WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      451,314
COMMITMENTS
 131,969  220,190   87,878  177,266   98,938  397,113  407,006   54,201   44,308

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -36,928)
  -1,834  -12,389  -15,054  -22,043   -9,343  -38,931  -36,786    2,003     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     48.8     19.5     39.3     21.9     88.0     90.2     12.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     144      137      112      119      103      327      299                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,243
COMMITMENTS
  75,100   88,916   31,185  113,077   97,866  219,362  217,967   22,881   24,276

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,022)
    -359   -1,026   -4,349    4,870    6,911      162    1,536      860     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     36.7     12.9     46.7     40.4     90.6     90.0      9.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      76       56       58       82       78      185      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,360,945
COMMITMENTS
 351,872  346,460  222,611  636,566  597,397  1211049  1166468  149,896  194,477

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     20,947)
   3,676   37,480   -6,370   15,791   -8,927   13,097   22,183    7,850   -1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     25.5     16.4     46.8     43.9     89.0     85.7     11.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      758)
     179      161      158      289      301      569      550                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,178
COMMITMENTS
   2,972    3,930       80    3,764    4,137    6,816    8,147    3,362    2,031

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        419)
     -42      561     -190       42     -256     -190      115      609      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     38.6      0.8     37.0     40.6     67.0     80.0     33.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       15        2       16       11       31       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      674,104
COMMITMENTS
 244,234   74,187   79,908  302,668  434,202  626,810  588,297   47,294   85,807

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -7,917)
    -360   -5,706    1,612   -7,753   -4,127   -6,501   -8,221   -1,416      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     11.0     11.9     44.9     64.4     93.0     87.3      7.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     209      126      152      169      242      447      464                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,002
COMMITMENTS
  10,085    3,701       57       12   11,100   10,154   14,858   22,848   18,144

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -377)
     246     -523       19        1      121      266     -383     -643        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     11.2      0.2      0.0     33.6     30.8     45.0     69.2     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       11        3        3       30        8       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      359,540
COMMITMENTS
  96,993   63,217   62,193  167,652  205,672  326,838  331,082   32,702   28,458

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,392)
   1,127  -13,154    5,928   -6,900   11,412      155    4,186    1,237   -2,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     17.6     17.3     46.6     57.2     90.9     92.1      9.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      92       74       99       82       68      237      199                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      582,001
COMMITMENTS
 150,003   91,511   17,572  258,231  327,569  425,806  436,652  156,195  145,349

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     18,773)
   6,276   18,659   -3,484    1,584    1,875    4,376   17,050   14,397    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     15.7      3.0     44.4     56.3     73.2     75.0     26.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      37       30       22       56       63      103      105                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      608,142
COMMITMENTS
  44,232  149,188    9,558  416,731  370,850  470,521  529,596  137,621   78,546

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      7,595)
  -1,337    4,791      582    7,267    2,777    6,512    8,150    1,083     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     24.5      1.6     68.5     61.0     77.4     87.1     22.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       15       11       52       54       73       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,520
COMMITMENTS
   1,996      740    1,007    1,314    2,559    4,317    4,306      203      214

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        279)
      28      269       79      168     -146      275      202        4       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     16.4     22.3     29.1     56.6     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        5        3        8       10       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      357,482
COMMITMENTS
 102,357   21,379   36,385  176,697  273,850  315,439  331,614   42,043   25,868

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -2,264)
  -3,391   -1,419     -915      340      890   -3,966   -1,444    1,702     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      6.0     10.2     49.4     76.6     88.2     92.8     11.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      86       38       75       94       89      221      179                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,081
COMMITMENTS
   2,377    5,021      655    6,713    4,351    9,745   10,027    2,336    2,054

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        601)
      90      518      -90      602      266      602      694       -1      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     41.6      5.4     55.6     36.0     80.7     83.0     19.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16       31       10       20       15       43       53                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,104,567
COMMITMENTS
 309,017  219,064   51,690  629,336  692,188  990,043  962,942  114,524  141,625

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     10,602)
  11,726  -30,141   17,879  -17,601   18,985   12,004    6,723   -1,402    3,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     19.8      4.7     57.0     62.7     89.6     87.2     10.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      53       57       38       86      113      161      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,835,657
COMMITMENTS
 616,207  497,962   99,145  1753421  1820791  2468773  2417898  366,884  417,759

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     66,165)
  40,718   43,693   -5,046   31,990   22,393   67,662   61,040   -1,497    5,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     17.6      3.5     61.8     64.2     87.1     85.3     12.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      84       79       64      128      144      244      255                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      176,895
COMMITMENTS
  21,967   13,699      870   99,354   87,000  122,191  101,569   54,704   75,326

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      3,236)
  -1,342     -376      870    4,898    1,206    4,426    1,700   -1,190    1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      7.7      0.5     56.2     49.2     69.1     57.4     30.9     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        1       20       15       24       18                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,782,028
COMMITMENTS
 416,726  604,497   47,188  2059734  1791722  2523648  2443407  258,380  338,621

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     26,062)
  10,577    7,881    6,523   19,383    2,509   36,483   16,913  -10,421    9,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     21.7      1.7     74.0     64.4     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      49       74       36      105      148      179      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      811,087
COMMITMENTS
  38,214  122,156  155,765  592,048  475,217  786,027  753,138   25,060   57,949

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     46,888)
   5,446   -5,479   -6,631   43,628   49,008   42,443   36,898    4,445    9,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     15.1     19.2     73.0     58.6     96.9     92.9      3.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      14       41       35       56       72       95      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       71,005
COMMITMENTS
  44,907    7,500      579   16,870   53,259   62,356   61,337    8,650    9,668

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,265)
     846    1,683      356      344     -904    1,546    1,135     -281      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2     10.6      0.8     23.8     75.0     87.8     86.4     12.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      45       27        4       24       30       71       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      142,010
COMMITMENTS
  89,814   14,999    1,158   33,739  106,517  124,711  122,674   17,299   19,336

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      2,530)
   1,692    3,366      711      688   -1,808    3,091    2,269     -561      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2     10.6      0.8     23.8     75.0     87.8     86.4     12.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      45       27        4       24       30       71       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,128
COMMITMENTS
  15,117   17,488      633    2,205        0   17,955   18,121      173        7

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,175)
     761    1,877     -101      522     -600    1,182    1,176       -7       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.4     96.5      3.5     12.2      0.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      23        7        2        1        0       25        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,977
COMMITMENTS
  12,873    7,633      249   11,712   16,958   24,834   24,840      143      137

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         36)
    -134     -149      -23      182      195       25       23       11       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     30.6      1.0     46.9     67.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        1        5       17       13       29                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,904
COMMITMENTS
  24,874    7,305       54    9,868   27,467   34,796   34,826      108       78

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -459)
    -417     -463        5      -80      -10     -492     -468       33        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     20.9      0.2     28.3     78.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       12        1        5       11       13       24                  



Updated August 12, 2016