WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      520,417
COMMITMENTS
  98,832  192,489  140,343  231,351  141,271  470,526  474,103   49,891   46,315

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     50,932)
  -1,374   18,047   29,669   22,564    1,485   50,860   49,202       72    1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     37.0     27.0     44.5     27.1     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     156      138      141      127      106      354      325                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      238,479
COMMITMENTS
  75,397   92,031   39,136  102,571   82,425  217,103  213,591   21,376   24,887

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      9,887)
   3,563    3,544    3,290    2,042    3,185    8,895   10,019      992     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     38.6     16.4     43.0     34.6     91.0     89.6      9.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      64       71       61       86       77      179      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,788,889
COMMITMENTS
 377,259  164,578  496,282  749,548  865,313  1623089  1526173  165,800  262,716

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     18,775)
 -50,812   26,824   53,702   22,622  -67,054   25,512   13,472   -6,737    5,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      9.2     27.7     41.9     48.4     90.7     85.3      9.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     211      146      235      329      355      655      638                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,894
COMMITMENTS
   2,177    3,140    1,286    3,946    4,038    7,409    8,465    3,485    2,430

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:         74)
      -5       26     -173      157     -191      -21     -338       95      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     28.8     11.8     36.2     37.1     68.0     77.7     32.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       15        5       17       12       32       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,072,802
COMMITMENTS
 262,081   57,691  340,914  411,272  557,716  1014267  956,321   58,534  116,481

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -27,244)
 -18,544    9,494   -7,149    5,711  -29,159  -19,982  -26,814   -7,262     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      5.4     31.8     38.3     52.0     94.5     89.1      5.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      710)
     249      160      230      217      266      563      565                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,209
COMMITMENTS
   9,825    4,650       21        8   10,278    9,854   14,949   24,355   19,260

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        180)
     746      -35      -33       -4      297      709      229     -529      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     13.6      0.1      0.0     30.0     28.8     43.7     71.2     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        4        3       27        8       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      401,688
COMMITMENTS
  83,650   72,349   87,216  197,714  208,872  368,580  368,437   33,108   33,251

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -2,915)
  -1,878   13,705   -5,589    6,615  -14,859     -852   -6,743   -2,063    3,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     18.0     21.7     49.2     52.0     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      79       86      105       87       78      233      221                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      696,024
COMMITMENTS
 166,482   74,527   79,025  287,130  390,233  532,637  543,785  163,387  152,239

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     29,476)
  31,344    5,210   11,775   -9,741    9,334   33,378   26,318   -3,902    3,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     10.7     11.4     41.3     56.1     76.5     78.1     23.5     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      45       28       43       65       69      127      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      582,316
COMMITMENTS
  54,772  133,777    6,290  377,192  355,173  438,254  495,240  144,062   87,076

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,574)
   4,131   -9,967   -1,594   -7,459   -4,812   -4,922  -16,373    3,348   14,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     23.0      1.1     64.8     61.0     75.3     85.0     24.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       10        8       50       52       68       66                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| 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
   2,601      683      968    1,314    3,335    4,883    4,986      272      169

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        214)
     272      -27       92      -83      151      281      216      -67       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.5     13.2     18.8     25.5     64.7     94.7     96.7      5.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        5        4       10       13       28       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      455,064
COMMITMENTS
 102,225   22,489  107,726  195,651  293,682  405,602  423,898   49,462   31,166

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,380)
  -1,705    1,773   -2,319    1,682   -3,618   -2,342   -4,163   -2,038     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      4.9     23.7     43.0     64.5     89.1     93.2     10.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      97       49       86       95       96      241      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,302
COMMITMENTS
   2,218    2,158      989    5,083    5,498    8,291    8,645    2,011    1,657

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:         79)
     162      322      149        2     -344      313      126     -234      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     20.9      9.6     49.3     53.4     80.5     83.9     19.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19       21       10       22       15       47       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,120,584
COMMITMENTS
 340,309  236,282   41,304  604,748  701,587  986,361  979,174  134,223  141,411

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    114,850)
  99,840   11,875       35     -598   92,169   99,277  104,079   15,573   10,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     21.1      3.7     54.0     62.6     88.0     87.4     12.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      47       63       40       91      108      164      185                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,475,741
COMMITMENTS
 627,173  540,312  380,913  2090877  2124121  3098964  3045346  376,778  430,395

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     21,376)
   3,185  -34,015    4,738   28,581   59,670   36,504   30,394  -15,128   -9,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     15.5     11.0     60.2     61.1     89.2     87.6     10.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      83       86      104      166      176      308      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      139,287
COMMITMENTS
  19,542   13,472      343   63,739   54,802   83,624   68,617   55,663   70,670

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,231)
  -4,856    2,361      226   -6,994  -11,639  -11,623   -9,052    7,392    4,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      9.7      0.2     45.8     39.3     60.0     49.3     40.0     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       17       14       20       17                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,805,426
COMMITMENTS
 372,261  567,956  119,092  2035999  1777976  2527352  2465023  278,074  340,403

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -32,005)
 -43,941   61,189  -21,556   47,916  -89,332  -17,581  -49,699  -14,423   17,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     20.2      4.2     72.6     63.4     90.1     87.9      9.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      48       63       52      110      149      188      234                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      837,890
COMMITMENTS
  75,055  120,056  178,607  564,575  489,972  818,237  788,636   19,652   49,254

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:   -119,050)
 -19,666   -6,265  -13,175  -82,165  -97,194 -115,006 -116,634   -4,044   -2,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     14.3     21.3     67.4     58.5     97.7     94.1      2.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      14       46       37       47       64       87      124                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,850
COMMITMENTS
  27,693    4,873      764   15,228   36,434   43,686   42,071    7,164    8,779

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      2,471)
   2,798      232       14     -375     -377    2,437     -131       34    2,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5      9.6      1.5     29.9     71.6     85.9     82.7     14.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       19        5       23       29       63       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,700
COMMITMENTS
  55,386    9,747    1,529   30,456   72,867   87,371   84,143   14,329   17,557

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      4,942)
   5,595      465       28     -749     -754    4,874     -261       67    5,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5      9.6      1.5     29.9     71.6     85.9     82.7     14.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       19        5       23       29       63       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,466
COMMITMENTS
  13,739   15,515      909    1,697        0   16,345   16,424      121       42

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        233)
     287      220       13        0        0      300      233      -67        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.4     94.2      5.5     10.3      0.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      24        8        2        2        0       27        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,914
COMMITMENTS
  14,324   10,664      278   11,223   14,861   25,825   25,803       89      111

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        205)
      52      649        0      140     -457      192      192       13       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.3     41.2      1.1     43.3     57.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       16        1        5       18       12       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,769
COMMITMENTS
  18,163    9,597       49    8,511   17,061   26,723   26,707       46       62

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,901)
   2,984     -156        0   -1,080    2,087    1,904    1,931       -3      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.9     35.9      0.2     31.8     63.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       10        1        4       10       14       21                  



Updated July 8, 2016