WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      503,740
COMMITMENTS
  90,446  167,496  156,008  210,945  139,596  457,399  463,101   46,341   40,640

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:    -15,232)
    -644   -4,440   -8,563   -6,205   -1,455  -15,412  -14,457      180     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     33.3     31.0     41.9     27.7     90.8     91.9      9.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     137      136      145      117      104      332      316                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      237,934
COMMITMENTS
  67,556   85,616   41,795  108,177   86,273  217,528  213,683   20,406   24,251

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      9,919)
   6,512    7,403    2,204    1,333      869   10,048   10,477     -129     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     36.0     17.6     45.5     36.3     91.4     89.8      8.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      78       67       65       85       69      187      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,828,693
COMMITMENTS
 368,157  220,640  478,456  792,714  894,022  1639327  1593117  189,366  235,576

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     41,431)
   8,949   -4,178    7,634   15,274   36,744   31,857   40,200    9,574    1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     12.1     26.2     43.3     48.9     89.6     87.1     10.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      786)
     217      154      241      310      348      656      634                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,555
COMMITMENTS
   2,477    3,751    1,303    4,256    4,284    8,036    9,338    3,519    2,217

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        341)
       7      165       74       20      193      101      432      241      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     32.5     11.3     36.8     37.1     69.5     80.8     30.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       16        7       13       12       26       33                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,231,919
COMMITMENTS
 306,443   59,126  433,290  421,368  607,947  1161101  1100362   70,818  131,557

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     30,450)
 -13,870  -15,037    5,714   35,107   42,789   26,951   33,465    3,499   -3,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      4.8     35.2     34.2     49.3     94.3     89.3      5.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      755)
     259      183      267      203      265      593      609                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,040
COMMITMENTS
   8,774    2,857        6       93    7,653    8,873   10,516   22,167   20,524

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,521)
  -8,419      341      -15      -24    1,123   -8,458    1,449    9,979       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      9.2      0.0      0.3     24.7     28.6     33.9     71.4     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        2        4       21        7       31                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      456,108
COMMITMENTS
 128,422   38,898  121,910  164,667  271,422  414,999  432,230   41,110   23,878

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        690)
  -6,697   -3,492   -3,175   11,599    6,615    1,727      -52   -1,037      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2      8.5     26.7     36.1     59.5     91.0     94.8      9.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      88       79      113       85       84      253      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      627,252
COMMITMENTS
 121,465   59,594   57,559  290,560  368,427  469,584  485,580  157,668  141,672

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     11,617)
   7,931    2,556     -573   12,076   14,922   19,434   16,905   -7,817   -5,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      9.5      9.2     46.3     58.7     74.9     77.4     25.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      35       31       39       73       80      128      130                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      634,442
COMMITMENTS
  52,030  154,487   10,863  432,112  394,112  495,006  559,463  139,437   74,980

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      2,128)
   2,847   -1,243   -1,274   -3,644    3,645   -2,072    1,128    4,199    1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     24.4      1.7     68.1     62.1     78.0     88.2     22.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       16       10       58       50       77       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,273
COMMITMENTS
   1,686    1,415      458    2,757    3,211    4,901    5,084      372      189

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:         25)
      73       95        7      -52      -92       28       10       -3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0     26.8      8.7     52.3     60.9     92.9     96.4      7.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        2       14       16       25       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      467,361
COMMITMENTS
 109,144   27,262  117,188  184,206  293,167  410,539  437,617   56,822   29,744

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     17,688)
   4,689   -5,068   10,395    2,246   13,984   17,330   19,311      358   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      5.8     25.1     39.4     62.7     87.8     93.6     12.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     116       55       96       95       92      260      208                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,116
COMMITMENTS
   1,855    1,333    1,038    5,237    7,284    8,129    9,655    2,987    1,461

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        842)
     133     -455      365     -241    1,029      258      939      585      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     12.0      9.3     47.1     65.5     73.1     86.9     26.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       12        9       23       17       44       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,166,010
COMMITMENTS
 140,804  262,248   73,079  832,929  674,094  1046813  1009422  119,197  156,588

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     22,979)
  -7,278   26,114   12,281   18,996  -27,381   23,999   11,013   -1,020   11,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     22.5      6.3     71.4     57.8     89.8     86.6     10.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      48       61       47       98      111      174      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,258,521
COMMITMENTS
 435,366  566,931  340,759  2110947  1914054  2887072  2821744  371,449  436,777

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     32,376)
  25,119   69,485    4,514  -16,275  -44,291   13,358   29,708   19,018    2,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     17.4     10.5     64.8     58.7     88.6     86.6     11.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      86       86      105      161      177      306      309                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      139,397
COMMITMENTS
  24,206   11,987      328   71,006   61,269   95,540   73,584   43,857   65,813

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     14,807)
   8,994     -153      128    5,553   11,801   14,675   11,776      132    3,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      8.6      0.2     50.9     44.0     68.5     52.8     31.5     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        3        2       15       15       20       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,792,119
COMMITMENTS
 311,503  454,672  153,422  2012367  1828766  2477291  2436860  314,829  355,259

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     79,757)
  48,494  -32,214   20,272   10,250   88,503   79,016   76,561      740    3,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     16.3      5.5     72.1     65.5     88.7     87.3     11.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      49       69       56      116      155      195      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      941,927
COMMITMENTS
  32,735  144,316  199,051  683,090  535,494  914,877  878,861   27,050   63,066

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      7,923)
   2,618    3,426      986    3,641      991    7,245    5,403      677    2,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     15.3     21.1     72.5     56.9     97.1     93.3      2.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      16       43       33       49       68       85      125                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,888
COMMITMENTS
  24,120   14,776    1,457   24,487   32,513   50,064   48,746    7,825    9,143

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -8,875)
  -4,689   -1,643       93   -3,205   -7,219   -7,801   -8,769   -1,074     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7     25.5      2.5     42.3     56.2     86.5     84.2     13.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      32       24        9       32       28       70       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,776
COMMITMENTS
  48,240   29,552    2,913   48,974   65,025  100,127   97,491   15,649   18,285

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:    -17,749)
  -9,378   -3,287      186   -6,410  -14,437  -15,602  -17,538   -2,148     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7     25.5      2.5     42.3     56.2     86.5     84.2     13.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      32       24        9       32       28       70       56                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,021
COMMITMENTS
  20,312   21,330    1,038    1,235      645   22,585   23,013      436        8

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:       -161)
    -427     -117        4      -45        0     -468     -113      307      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.2     92.7      4.5      5.4      2.8     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      23       11        3        1        1       25       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,520
COMMITMENTS
  19,169    9,924      295    6,888   16,209   26,352   26,428      168       92

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,404)
   1,373     -286        0       47    1,689    1,420    1,403      -16        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.3     37.4      1.1     26.0     61.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       14        1        6       20       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,053
COMMITMENTS
  22,985   11,638        0    6,975   18,232   29,960   29,870       93      183

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        380)
   1,915   -1,787        0   -1,548    2,151      367      364       13       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.5     38.7      0.0     23.2     60.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       11        0        4       12       14       23                  



Updated May 20, 2016