WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,973
COMMITMENTS
  91,091  171,936  164,571  217,150  141,051  472,811  477,558   46,161   41,415

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     17,350)
  -1,446    7,975   12,789    1,097   -1,347   12,440   19,417    4,911   -2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     33.1     31.7     41.8     27.2     91.1     92.0      8.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     129      144      139      115      100      325      311                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,015
COMMITMENTS
  61,045   78,212   39,591  106,845   85,403  207,480  203,206   20,535   24,809

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     13,619)
   1,749    7,148    6,241    5,940      662   13,930   14,052     -311     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     34.3     17.4     46.9     37.5     91.0     89.1      9.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      70       72       68       88       75      191      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,787,262
COMMITMENTS
 359,208  224,817  470,822  777,440  857,277  1607470  1552917  179,792  234,345

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    -24,244)
 -28,992   13,275   -1,750    3,991  -30,860  -26,752  -19,335    2,508   -4,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     12.6     26.3     43.5     48.0     89.9     86.9     10.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      779)
     219      152      240      305      341      652      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,213
COMMITMENTS
   2,470    3,586    1,229    4,236    4,092    7,935    8,906    3,278    2,307

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        818)
     -32      799       12      307     -150      287      662      531      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     32.0     11.0     37.8     36.5     70.8     79.4     29.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       14        7       12       11       25       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,201,469
COMMITMENTS
 320,313   74,163  427,576  386,261  565,158  1134150  1066897   67,318  134,572

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    101,540)
  32,923   -5,464   57,977    6,063   41,974   96,963   94,487    4,577    7,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7      6.2     35.6     32.1     47.0     94.4     88.8      5.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      748)
     244      200      253      193      263      576      596                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,519
COMMITMENTS
  17,193    2,516       21      117    6,530   17,331    9,067   12,188   20,452

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      4,593)
   4,611    1,152       -3       93    1,888    4,701    3,037     -108    1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.2      8.5      0.1      0.4     22.1     58.7     30.7     41.3     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        2        3       18        8       27                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      455,419
COMMITMENTS
 135,119   42,390  125,085  153,068  264,807  413,271  432,282   42,147   23,137

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -5,630)
  -5,535   -7,663    3,948   -4,999    1,231   -6,586   -2,485      956   -3,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      9.3     27.5     33.6     58.1     90.7     94.9      9.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     106       77      118       82       83      267      226                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      615,635
COMMITMENTS
 113,534   57,038   58,132  278,484  353,505  450,150  468,674  165,486  146,961

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     22,888)
  -1,446   -7,861   10,281    2,466   15,604   11,302   18,025   11,587    4,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      9.3      9.4     45.2     57.4     73.1     76.1     26.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      39       29       39       69       76      125      127                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      632,315
COMMITMENTS
  49,184  155,730   12,138  435,756  390,467  497,077  558,334  135,237   73,980

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     10,034)
     667   -4,035    3,081    1,258   11,043    5,006   10,089    5,028      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     24.6      1.9     68.9     61.8     78.6     88.3     21.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      11       17       11       56       51       75       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,248
COMMITMENTS
   1,613    1,320      451    2,809    3,303    4,873    5,074      375      174

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        264)
     201      -99        8       39      323      248      232       16       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     25.2      8.6     53.5     62.9     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        6        2       11       16       21       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      449,673
COMMITMENTS
 104,455   32,330  106,793  181,960  279,183  393,209  418,306   56,464   31,366

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     25,503)
  11,109   -6,583   12,321   -1,120   19,748   22,310   25,486    3,193       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      7.2     23.7     40.5     62.1     87.4     93.0     12.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     105       64       93       92       86      253      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,274
COMMITMENTS
   1,722    1,789      673    5,477    6,255    7,872    8,716    2,402    1,558

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -296)
      76     -319        1     -503      211     -426     -108      130     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     17.4      6.5     53.3     60.9     76.6     84.8     23.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       13        8       21       17       42       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,143,031
COMMITMENTS
 148,082  236,134   60,798  813,933  701,476  1022814  998,408  120,217  144,623

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     57,177)
  11,453   -1,458   11,826   35,506   51,041   58,784   61,409   -1,608   -4,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     20.7      5.3     71.2     61.4     89.5     87.3     10.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      49       60       44       91      118      167      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,226,145
COMMITMENTS
 410,247  497,446  336,245  2127222  1958344  2873714  2792036  352,431  434,109

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    124,166)
   8,029   -8,684   52,775   51,731   71,887  112,536  115,978   11,629    8,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     15.4     10.4     65.9     60.7     89.1     86.5     10.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
      81       87      107      164      173      305      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      124,590
COMMITMENTS
  15,212   12,140      200   65,453   49,468   80,865   61,808   43,725   62,782

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     10,910)
    -327      530       13    8,737    2,430    8,423    2,973    2,487    7,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      9.7      0.2     52.5     39.7     64.9     49.6     35.1     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        1       14       11       17       15                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,712,362
COMMITMENTS
 263,008  486,886  133,149  2002117  1740264  2398274  2360299  314,088  352,063

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:    109,974)
 -16,886   28,790   13,457   88,703   47,832   85,274   90,079   24,700   19,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     18.0      4.9     73.8     64.2     88.4     87.0     11.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      39       78       56      115      146      189      245                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      934,004
COMMITMENTS
  30,117  140,890  198,065  679,449  534,503  907,631  873,458   26,373   60,546

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     94,662)
  12,479  -11,394   49,512   32,814   50,575   94,805   88,693     -143    5,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     15.1     21.2     72.7     57.2     97.2     93.5      2.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      13       44       32       48       65       82      121                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,763
COMMITMENTS
  28,809   16,420    1,364   27,692   39,731   57,864   57,515    8,898    9,248

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      2,761)
   2,079     -628      255     -843    2,797    1,491    2,423    1,270      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2     24.6      2.0     41.5     59.5     86.7     86.1     13.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      38       27       11       33       30       75       64                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,526
COMMITMENTS
  57,618   32,839    2,727   55,383   79,463  115,729  115,029   17,797   18,496

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      5,522)
   4,159   -1,257      509   -1,686    5,594    2,982    4,846    2,540      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2     24.6      2.0     41.5     59.5     86.7     86.1     13.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      38       27       11       33       30       75       64                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,182
COMMITMENTS
  20,739   21,447    1,034    1,280      645   23,053   23,126      129       56

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      1,163)
   1,512      946      183     -524        0    1,171    1,129       -8       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.5     92.5      4.5      5.5      2.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      21       12        3        1        1       23       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,116
COMMITMENTS
  17,796   10,210      295    6,841   14,520   24,932   25,025      184       91

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        651)
     104      195      -16      587      477      675      656      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.9     40.7      1.2     27.2     57.8     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       14        1        6       19       14       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,673
COMMITMENTS
  21,070   13,425        0    8,523   16,081   29,593   29,506       80      167

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -894)
    -223     -103       -1     -674     -837     -898     -941        4       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.0     45.2      0.0     28.7     54.2     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       16        0        4       11       12       27                  



Updated May 13, 2016