WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      533,609
COMMITMENTS
  97,547  154,206  157,316  231,422  178,647  486,285  490,169   47,324   43,440

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,808)
  -3,850    9,591    1,481    6,322   -6,716    3,953    4,357      855      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     28.9     29.5     43.4     33.5     91.1     91.9      8.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     129      139      145      123      113      345      314                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,968
COMMITMENTS
  73,299   78,762   42,596  106,263   94,502  222,158  215,860   20,810   27,108

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,157)
    -551    5,982    1,827    1,129   -5,115    2,405    2,694      752      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     32.4     17.5     43.7     38.9     91.4     88.8      8.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      63       62       57       91       82      177      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,045,819
COMMITMENTS
 498,681  153,972  569,759  798,363  1040850  1866803  1764581  179,016  281,238

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -42,406)
  -5,826   22,909  -43,412   32,285  -24,101  -16,953  -44,604  -25,453    2,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      7.5     27.8     39.0     50.9     91.2     86.3      8.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      865)
     256      144      271      351      401      734      708                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,449
COMMITMENTS
   2,162    2,613    1,756    3,879    4,819    7,797    9,188    3,653    2,261

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        200)
     -19     -575      105      320      380      405      -89     -206      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     22.8     15.3     33.9     42.1     68.1     80.3     31.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14       11        7       14       11       30       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,282,136
COMMITMENTS
 289,002   53,353  458,121  463,356  649,413  1210479  1160888   71,657  121,249

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -20,807)
 -13,928    1,379   -7,325    3,700  -12,917  -17,553  -18,863   -3,253   -1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      4.2     35.7     36.1     50.7     94.4     90.5      5.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      746)
     261      174      262      232      277      609      606                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,742
COMMITMENTS
   9,469    4,788       23       12    9,789    9,504   14,600   25,238   20,142

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -337)
  -3,845      -46      -21      -48       83   -3,914       16    3,577     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     13.8      0.1      0.0     28.2     27.4     42.0     72.6     58.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       16        1        5       26        8       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      447,890
COMMITMENTS
  96,272   53,083  117,076  198,752  248,409  412,099  418,567   35,790   29,323

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -12,922)
 -16,612    6,834   -6,311   12,521  -13,650  -10,402  -13,127   -2,520      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     11.9     26.1     44.4     55.5     92.0     93.5      8.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      88       76      108       92       86      251      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,820
COMMITMENTS
 164,483   64,255   88,825  311,411  431,198  564,718  584,278  173,102  153,542

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,112)
  12,872  -16,176    4,383   -3,631   16,970   13,623    5,177   -9,511   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      8.7     12.0     42.2     58.4     76.5     79.2     23.5     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      43       30       43       67       79      128      134                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      593,878
COMMITMENTS
  52,025  137,615    8,894  388,574  376,108  449,493  522,617  144,384   71,260

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -24,839)
  -4,725   -5,666   -8,815  -16,650   -9,467  -30,191  -23,949    5,351     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     23.2      1.5     65.4     63.3     75.7     88.0     24.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      13       15        7       54       51       72       68                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,155
COMMITMENTS
   2,499      575      870    1,452    3,531    4,821    4,976      334      179

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         27)
     -66      -51      130       29      -82       93       -3      -66       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     11.2     16.9     28.2     68.5     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        4        3        9       13       25       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      506,374
COMMITMENTS
 107,469   23,200  136,424  204,588  314,414  448,482  474,038   57,892   32,336

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,862)
  -3,670     -685    3,000    5,867    2,703    5,197    5,018   -1,335   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      4.6     26.9     40.4     62.1     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     101       53      100      108      110      269      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,036
COMMITMENTS
   2,087    1,409    1,061    5,254    6,843    8,402    9,313    2,634    1,722

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         60)
     -93      -59      -11      226      -40      122     -111      -62      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     12.8      9.6     47.6     62.0     76.1     84.4     23.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       16        8       23       16       45       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,054,722
COMMITMENTS
 271,112  231,048   51,665  604,853  629,193  927,629  911,905  127,093  142,817

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      9,739)
  21,836  -35,253    1,408  -27,853   41,361   -4,608    7,517   14,347    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     21.9      4.9     57.3     59.7     88.0     86.5     12.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      57       54       46       83       97      162      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,536,005
COMMITMENTS
 681,671  568,526  413,815  2045977  2099762  3141463  3082103  394,542  453,902

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     90,859)
 107,406   25,733  -12,054  -19,201   76,407   76,151   90,085   14,709      774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     16.1     11.7     57.9     59.4     88.8     87.2     11.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      98       69      103      162      179      304      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      149,281
COMMITMENTS
  21,994   11,216      152   70,845   69,504   92,991   80,872   56,290   68,409

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     13,849)
   7,079   -2,631       11    8,005   14,752   15,094   12,132   -1,245    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      7.5      0.1     47.5     46.6     62.3     54.2     37.7     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        1       17       18       21       21                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,989,359
COMMITMENTS
 483,191  523,684  199,810  2022473  1932948  2705474  2656442  283,885  332,916

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    145,530)
 109,892   16,347    4,865   36,752  132,837  151,510  154,049   -5,980   -8,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     17.5      6.7     67.7     64.7     90.5     88.9      9.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      58       68       64      121      167      217      261                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,023,327
COMMITMENTS
  82,385  146,745  194,446  723,912  626,138  1000743  967,329   22,584   55,999

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     35,808)
  21,294   -2,347    6,180    8,239   36,251   35,712   40,083       96   -4,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     14.3     19.0     70.7     61.2     97.8     94.5      2.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      17       47       36       52       74       92      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,290
COMMITMENTS
  32,386   10,654      817   15,783   38,062   48,986   49,534    8,303    7,756

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -18,550)
    -683   -1,469     -730  -16,695  -14,347  -18,109  -16,546     -441   -2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.5     18.6      1.4     27.5     66.4     85.5     86.5     14.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      39       22        6       23       29       65       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,579
COMMITMENTS
  64,772   21,309    1,635   31,566   76,124   97,972   99,067   16,607   15,512

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -37,100)
  -1,366   -2,938   -1,461  -33,391  -28,695  -36,218  -33,093     -882   -4,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.5     18.6      1.4     27.5     66.4     85.5     86.5     14.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      39       22        6       23       29       65       54                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,806
COMMITMENTS
  17,131   18,965      825    1,642        0   19,598   19,790      208       16

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -4,935)
  -2,832   -2,735   -2,044        0        0   -4,876   -4,779      -59     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.5     95.8      4.2      8.3      0.0     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        2        2        0       24       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,752
COMMITMENTS
  15,516   10,863      248   10,883   15,546   26,647   26,657      105       95

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -311)
    -100     -119      -13      -65      -34     -178     -166     -133     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.0     40.6      0.9     40.7     58.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       13        1        5       20       15       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,156
COMMITMENTS
  14,929   10,613       55   11,072   15,413   26,056   26,081      100       75

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -163)
     229       92       -2     -426     -238     -199     -148       36      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1     40.6      0.2     42.3     58.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        9        1        4       10       11       20                  



Updated June 24, 2016