WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      440,857
COMMITMENTS
 132,807  207,769   88,475  168,044   99,701  389,326  395,945   51,531   44,912

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:    -10,457)
     838  -12,421      597   -9,222      763   -7,787  -11,061   -2,670      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     47.1     20.1     38.1     22.6     88.3     89.8     11.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     144      136      117      115       96      326      293                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      239,572
COMMITMENTS
  76,990   89,556   28,591  111,589   96,364  217,170  214,511   22,402   25,061

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -2,671)
   1,890      640   -2,594   -1,488   -1,502   -2,192   -3,456     -479      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     37.4     11.9     46.6     40.2     90.6     89.5      9.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      77       57       55       82       81      185      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,379,265
COMMITMENTS
 371,185  375,111  219,724  637,355  593,877  1228264  1188712  151,001  190,553

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     18,320)
  19,313   28,651   -2,887      789   -3,520   17,215   22,244    1,105   -3,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     27.2     15.9     46.2     43.1     89.1     86.2     10.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      775)
     187      163      173      289      305      581      570                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,492
COMMITMENTS
   3,217    4,298       95    3,863    4,047    7,175    8,440    3,317    2,052

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        314)
     245      368       15       99      -90      359      293      -45       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     41.0      0.9     36.8     38.6     68.4     80.4     31.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       16        3       17       10       33       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      670,757
COMMITMENTS
 229,734   72,814   82,008  310,247  433,372  621,989  588,194   48,768   82,563

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -3,347)
 -14,500   -1,373    2,100    7,579     -830   -4,821     -103    1,474   -3,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     10.9     12.2     46.3     64.6     92.7     87.7      7.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     194      128      158      167      245      438      473                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       32,930
COMMITMENTS
  10,153    3,851      123       14   11,016   10,290   14,990   22,640   17,940

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        -72)
      68      150       66        2      -84      136      132     -208     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     11.7      0.4      0.0     33.5     31.2     45.5     68.8     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       12        4        4       29        9       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      375,482
COMMITMENTS
 101,125   46,138   78,787  162,136  226,872  342,048  351,797   33,434   23,685

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     15,942)
   4,132  -17,079   16,594   -5,516   21,200   15,210   20,715      732   -4,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     12.3     21.0     43.2     60.4     91.1     93.7      8.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      97       70      113       79       74      252      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      588,203
COMMITMENTS
 151,045   97,092   18,308  264,784  333,046  434,137  448,446  154,066  139,757

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      6,202)
   1,042    5,581      736    6,553    5,477    8,331   11,794   -2,129   -5,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     16.5      3.1     45.0     56.6     73.8     76.2     26.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      38       30       24       54       65      102      109                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      611,937
COMMITMENTS
  45,707  161,863    8,919  426,231  357,316  480,857  528,098  131,080   83,839

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      3,795)
   1,475   12,675     -639    9,500  -13,534   10,336   -1,498   -6,541    5,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     26.5      1.5     69.7     58.4     78.6     86.3     21.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13       16       10       55       54       76       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,287
COMMITMENTS
   1,863      800      978    1,279    2,270    4,120    4,048      167      239

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:       -233)
    -133       60      -29      -35     -289     -197     -258      -36       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     18.7     22.8     29.8     53.0     96.1     94.4      3.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        6        3        9        9       21       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      359,279
COMMITMENTS
 103,306   24,047   38,402  174,931  270,987  316,639  333,436   42,640   25,843

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,797)
     949    2,668    2,017   -1,766   -2,863    1,200    1,822      597      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      6.7     10.7     48.7     75.4     88.1     92.8     11.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      84       42       74       93       81      217      174                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,055
COMMITMENTS
   2,372    4,495      159    6,458    4,253    8,989    8,907    2,066    2,148

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -1,026)
      -5     -526     -496     -255      -98     -756   -1,120     -270       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     40.7      1.4     58.4     38.5     81.3     80.6     18.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16       25        5       21       15       41       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,113,280
COMMITMENTS
 283,085  221,310   49,191  666,593  697,590  998,869  968,091  114,411  145,189

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      8,713)
 -25,932    2,246   -2,499   37,257    5,402    8,826    5,149     -113    3,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     19.9      4.4     59.9     62.7     89.7     87.0     10.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      49       58       39       87      109      159      183                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,846,988
COMMITMENTS
 578,419  551,800  125,829  1784174  1753994  2488422  2431623  358,566  415,365

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     11,331)
 -37,788   53,838   26,684   30,753  -66,797   19,649   13,725   -8,318   -2,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     19.4      4.4     62.7     61.6     87.4     85.4     12.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      84       77       74      132      147      253      261                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      186,607
COMMITMENTS
  31,164   13,699        0  103,535   93,629  134,699  107,328   51,908   79,279

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      9,712)
   9,197        0     -870    4,181    6,629   12,508    5,759   -2,796    3,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      7.3      0.0     55.5     50.2     72.2     57.5     27.8     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        0       21       17       25       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,803,489
COMMITMENTS
 411,814  610,618   57,556  2077916  1808162  2547286  2476336  256,203  327,153

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     21,461)
  -4,912    6,121   10,368   18,182   16,440   23,638   32,929   -2,177  -11,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     21.8      2.1     74.1     64.5     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      48       72       38      108      147      183      230                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      840,584
COMMITMENTS
  45,219  122,555  157,201  615,673  504,334  818,093  784,090   22,491   56,494

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     29,497)
   7,005      399    1,436   23,625   29,117   32,066   30,952   -2,569   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     14.6     18.7     73.2     60.0     97.3     93.3      2.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      18       36       36       57       73       97      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,633
COMMITMENTS
  46,016    8,181      759   17,557   53,548   64,332   62,488    8,302   10,146

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,628)
   1,109      681      180      687      290    1,976    1,151     -348      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     11.3      1.0     24.2     73.7     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      44       31        6       25       32       72       66                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      145,266
COMMITMENTS
  92,032   16,361    1,518   35,113  107,096  128,663  124,975   16,603   20,291

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      3,256)
   2,218    1,362      360    1,374      579    3,952    2,301     -696      955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     11.3      1.0     24.2     73.7     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      44       31        6       25       32       72       66                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,159
COMMITMENTS
  15,130   17,556      588    2,294        0   18,012   18,144      147       15

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:         31)
      13       68      -45       89        0       57       23      -26        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     96.7      3.2     12.6      0.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      26        7        2        1        0       28        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,317
COMMITMENTS
  13,863    8,118      249   12,096   17,810   26,208   26,177      109      140

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,340)
     990      485        0      384      852    1,374    1,337      -34        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     30.8      0.9     46.0     67.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       13        1        7       18       18       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,205
COMMITMENTS
  23,349    6,437       54   10,732   27,589   34,135   34,080       70      125

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:       -699)
  -1,525     -868        0      864      122     -661     -746      -38       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     18.8      0.2     31.4     80.7     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        9        1        5       10       15       20                  



Updated August 19, 2016