WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,801
COMMITMENTS
 101,398  144,614  155,835  225,100  185,363  482,332  485,812   46,469   42,989

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      4,160)
   5,532   -4,127      424    2,916    8,063    8,872    4,360   -4,712     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     27.3     29.5     42.6     35.1     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     128      143      156      118      119      350      326                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      239,811
COMMITMENTS
  73,850   72,780   40,769  105,134   99,617  219,753  213,166   20,059   26,645

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:       -908)
   4,515   -7,513     -145   -3,594    5,393      777   -2,265   -1,685    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     30.3     17.0     43.8     41.5     91.6     88.9      8.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      73       62       61       91       86      188      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,088,225
COMMITMENTS
 504,506  131,063  613,171  766,079  1064951  1883756  1809184  204,469  279,041

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     82,142)
  30,758  -16,042   54,166   -2,935   37,011   81,990   75,135      152    7,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      6.3     29.4     36.7     51.0     90.2     86.6      9.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      873)
     274      139      268      328      394      724      696                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,250
COMMITMENTS
   2,181    3,187    1,652    3,559    4,439    7,391    9,278    3,858    1,972

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -1,165)
     -57     -628     -437     -122      428     -616     -637     -550     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     28.3     14.7     31.6     39.5     65.7     82.5     34.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       16        9       16       12       33       35                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,302,943
COMMITMENTS
 302,930   51,974  465,446  459,657  662,330  1228032  1179750   74,911  123,193

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     49,053)
 -12,217   -7,223   53,660    7,496    5,378   48,939   51,815      115   -2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      4.0     35.7     35.3     50.8     94.3     90.5      5.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      743)
     274      166      261      219      268      598      599                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       35,079
COMMITMENTS
  13,314    4,834       44       60    9,706   13,418   14,584   21,661   20,495

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      1,004)
     579    1,192      -14       -6      503      559    1,681      445     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     13.8      0.1      0.2     27.7     38.3     41.6     61.7     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       16        3        4       25        8       44                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      460,812
COMMITMENTS
 112,884   46,249  123,386  186,231  262,058  422,501  431,694   38,310   29,118

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -6,612)
   5,171  -17,174     -308  -12,373   10,536   -7,509   -6,946      898      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     10.0     26.8     40.4     56.9     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
     109       64      117       90       82      263      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      733,707
COMMITMENTS
 151,611   80,431   84,442  315,042  414,227  551,095  579,101  182,612  154,607

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     65,485)
   4,019   18,877   26,647   29,705   17,157   60,370   62,681    5,114    2,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     11.0     11.5     42.9     56.5     75.1     78.9     24.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       32       42       64       76      123      130                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      618,717
COMMITMENTS
  56,750  143,281   17,710  405,224  385,575  479,684  546,566  139,033   72,151

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     10,851)
   4,185      175    1,189    4,843   12,897   10,217   14,261      635   -3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     23.2      2.9     65.5     62.3     77.5     88.3     22.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      14       17        8       58       53       78       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,128
COMMITMENTS
   2,565      626      740    1,423    3,613    4,728    4,979      400      149

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:       -302)
     -57     -508      265     -491      -33     -283     -276      -19      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     12.2     14.4     27.7     70.5     92.2     97.1      7.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        5        4        9       15       27       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      502,512
COMMITMENTS
 111,139   23,886  133,424  198,722  311,711  443,285  469,021   59,227   33,492

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     15,522)
  -1,869     -781    9,617    6,720    4,837   14,469   13,672    1,053    1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      4.8     26.6     39.5     62.0     88.2     93.3     11.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     108       56      102      103      106      269      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,976
COMMITMENTS
   2,181    1,468    1,072    5,028    6,884    8,280    9,424    2,696    1,552

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:         34)
      71       12      117     -167      -57       21       72       13      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     13.4      9.8     45.8     62.7     75.4     85.9     24.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       18       10       23       16       47       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,044,983
COMMITMENTS
 249,276  266,300   50,257  632,705  587,832  932,237  904,388  112,746  140,595

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     48,871)
 150,231  -37,978    2,275  -97,393   89,283   55,113   53,580   -6,241   -4,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     25.5      4.8     60.5     56.3     89.2     86.5     10.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      47       60       47       85      108      156      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,445,145
COMMITMENTS
 574,265  542,793  425,869  2065178  2023356  3065312  2992018  379,833  453,128

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:    248,015)
  89,536   56,771  104,570   39,961   84,506  234,067  245,846   13,948    2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     15.8     12.4     59.9     58.7     89.0     86.8     11.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      81       83      101      160      177      295      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      135,431
COMMITMENTS
  14,915   13,847      141   62,840   54,752   77,897   68,740   57,535   66,691

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -7,511)
   6,844     -444     -293  -10,625   -9,008   -4,074   -9,745   -3,438    2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     10.2      0.1     46.4     40.4     57.5     50.8     42.5     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        1       15       15       18       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,843,829
COMMITMENTS
 373,299  507,337  194,945  1985721  1800111  2553964  2502394  289,865  341,435

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     96,214)
  86,168    4,851   27,590  -45,553   74,596   68,204  107,037   28,010  -10,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     17.8      6.9     69.8     63.3     89.8     88.0     10.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      48       71       60      116      156      201      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      987,519
COMMITMENTS
  61,092  149,092  188,267  715,673  589,887  965,031  927,246   22,488   60,274

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     77,831)
  18,507   12,174   10,000   45,113   48,206   73,620   70,379    4,211    7,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     15.1     19.1     72.5     59.7     97.7     93.9      2.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      12       50       36       56       74       96      135                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       75,839
COMMITMENTS
  33,069   12,123    1,548   32,478   52,409   67,095   66,080    8,744    9,759

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      9,233)
   4,609   -3,181      628    3,861   11,814    9,097    9,261      136      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     16.0      2.0     42.8     69.1     88.5     87.1     11.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      40       24        9       42       33       87       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      151,679
COMMITMENTS
  66,138   24,246    3,095   64,956  104,819  134,190  132,160   17,489   19,518

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     18,466)
   9,217   -6,361    1,255    7,722   23,629   18,195   18,522      271      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     16.0      2.0     42.8     69.1     88.5     87.1     11.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      40       24        9       42       33       87       62                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       24,741
COMMITMENTS
  19,963   21,700    2,869    1,642        0   24,474   24,569      267      172

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      2,496)
     593    1,323    1,556      251     -555    2,400    2,324       96      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.7     87.7     11.6      6.6      0.0     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       11        5        2        0       25       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,063
COMMITMENTS
  15,616   10,982      261   10,948   15,580   26,825   26,823      238      240

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -5,345)
  -5,199    1,054       49     -309   -6,581   -5,459   -5,478      114      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.7     40.6      1.0     40.5     57.6     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12        1        6       19       16       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,319
COMMITMENTS
  14,700   10,521       57   11,498   15,651   26,255   26,229       64       90

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -9,367)
 -11,914     -497     -195    2,727   -8,661   -9,382   -9,353       15      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9     40.0      0.2     43.7     59.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        7        1        4       10       14       18                  



Updated June 17, 2016