WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,509
COMMITMENTS
  83,606  172,221  153,863  223,421  139,680  460,890  465,764   45,619   40,744

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        522)
   2,078    2,555   -2,062      870      125      886      618     -363      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     34.0     30.4     44.1     27.6     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     123      145      142      122      108      332      322                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,093
COMMITMENTS
  66,046   88,663   44,702  111,201   84,940  221,949  218,305   21,145   24,789

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,958)
   2,077    1,172      866     -165    1,583    2,778    3,620      180     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     36.5     18.4     45.7     34.9     91.3     89.8      8.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      71       69       64       95       77      191      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,866,861
COMMITMENTS
 415,608  168,511  502,249  758,738  941,514  1676594  1612273  190,267  254,588

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     26,803)
  33,316  -36,836   34,093  -40,961   15,754   26,448   13,011      355   13,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      9.0     26.9     40.6     50.4     89.8     86.4     10.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      800)
     237      147      247      301      351      665      638                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,962
COMMITMENTS
   2,307    3,741    1,704    3,947    3,937    7,958    9,382    4,004    2,580

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        324)
     -45       12      239       33       25      227      275       97       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     31.3     14.2     33.0     32.9     66.5     78.4     33.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       16        7       13       12       27       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,216,683
COMMITMENTS
 312,937   64,262  382,690  452,996  641,765  1148623  1088717   68,060  127,966

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     30,942)
   8,206      358   15,920   10,018   17,751   34,143   34,029   -3,202   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7      5.3     31.5     37.2     52.7     94.4     89.5      5.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     245      178      252      209      262      577      588                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,851
COMMITMENTS
  10,716    3,053       23       76    8,052   10,815   11,128   21,036   20,723

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        402)
     982     -123        0      -16      240      966      117     -564      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      9.6      0.1      0.2     25.3     34.0     34.9     66.0     65.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       10        3        4       21        8       34                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      467,378
COMMITMENTS
 107,963   65,698  120,880  199,076  253,818  427,918  440,395   39,460   26,983

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      9,900)
     316    9,493    3,655    4,067   -3,437    8,037    9,711    1,863      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     14.1     25.9     42.6     54.3     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      91       81      112       93       84      257      232                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      637,732
COMMITMENTS
 135,623   73,150   51,199  281,281  365,949  468,102  490,298  169,629  147,433

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     29,150)
   9,844   17,174    7,702   19,562   20,181   37,109   45,056   -7,959  -15,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     11.5      8.0     44.1     57.4     73.4     76.9     26.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      33       27       31       61       65      108      109                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,209
COMMITMENTS
  53,583  144,778   15,478  407,540  381,286  476,602  541,543  139,607   74,666

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -17,163)
   3,572    3,941    7,218  -19,615  -20,860   -8,825   -9,701   -8,338   -7,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     23.5      2.5     66.1     61.9     77.3     87.9     22.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      13       15       10       53       49       73       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,333
COMMITMENTS
   2,132    1,016      531    2,344    3,637    5,007    5,184      326      149

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        107)
     196       25      -65      119      176      250      136     -143      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     19.1     10.0     44.0     68.2     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        6        4       10       14       26       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      478,491
COMMITMENTS
 115,952   28,752  112,000  192,496  305,977  420,449  446,729   58,042   31,762

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     15,376)
   5,636    1,972    3,299    3,636    9,361   12,571   14,632    2,805      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      6.0     23.4     40.2     63.9     87.9     93.4     12.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     112       58       89       97      103      256      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,880
COMMITMENTS
   1,868    1,383    1,067    5,329    6,844    8,264    9,294    2,616    1,586

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         -9)
       8      241      109      201     -468      318     -118     -327      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     12.7      9.8     49.0     62.9     76.0     85.4     24.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       13        9       22       17       45       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,028,577
COMMITMENTS
 107,846  301,368   53,633  741,165  530,533  902,644  885,534  125,933  143,043

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -170,123)
 -27,080   17,645  -23,161 -118,540 -134,391 -168,780 -139,907   -1,343  -30,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     29.3      5.2     72.1     51.6     87.8     86.1     12.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      38       69       40       84      105      145      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,008,182
COMMITMENTS
 381,141  541,071  294,451  1979203  1743561  2654796  2579083  353,386  429,099

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -165,767)
 -64,907    1,548    5,926  -59,188  -92,779 -118,168  -85,305  -47,599  -80,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     18.0      9.8     65.8     58.0     88.3     85.7     11.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      67       87       93      157      167      281      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      159,231
COMMITMENTS
  14,383   14,091      258   93,398   73,516  108,039   87,865   51,191   71,365

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,337)
  -2,911   -4,746      -20   11,738   13,205    8,808    8,439     -471     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      8.8      0.2     58.7     46.2     67.9     55.2     32.1     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       16       16       18       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,740,063
COMMITMENTS
 279,081  450,747  213,108  1984049  1713538  2476237  2377392  263,825  362,671

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -173,670)
 -12,268   48,531    1,365  -39,052  -89,991  -49,955  -40,095 -123,714 -133,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     16.5      7.8     72.4     62.5     90.4     86.8      9.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      52       61       58      112      144      194      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,013,091
COMMITMENTS
  40,167  164,093  226,997  724,032  569,561  991,196  960,651   21,895   52,441

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     52,168)
  20,058   14,811      909   36,055   35,735   57,022   51,455   -4,854      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     16.2     22.4     71.5     56.2     97.8     94.8      2.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      15       48       41       53       66       96      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,756
COMMITMENTS
  27,512   13,941    1,138   26,289   37,980   54,939   53,059    7,817    9,697

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,419)
     219      515     -245    2,433    2,406    2,407    2,676       12     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8     22.2      1.8     41.9     60.5     87.5     84.5     12.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       28        6       35       26       72       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      125,511
COMMITMENTS
  55,024   27,882    2,276   52,578   75,959  109,878  106,118   15,633   19,394

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      4,837)
     438    1,030     -490    4,866    4,813    4,813    5,353       24     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8     22.2      1.8     41.9     60.5     87.5     84.5     12.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       28        6       35       26       72       58                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,255
COMMITMENTS
  18,927   19,683      918    1,243      645   21,088   21,246      167        9

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,743)
   2,078    1,750       -7        0        0    2,071    1,743     -328        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.0     92.6      4.3      5.8      3.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      20       10        3        2        1       23       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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
  21,020   10,492       72    6,970   17,591   28,062   28,155      188       95

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -71)
     106     -580     -113      -62      598      -69      -95       -2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.4     37.1      0.3     24.7     62.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       12        1        6       21       15       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,830
COMMITMENTS
  25,059   11,674      549    5,139   18,455   30,747   30,678       83      152

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -687)
   1,136     -702      545   -2,401     -533     -720     -690       33        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.3     37.9      1.8     16.7     59.9     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       12        2        4       12       12       25                  



Updated June 3, 2016