WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      439,470
COMMITMENTS
 136,657  228,844   79,676  173,536   87,404  389,869  395,924   49,601   43,546

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -12,063)
  -1,543   16,460  -11,694    4,565  -16,564   -8,672  -11,798   -3,391     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     52.1     18.1     39.5     19.9     88.7     90.1     11.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     150      142      104      118       98      323      297                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      227,572
COMMITMENTS
  81,050   91,243   25,805  100,307   87,660  207,162  204,708   20,410   22,864

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -6,202)
  -1,520    4,162     -368   -3,260   -9,519   -5,148   -5,725   -1,054     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     40.1     11.3     44.1     38.5     91.0     90.0      9.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      72       57       50       77       68      168      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,296,621
COMMITMENTS
 361,777  408,049  200,493  593,209  507,842  1155479  1116384  141,142  180,237

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -73,511)
 -30,091   18,380   -8,634  -30,874  -74,275  -69,599  -64,529   -3,912   -8,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     31.5     15.5     45.8     39.2     89.1     86.1     10.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      758)
     174      176      159      260      295      533      557                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,033
COMMITMENTS
   3,640    4,468      144    4,191    4,294    7,975    8,906    3,058    2,127

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        183)
     341       82      -31      160      189      470      240     -287      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     40.5      1.3     38.0     38.9     72.3     80.7     27.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15       15        2       14       10       29       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      632,779
COMMITMENTS
 217,512   70,966   73,538  296,394  399,935  587,444  544,439   45,335   88,340

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -37,095)
 -31,473    1,360   -4,172      611  -38,547  -35,034  -41,359   -2,061    4,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     11.2     11.6     46.8     63.2     92.8     86.0      7.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     176      149      156      153      233      416      470                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       32,067
COMMITMENTS
   8,713    3,188      163       15   10,948    8,891   14,299   23,176   17,768

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -988)
  -2,272     -487      -26        1     -193   -2,297     -706    1,309     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      9.9      0.5      0.0     34.1     27.7     44.6     72.3     55.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        9        5        3       29        8       41                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      397,673
COMMITMENTS
 145,767   38,110   75,729  138,558  260,076  360,054  373,915   37,619   23,758

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -8,530)
  13,147   -2,553   -6,990  -16,156     -470   -9,999  -10,013    1,469    1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      9.6     19.0     34.8     65.4     90.5     94.0      9.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     109       68      110       73       70      253      207                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      582,396
COMMITMENTS
 118,355   89,928   16,854  294,238  335,387  429,447  442,169  152,949  140,227

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -7,345)
 -30,203     -883   -2,379   28,541   -3,529   -4,041   -6,791   -3,304     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     15.4      2.9     50.5     57.6     73.7     75.9     26.3     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      24       31       19       60       60       97       97                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      644,370
COMMITMENTS
  50,141  164,793   18,126  450,377  375,179  518,644  558,098  125,726   86,272

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     29,382)
   5,880    3,811    8,588   23,816   22,956   38,284   35,355   -8,902   -5,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     25.6      2.8     69.9     58.2     80.5     86.6     19.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      16       14       13       57       56       82       74                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,391
COMMITMENTS
   1,525      701    1,116    1,574    2,336    4,215    4,153      176      238

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        189)
    -176       -1       57      290       40      171       96       18       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     16.0     25.4     35.8     53.2     96.0     94.6      4.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        4        8        8       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      350,038
COMMITMENTS
 106,793   29,023   36,449  168,727  255,157  311,969  320,629   38,069   29,409

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -15,173)
  -1,870    2,743   -5,979   -4,013  -16,295  -11,862  -19,531   -3,311    4,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      8.3     10.4     48.2     72.9     89.1     91.6     10.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      80       49       68       95       87      218      175                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,463
COMMITMENTS
   2,375    4,672      146    5,955    3,659    8,476    8,477    1,987    1,986

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         12)
      73      276       72     -102     -277       43       71      -31      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     44.7      1.4     56.9     35.0     81.0     81.0     19.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       24        4       19       12       38       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,110,272
COMMITMENTS
 287,116  221,531   50,301  659,183  689,722  996,600  961,554  113,672  148,718

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -33,177)
  -6,347   -2,960  -14,650   -2,297  -13,618  -23,294  -31,228   -9,883   -1,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     20.0      4.5     59.4     62.1     89.8     86.6     10.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      56       50       44       87      109      163      184                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,858,768
COMMITMENTS
 623,218  521,702   96,237  1794153  1800573  2513608  2418512  345,160  440,256

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     45,117)
  57,526    4,405  -35,862   40,024   72,763   61,688   41,306  -16,571    3,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     18.2      3.4     62.8     63.0     87.9     84.6     12.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      76       85       61      128      146      235      261                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      208,085
COMMITMENTS
  32,731   14,062    2,304  117,096  103,981  152,131  120,347   55,954   87,738

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     15,317)
     811      341      -55   16,259    8,208   17,015    8,494   -1,698    6,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.8      1.1     56.3     50.0     73.1     57.8     26.9     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       21       18       24       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,938,424
COMMITMENTS
 398,194  549,113  126,520  2161683  1904882  2686397  2580515  252,027  357,909

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    -10,726)
 -20,263  -33,934  -28,277   67,824   43,269   19,284  -18,942  -30,010    8,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     18.7      4.3     73.6     64.8     91.4     87.8      8.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      49       77       38      107      143      181      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,018,072
COMMITMENTS
  65,081  108,429  176,701  756,223  647,650  998,005  932,780   20,067   85,292

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:    102,268)
  -3,809  -16,509   16,290   90,118   67,110  102,599   66,891     -331   35,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     10.7     17.4     74.3     63.6     98.0     91.6      2.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      16       42       40       58       74      101      133                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,837
COMMITMENTS
  46,385    7,609    1,007   17,238   53,966   64,629   62,581    8,208   10,256

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -302)
    -117     -768      128     -106      397      -95     -243     -208      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     10.4      1.4     23.7     74.1     88.7     85.9     11.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      44       27        8       26       29       74       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      145,674
COMMITMENTS
  92,769   15,217    2,013   34,476  107,932  129,258  125,162   16,416   20,512

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -604)
    -233   -1,536      256     -212      794     -189     -486     -415     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     10.4      1.4     23.7     74.1     88.7     85.9     11.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      44       27        8       26       29       74       61                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,379
COMMITMENTS
  19,750   22,510      860    2,600        0   23,210   23,370      169        9

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,503)
   2,391    2,380      119        0        0    2,510    2,499       -7        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.5     96.3      3.7     11.1      0.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      23        9        2        1        0       25       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,250
COMMITMENTS
  15,577    8,746      219   12,361   19,122   28,157   28,087       93      163

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,017)
     976       52      -29       58      980    1,005    1,003       12       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     31.0      0.8     43.8     67.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       13        2        6       19       17       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,097
COMMITMENTS
  26,460    5,482        0   10,572   31,484   37,032   36,966       65      131

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        572)
       6       -3      -49      613      583      570      531        2       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     14.8      0.0     28.5     84.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       10        0        5       10       15       20                  



Updated September 2, 2016