WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      505,986
COMMITMENTS
  81,528  169,667  155,925  222,552  139,555  460,004  465,147   45,982   40,840

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      2,246)
  -8,919    2,170      -83   11,607      -41    2,605    2,046     -359      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     33.5     30.8     44.0     27.6     90.9     91.9      9.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     123      136      136      121      109      327      308                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      240,135
COMMITMENTS
  63,969   87,491   43,836  111,366   83,357  219,171  214,684   20,965   25,451

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      2,201)
  -3,587    1,876    2,041    3,189   -2,915    1,643    1,001      558    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     36.4     18.3     46.4     34.7     91.3     89.4      8.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      70       67       64       92       71      189      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,840,059
COMMITMENTS
 382,292  205,347  468,156  799,699  925,760  1650147  1599262  189,912  240,797

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     11,365)
  14,135  -15,293  -10,300    6,985   31,738   10,819    6,145      546    5,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     11.2     25.4     43.5     50.3     89.7     86.9     10.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      798)
     226      151      246      311      350      669      636                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,638
COMMITMENTS
   2,352    3,729    1,465    3,914    3,912    7,731    9,106    3,908    2,532

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         84)
    -126      -22      163     -342     -372     -305     -232      389      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     32.0     12.6     33.6     33.6     66.4     78.2     33.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       15        7       13       12       27       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,185,742
COMMITMENTS
 304,732   63,904  366,770  442,978  624,014  1114480  1054688   71,262  131,054

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -46,177)
  -1,711    4,778  -66,520   21,610   16,068  -46,622  -45,675      444     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7      5.4     30.9     37.4     52.6     94.0     88.9      6.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     246      169      247      209      263      571      580                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,449
COMMITMENTS
   9,734    3,176       23       92    7,812    9,849   11,011   21,600   20,438

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        409)
     960      319       17       -1      159      976      495     -567      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     10.1      0.1      0.3     24.8     31.3     35.0     68.7     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        3        5       21        9       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      457,478
COMMITMENTS
 107,647   56,205  117,225  195,009  257,254  419,881  430,684   37,597   26,794

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,370)
 -20,774   17,307   -4,685   30,342  -14,168    4,883   -1,545   -3,513    2,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     12.3     25.6     42.6     56.2     91.8     94.1      8.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      84       92      107       90       79      249      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      608,582
COMMITMENTS
 125,778   55,977   43,497  261,718  345,768  430,994  445,242  177,588  163,340

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -18,670)
   4,314   -3,617  -14,062  -28,842  -22,658  -38,590  -40,338   19,920   21,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      9.2      7.1     43.0     56.8     70.8     73.2     29.2     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      35       22       32       59       65      108      106                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,371
COMMITMENTS
  50,011  140,837    8,261  427,155  402,146  485,427  551,244  147,945   82,128

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -1,071)
  -2,019  -13,650   -2,603   -4,957    8,034   -9,579   -8,219    8,508    7,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     22.2      1.3     67.4     63.5     76.6     87.0     23.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12       12        8       52       48       69       63                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,226
COMMITMENTS
   1,936      991      596    2,225    3,461    4,757    5,048      469      178

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        -47)
     250     -424      138     -532      250     -144      -36       97      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0     19.0     11.4     42.6     66.2     91.0     96.6      9.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        5        3       10       14       24       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      463,115
COMMITMENTS
 110,316   26,780  108,701  188,860  296,616  407,878  432,096   55,237   31,018

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -4,246)
   1,172     -482   -8,487    4,654    3,449   -2,661   -5,521   -1,585    1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      5.8     23.5     40.8     64.0     88.1     93.3     11.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     116       53       86       99       98      259      203                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,890
COMMITMENTS
   1,860    1,142      957    5,129    7,313    7,946    9,412    2,943    1,477

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -227)
       5     -191      -80     -108       29     -183     -242      -43       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     10.5      8.8     47.1     67.2     73.0     86.4     27.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       12        7       21       15       41       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,198,701
COMMITMENTS
 134,926  283,723   76,793  859,705  664,924  1071424  1025441  127,276  173,260

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     32,691)
  -5,878   21,475    3,714   26,775   -9,170   24,611   16,019    8,080   16,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     23.7      6.4     71.7     55.5     89.4     85.5     10.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      46       65       44       97      114      168      199                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,173,949
COMMITMENTS
 446,048  539,523  288,525  2038391  1836340  2772964  2664388  400,985  509,561

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -84,572)
  10,682  -27,408  -52,233  -72,556  -77,714 -114,107 -157,356   29,536   72,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     17.0      9.1     64.2     57.9     87.4     83.9     12.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      70       85       97      142      165      270      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      150,894
COMMITMENTS
  17,294   18,837      278   81,660   60,311   99,232   79,426   51,662   71,468

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     11,496)
  -6,912    6,850      -50   10,654     -958    3,692    5,842    7,805    5,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     12.5      0.2     54.1     40.0     65.8     52.6     34.2     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        3       15       14       20       22                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,913,732
COMMITMENTS
 291,349  402,215  211,742  2023101  1803529  2526193  2417487  387,540  496,246

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    121,613)
 -20,153  -52,457   58,320   10,735  -25,237   48,902  -19,373   72,711  140,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     13.8      7.3     69.4     61.9     86.7     83.0     13.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      52       62       60      113      152      196      244                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      960,923
COMMITMENTS
  20,109  149,281  226,089  687,976  533,826  934,174  909,196   26,749   51,727

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     18,997)
 -12,626    4,965   27,037    4,886   -1,668   19,297   30,335     -301  -11,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     15.5     23.5     71.6     55.6     97.2     94.6      2.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      14       48       40       54       67       95      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,337
COMMITMENTS
  27,293   13,426    1,383   23,856   35,573   52,532   50,382    7,805    9,955

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      2,449)
   3,173   -1,350      -74     -631    3,061    2,469    1,637      -20      812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     22.3      2.3     39.5     59.0     87.1     83.5     12.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      41       24       11       32       27       76       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,674
COMMITMENTS
  54,586   26,852    2,766   47,713   71,147  105,065  100,765   15,609   19,909

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      4,898)
   6,347   -2,700     -148   -1,261    6,121    4,938    3,274      -40    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     22.3      2.3     39.5     59.0     87.1     83.5     12.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      41       24       11       32       27       76       60                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,512
COMMITMENTS
  16,849   17,933      925    1,243      645   19,017   19,503      495        9

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -3,509)
  -3,463   -3,397     -113        8        0   -3,568   -3,510       59        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.4     91.9      4.7      6.4      3.3     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      19       10        3        2        1       22       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,321
COMMITMENTS
  20,914   11,072      185    7,032   16,993   28,131   28,250      190       71

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,801)
   1,745    1,148     -110      144      784    1,779    1,822       22      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.8     39.1      0.7     24.8     60.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        1        6       20       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,517
COMMITMENTS
  23,923   12,376        4    7,540   18,988   31,467   31,368       50      149

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,464)
     938      738        4      565      756    1,507    1,498      -43      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.9     39.3      0.0     23.9     60.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       14        1        4       12       12       26                  



Updated May 27, 2016