WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      524,642
COMMITMENTS
  95,866  148,741  155,411  222,183  177,300  473,460  481,452   51,182   43,189

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     18,133)
  12,260  -23,480    1,548   -1,238   37,620   12,570   15,688    5,563    2,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     28.4     29.6     42.3     33.8     90.2     91.8      9.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     132      134      142      116      116      339      313                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      240,720
COMMITMENTS
  69,335   80,293   40,914  108,728   94,224  218,976  215,431   21,744   25,289

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,374)
   3,289   -8,370   -3,788   -2,474    9,284   -2,973   -2,874      599      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     33.4     17.0     45.2     39.1     91.0     89.5      9.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      72       59       59       92       80      187      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,006,083
COMMITMENTS
 473,748  147,105  559,005  769,013  1027940  1801766  1734049  204,317  272,034

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    139,222)
  58,140  -21,406   56,756   10,276   86,426  125,172  121,776   14,050   17,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      7.3     27.9     38.3     51.2     89.8     86.4     10.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      837)
     249      150      273      314      369      699      676                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,415
COMMITMENTS
   2,238    3,815    2,088    3,680    4,011    8,007    9,914    4,408    2,501

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        453)
     -68       74      384     -267       74       49      533      404      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     30.7     16.8     29.6     32.3     64.5     79.9     35.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       14       10       15       13       32       36                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,253,890
COMMITMENTS
 315,147   59,197  411,786  452,161  656,951  1179094  1127935   74,796  125,955

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     37,206)
   2,210   -5,065   29,096     -835   15,187   30,471   39,218    6,736   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      4.7     32.8     36.1     52.4     94.0     90.0      6.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     264      179      267      216      265      596      605                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,075
COMMITMENTS
  12,735    3,642       58       66    9,203   12,859   12,903   21,216   21,172

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,224)
   2,019      589       35      -10    1,151    2,044    1,775      180      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4     10.7      0.2      0.2     27.0     37.7     37.9     62.3     62.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       11        5        6       24       12       40                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      467,423
COMMITMENTS
 107,712   63,423  123,694  198,604  251,522  430,010  438,640   37,413   28,784

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:         45)
    -251   -2,274    2,815     -472   -2,295    2,092   -1,755   -2,047    1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     13.6     26.5     42.5     53.8     92.0     93.8      8.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      92       92      114       92       82      260      239                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      668,223
COMMITMENTS
 147,592   61,555   57,795  285,338  397,070  490,725  516,420  177,498  151,803

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     30,491)
  11,969  -11,596    6,596    4,057   31,121   22,622   26,122    7,869    4,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      9.2      8.6     42.7     59.4     73.4     77.3     26.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      37       26       34       62       73      114      118                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,865
COMMITMENTS
  52,565  143,106   16,521  400,381  372,678  469,467  532,305  138,399   75,560

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,343)
  -1,018   -1,672    1,042   -7,159   -8,608   -7,135   -9,238   -1,208      894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     23.5      2.7     65.9     61.3     77.2     87.6     22.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      14       15        9       55       50       76       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,430
COMMITMENTS
   2,622    1,134      475    1,914    3,646    5,011    5,255      419      175

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:         97)
     490      118      -56     -430        9        4       71       93       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3     20.9      8.7     35.2     67.1     92.3     96.8      7.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        4        4       10       14       29       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      486,991
COMMITMENTS
 113,008   24,667  123,807  192,002  306,874  428,816  455,348   58,174   31,642

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      8,500)
  -2,945   -4,085   11,807     -495      897    8,368    8,619      132     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      5.1     25.4     39.4     63.0     88.1     93.5     11.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     116       49       95       95      101      255      216                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,942
COMMITMENTS
   2,110    1,456      955    5,195    6,941    8,259    9,352    2,683    1,591

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:         62)
     241       73     -112     -134       96       -5       58       67        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     13.3      8.7     47.5     63.4     75.5     85.5     24.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       16        9       22       16       45       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      996,112
COMMITMENTS
  99,044  304,278   47,982  730,099  498,548  877,125  850,808  118,987  145,304

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -32,465)
  -8,802    2,910   -5,651  -11,067  -31,985  -25,520  -34,726   -6,946    2,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     30.5      4.8     73.3     50.0     88.1     85.4     11.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      43       64       40       81      102      144      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,197,131
COMMITMENTS
 484,729  486,023  321,299  2025217  1938850  2831245  2746171  365,885  450,959

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    188,949)
 103,588  -55,048   26,848   46,014  195,289  176,450  167,088   12,499   21,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     15.2     10.0     63.3     60.6     88.6     85.9     11.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      73       85       97      154      172      282      299                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      142,943
COMMITMENTS
   8,071   14,291      434   73,465   63,760   81,970   78,485   60,972   64,458

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -16,288)
  -6,312      200      176  -19,933   -9,756  -26,069   -9,380    9,781   -6,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     10.0      0.3     51.4     44.6     57.3     54.9     42.7     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       14       16       16       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,747,615
COMMITMENTS
 287,131  502,486  167,355  2031274  1725516  2485760  2395357  261,855  352,258

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,553)
   8,050   51,739  -45,752   47,225   11,978    9,523   17,965   -1,971  -10,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     18.3      6.1     73.9     62.8     90.5     87.2      9.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      50       65       59      117      155      199      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      909,688
COMMITMENTS
  42,585  136,919  178,267  670,559  541,681  891,411  856,866   18,277   52,822

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:   -103,403)
   2,418  -27,174  -48,731  -53,472  -27,880  -99,785 -103,784   -3,618      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     15.1     19.6     73.7     59.5     98.0     94.2      2.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      13       45       36       52       69       89      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,606
COMMITMENTS
  28,461   15,304      920   28,617   40,595   57,998   56,819    8,609    9,787

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      3,851)
     948    1,363     -218    2,328    2,615    3,058    3,760      792       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     23.0      1.4     43.0     60.9     87.1     85.3     12.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      34       28        3       37       25       73       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,213
COMMITMENTS
  56,921   30,608    1,840   57,234   81,190  115,995  113,638   17,217   19,575

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,701)
   1,897    2,725     -436    4,656    5,230    6,117    7,520    1,584      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     23.0      1.4     43.0     60.9     87.1     85.3     12.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      34       28        3       37       25       73       54                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,245
COMMITMENTS
  19,370   20,377    1,313    1,391      555   22,074   22,245      171        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        990)
     443      694      395      148      -90      986      999        4       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.1     91.6      5.9      6.3      2.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        4        2        1       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,408
COMMITMENTS
  20,815    9,928      212   11,257   22,161   32,284   32,301      124      107

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,158)
    -205     -564      140    4,287    4,570    4,222    4,146      -64       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.2     30.6      0.7     34.7     68.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       10        1        6       20       15       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,686
COMMITMENTS
  26,614   11,018      252    8,771   24,312   35,637   35,582       49      104

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,856)
   1,555     -656     -297    3,632    5,857    4,890    4,904      -34      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.6     30.9      0.7     24.6     68.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8        1        4       13       13       22                  



Updated June 10, 2016