WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      488,242
COMMITMENTS
 133,803  232,579  102,932  199,309  108,281  436,044  443,792   52,198   44,450

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     17,032)
   7,240    3,007    5,526    2,651    7,294   15,417   15,827    1,615    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     47.6     21.1     40.8     22.2     89.3     90.9     10.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     150      142      115      125      102      346      301                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      241,221
COMMITMENTS
  75,459   89,942   35,534  108,207   90,955  219,200  216,431   22,021   24,790

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,504)
  -2,206   -1,622       82      278   -1,203   -1,846   -2,743      342    1,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     37.3     14.7     44.9     37.7     90.9     89.7      9.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      72       60       61       82       77      185      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,339,998
COMMITMENTS
 348,196  308,980  228,981  620,775  606,324  1197952  1144285  142,046  195,713

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     30,470)
   5,734   38,578   12,806    8,663  -19,358   27,203   32,026    3,267   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     23.1     17.1     46.3     45.2     89.4     85.4     10.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      740)
     178      152      155      286      300      556      537                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,759
COMMITMENTS
   3,014    3,369      270    3,722    4,393    7,006    8,032    2,753    1,727

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -178)
     -62      244     -610      422      229     -250     -137       72      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     34.5      2.8     38.1     45.0     71.8     82.3     28.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       15        7       16       11       36       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      682,021
COMMITMENTS
 244,594   79,893   78,296  310,421  438,329  633,311  596,518   48,710   85,503

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -20,463)
  -8,910    7,860   -6,811   -1,781  -18,910  -17,502  -17,861   -2,961   -2,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     11.7     11.5     45.5     64.3     92.9     87.5      7.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     196      129      153      169      241      439      463                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,379
COMMITMENTS
   9,839    4,224       38       11   10,979    9,888   15,241   23,491   18,138

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -325)
     494     -213       33       -4      185      523        5     -848     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     12.7      0.1      0.0     32.9     29.6     45.7     70.4     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4       14        2        4       30        8       46                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      358,148
COMMITMENTS
  95,866   76,371   56,265  174,552  194,260  326,683  326,896   31,465   31,252

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -5,653)
     880   -2,270    2,509   -8,353   -6,140   -4,964   -5,901     -689      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     21.3     15.7     48.7     54.2     91.2     91.3      8.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      88       82       84       82       68      223      194                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      563,228
COMMITMENTS
 143,727   72,852   21,056  256,647  325,694  421,430  419,602  141,798  143,626

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,922)
 -28,089   -1,525    2,616   23,989  -17,422   -1,484  -16,331   -3,438   11,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     12.9      3.7     45.6     57.8     74.8     74.5     25.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      40       23       23       57       67      106      104                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      600,547
COMMITMENTS
  45,569  144,397    8,976  409,464  368,073  464,009  521,446  136,538   79,101

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,610)
 -20,886     -249      875   10,379   -1,351   -9,632     -725    8,022     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     24.0      1.5     68.2     61.3     77.3     86.8     22.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       16        9       51       54       71       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,241
COMMITMENTS
   1,968      471      928    1,146    2,705    4,042    4,104      199      137

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -195)
      72      199     -135     -134     -291     -197     -227        2       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     11.1     21.9     27.0     63.8     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        7        4        8       11       20       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      359,746
COMMITMENTS
 105,748   22,798   37,300  176,357  272,960  319,405  333,058   40,341   26,688

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,543)
  -1,757    2,159   -2,852    3,517   -5,254   -1,092   -5,947   -3,451    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      6.3     10.4     49.0     75.9     88.8     92.6     11.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      84       41       77       93       85      225      178                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,480
COMMITMENTS
   2,287    4,503      745    6,111    4,085    9,143    9,333    2,337    2,147

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,625)
     342    1,285      324      758     -291    1,424    1,318      201      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     39.2      6.5     53.2     35.6     79.6     81.3     20.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       28        7       19       13       39       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,093,965
COMMITMENTS
 297,291  249,205   33,811  646,937  673,203  978,039  956,219  115,926  137,746

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     29,380)
  40,068  -14,925    2,581   -5,025   47,272   37,624   34,928   -8,244   -5,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     22.8      3.1     59.1     61.5     89.4     87.4     10.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      48       58       37       90      110      161      182                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,769,492
COMMITMENTS
 575,489  454,269  104,191  1721431  1798398  2401111  2356858  368,381  412,634

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     11,540)
 -30,982   33,319   11,792   38,503  -25,082   19,313   20,029   -7,773   -8,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.4      3.8     62.2     64.9     86.7     85.1     13.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      84       72       57      135      143      245      246                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      173,659
COMMITMENTS
  23,309   14,075        0   94,456   85,794  117,765   99,869   55,894   73,790

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,302)
  -7,588      115      -65    4,202   -3,020   -3,451   -2,970    2,149    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.1      0.0     54.4     49.4     67.8     57.5     32.2     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       20       14       23       16                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,755,966
COMMITMENTS
 406,149  596,616   40,665  2040351  1789213  2487165  2426494  268,801  329,472

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     64,560)
  38,424   27,573   -7,361   32,110   32,602   63,173   52,814    1,387   11,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     21.6      1.5     74.0     64.9     90.2     88.0      9.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      45       76       35       99      152      171      236                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      764,199
COMMITMENTS
  32,768  127,635  162,396  548,420  426,209  743,584  716,240   20,615   47,959

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -99,611)
 -20,423   34,084  -34,374  -45,514  -97,066 -100,311  -97,356      700   -2,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     16.7     21.3     71.8     55.8     97.3     93.7      2.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      16       36       35       53       64       91      118                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       69,740
COMMITMENTS
  44,061    5,817      224   16,526   54,163   60,810   60,203    8,930    9,538

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,279)
   2,439   -2,305      202       56    4,965    2,697    2,862     -418     -583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2      8.3      0.3     23.7     77.7     87.2     86.3     12.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      45       23        4       26       29       72       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      139,480
COMMITMENTS
  88,122   11,633      447   33,051  108,325  121,620  120,405   17,860   19,075

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      4,558)
   4,877   -4,610      404      112    9,930    5,393    5,724     -835   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2      8.3      0.3     23.7     77.7     87.2     86.3     12.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      45       23        4       26       29       72       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,953
COMMITMENTS
  14,356   15,611      734    1,683      600   16,773   16,945      180        8

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,783)
   2,055    1,149       40     -294      600    1,801    1,789      -18       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.7     92.1      4.3      9.9      3.5     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        2        1        1       23       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,941
COMMITMENTS
  13,007    7,782      272   11,530   16,763   24,809   24,817      132      124

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -143)
    -362   -1,544       31      195    1,354     -136     -159       -7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     31.2      1.1     46.2     67.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        1        6       16       14       28                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,363
COMMITMENTS
  25,291    7,768       49    9,948   27,477   35,288   35,294       75       69

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,546)
   2,541     -736        0     -974    2,279    1,567    1,543      -21        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5     22.0      0.1     28.1     77.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       11        1        5       11       15       23                  



Updated August 5, 2016