WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      469,486
COMMITMENTS
 100,205  174,441  110,674  208,787  139,785  419,666  424,901   49,819   44,585

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -64,123)
   2,658   20,236  -46,642  -22,635  -38,862  -66,619  -65,268    2,495    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     37.2     23.6     44.5     29.8     89.4     90.5     10.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     121      138      120      121      108      320      299                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,591
COMMITMENTS
  71,834   88,487   35,846  100,529   79,240  208,208  203,573   20,383   25,019

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -14,377)
  -1,465    9,725   -6,751   -5,734  -15,262  -13,950  -12,287     -427   -2,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     38.7     15.7     44.0     34.7     91.1     89.1      8.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       67       54       93       76      179      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,770,114
COMMITMENTS
 428,071  137,754  442,580  726,926  932,367  1597577  1512701  172,537  257,413

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:   -275,705)
 -70,610  -16,218 -127,179  -71,437 -108,483 -269,226 -251,880   -6,479  -23,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      7.8     25.0     41.1     52.7     90.3     85.5      9.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      819)
     241      126      241      333      379      678      660                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,821
COMMITMENTS
   2,182    3,114    1,459    3,789    4,229    7,430    8,802    3,390    2,018

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -629)
      20      501     -297      -90     -590     -367     -386     -262     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     28.8     13.5     35.0     39.1     68.7     81.3     31.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14       15        8       16       12       33       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,100,046
COMMITMENTS
 280,625   48,197  348,063  405,561  586,874  1034249  983,135   65,797  116,911

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:   -182,090)
  -8,377   -5,156 -110,058  -57,795  -62,539 -176,230 -177,753   -5,861   -4,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      4.4     31.6     36.9     53.3     94.0     89.4      6.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     245      150      223      226      270      570      555                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,029
COMMITMENTS
   9,079    4,685       54       12    9,981    9,145   14,720   24,884   19,309

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -713)
    -390     -103       31        0      192     -359      120     -354     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     13.8      0.2      0.0     29.3     26.9     43.3     73.1     56.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        1        4       27        7       44                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      404,603
COMMITMENTS
  85,528   58,644   92,805  191,099  223,731  369,432  375,180   35,171   29,423

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -43,287)
 -10,744    5,561  -24,270   -7,653  -24,678  -42,667  -43,387     -620      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     14.5     22.9     47.2     55.3     91.3     92.7      8.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      80       78      109       91       80      240      226                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      666,548
COMMITMENTS
 135,138   69,318   67,250  296,871  380,899  499,259  517,467  167,289  149,081

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -71,272)
 -29,345    5,063  -21,575  -14,540  -50,299  -65,460  -66,811   -5,813   -4,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     10.4     10.1     44.5     57.1     74.9     77.6     25.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      36       27       35       61       68      112      115                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,890
COMMITMENTS
  50,641  143,744    7,884  384,650  359,985  443,175  511,613  140,715   72,277

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -9,988)
  -1,384    6,129   -1,010   -3,924  -16,123   -6,318  -11,004   -3,670    1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     24.6      1.4     65.9     61.7     75.9     87.6     24.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       16        9       52       52       71       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,941
COMMITMENTS
   2,329      710      876    1,397    3,184    4,602    4,770      339      171

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -214)
    -170      135        6      -55     -347     -219     -206        5       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     14.4     17.7     28.3     64.4     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        6        4       10       13       28       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      459,444
COMMITMENTS
 103,930   20,716  110,045  193,969  297,300  407,944  428,061   51,499   31,383

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -46,930)
  -3,539   -2,485  -26,379  -10,620  -17,114  -40,537  -45,978   -6,393     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      4.5     24.0     42.2     64.7     88.8     93.2     11.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      91       54       87       99      101      244      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,223
COMMITMENTS
   2,057    1,836      840    5,081    5,842    7,978    8,519    2,245    1,704

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -813)
     -31      427     -220     -173   -1,001     -424     -794     -389      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     18.0      8.2     49.7     57.1     78.0     83.3     22.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       18       10       22       16       46       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,005,734
COMMITMENTS
 240,469  224,407   41,269  605,347  609,419  887,084  875,095  118,650  130,640

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -48,987)
 -30,643   -6,640  -10,396      494  -19,774  -40,545  -36,810   -8,442  -12,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     22.3      4.1     60.2     60.6     88.2     87.0     11.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      44       57       42       86      103      157      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,454,366
COMMITMENTS
 623,989  574,326  376,175  2062297  2064451  3062460  3014952  391,906  439,414

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -81,639)
 -57,683    5,800  -37,640   16,319  -35,311  -79,003  -67,151   -2,636  -14,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     16.6     10.9     59.7     59.8     88.7     87.3     11.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      74       83       96      163      173      294      295                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      143,518
COMMITMENTS
  24,398   11,111      117   70,733   66,441   95,247   77,669   48,271   65,850

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -5,762)
   2,404     -105      -35     -112   -3,063    2,256   -3,203   -8,019   -2,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      7.7      0.1     49.3     46.3     66.4     54.1     33.6     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        1       18       17       22       20                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,837,431
COMMITMENTS
 416,202  506,767  140,648  1988083  1867307  2544933  2514722  292,497  322,708

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:   -151,928)
 -66,989  -16,917  -59,162  -34,390  -65,641 -160,541 -141,720    8,613  -10,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     17.9      5.0     70.1     65.8     89.7     88.6     10.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      48       57       52      110      156      188      235                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      956,940
COMMITMENTS
  94,721  126,321  191,782  646,740  587,166  933,243  905,269   23,696   51,671

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -66,388)
  12,336  -20,424   -2,664  -77,172  -38,972  -67,500  -62,060    1,112   -4,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     13.2     20.0     67.6     61.4     97.5     94.6      2.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      19       42       34       51       69       89      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,379
COMMITMENTS
  24,896    4,641      750   15,603   36,811   41,248   42,202    7,131    6,177

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -8,910)
  -7,490   -6,013      -67     -180   -1,251   -7,738   -7,332   -1,172   -1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.5      9.6      1.6     32.3     76.1     85.3     87.2     14.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       18        5       27       31       62       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,758
COMMITMENTS
  49,791    9,282    1,500   31,205   73,622   82,497   84,404   14,262   12,354

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -17,821)
 -14,981  -12,027     -135     -360   -2,502  -15,476  -14,664   -2,345   -3,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.5      9.6      1.6     32.3     76.1     85.3     87.2     14.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       18        5       27       31       62       51                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,233
COMMITMENTS
  13,452   15,295      896    1,697        0   16,045   16,191      188       42

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,573)
  -3,679   -3,670       71       55        0   -3,553   -3,599      -20       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.9     94.2      5.5     10.5      0.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      23        7        2        2        0       26        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,709
COMMITMENTS
  14,272   10,015      278   11,083   15,318   25,633   25,611       76       98

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,043)
  -1,244     -848       30      200     -228   -1,014   -1,046      -29        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.5     39.0      1.1     43.1     59.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       15        1        5       20       14       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,868
COMMITMENTS
  15,179    9,753       49    9,591   14,974   24,819   24,776       49       92

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,288)
     250     -860       -6   -1,481     -439   -1,237   -1,305      -51       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.0     39.2      0.2     38.6     60.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        9        1        5        9       14       19                  



Updated July 1, 2016