,280    2,996    4,239    4,331      197      105

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -590)
    -656     -252      135      -37     -450     -558     -567      -32      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      6.1     24.0     28.9     67.5     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        4       10       14       23       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      364,289
COMMITMENTS
 107,505   20,639   40,152  172,840  278,214  320,497  339,005   43,792   25,284

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -10,751)
  -2,831      393   -7,994   -1,080   -1,840  -11,905   -9,441    1,154   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.7     11.0     47.4     76.4     88.0     93.1     12.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      85       37       73       90       84      218      169                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,855
COMMITMENTS
   1,945    3,218      421    5,353    4,376    7,719    8,015    2,136    1,840

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         35)
    -340      703      -72      349     -724      -63      -93       98      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     32.7      4.3     54.3     44.4     78.3     81.3     21.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       27        7       18       14       37       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,064,585
COMMITMENTS
 257,223  264,130   31,230  651,962  625,931  940,415  921,291  124,170  143,294

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     30,397)
  10,645   28,060    6,657   12,130   -8,084   29,432   26,633      965    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     24.8      2.9     61.2     58.8     88.3     86.5     11.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      52       60       35       94      107      164      184                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,757,952
COMMITMENTS
 606,471  420,950   92,399  1682928  1823480  2381798  2336829  376,154  421,123

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -37,286)
  13,905  -62,245    8,880  -72,531   17,529  -49,746  -35,836   12,460   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     15.3      3.4     61.0     66.1     86.4     84.7     13.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      89       65       63      127      140      240      244                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      174,961
COMMITMENTS
  30,897   13,960       65   90,254   88,814  121,216  102,839   53,745   72,122

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,425)
   6,149      672     -274    1,295    9,685    7,170   10,083     -745   -3,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      8.0      0.0     51.6     50.8     69.3     58.8     30.7     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        1       20       16       25       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,691,406
COMMITMENTS
 367,725  569,043   48,026  2008241  1756611  2423992  2373680  267,414  317,726

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     20,377)
 -42,054   10,251   14,737   48,269   -4,793   20,952   20,195     -575      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     21.1      1.8     74.6     65.3     90.1     88.2      9.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      45       74       40       96      150      168      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      863,810
COMMITMENTS
  53,191   93,551  196,770  593,934  523,275  843,895  813,596   19,915   50,214

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     33,786)
   8,385   -3,765    5,851   20,991   28,929   35,227   31,015   -1,441    2,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     10.8     22.8     68.8     60.6     97.7     94.2      2.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       38       36       52       63       91      118                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,461
COMMITMENTS
  41,623    8,122       22   16,470   49,198   58,114   57,341    9,348   10,121

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,305)
   2,974      903       22     -342    4,721    2,654    5,645    1,651   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     12.0      0.0     24.4     72.9     86.1     85.0     13.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      43       28        1       22       29       66       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      134,922
COMMITMENTS
  83,245   16,243       43   32,939   98,395  116,227  114,681   18,695   20,241

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      8,609)
   5,948    1,806       43     -683    9,441    5,308   11,290    3,301   -2,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     12.0      0.0     24.4     72.9     86.1     85.0     13.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      43       28        1       22       29       66       57                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,170
COMMITMENTS
  12,301   14,462      694    1,977        0   14,972   15,156      198       14

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,265)
  -1,141   -1,109     -141        0        0   -1,282   -1,250       17      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1     95.3      4.6     13.0      0.0     98.7     99.9      1.3      0.1

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 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,084
COMMITMENTS
  13,369    9,326      241   11,335   15,409   24,945   24,976      139      108

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -318)
    -952     -987      -37      690      739     -299     -285      -19      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     37.2      1.0     45.2     61.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11        1        5       16       13       28                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,817
COMMITMENTS
  22,750    8,504       49   10,922   25,198   33,721   33,751       96       66

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,005)
   1,160     -365        0    2,828    4,397    3,988    4,032       17      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     25.1      0.1     32.3     74.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       10        1        5       10       16       21                  



Updated July 29, 2016