WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      545,083
COMMITMENTS
 105,571  208,015  159,304  227,979  133,917  492,854  501,237   52,229   43,846

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     24,666)
   6,739   15,527   18,961   -3,372   -7,354   22,328   27,134    2,337   -2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     38.2     29.2     41.8     24.6     90.4     92.0      9.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
     161      153      140      134      115      373      341                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      241,613
COMMITMENTS
  75,114   92,331   40,860  104,989   84,307  220,963  217,497   20,650   24,116

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      3,134)
    -283      300    1,724    2,418    1,882    3,860    3,906     -726     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     38.2     16.9     43.5     34.9     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      72       70       67       88       78      190      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,805,645
COMMITMENTS
 343,600  217,225  514,465  771,482  816,737  1629548  1548427  176,097  257,217

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     16,756)
 -33,658   52,647   18,183   21,934  -48,576    6,459   22,254   10,297   -5,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     12.0     28.5     42.7     45.2     90.2     85.8      9.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      785)
     206      149      228      328      352      646      631                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,684
COMMITMENTS
   2,481    3,138    1,279    3,723    4,279    7,483    8,697    3,201    1,988

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:       -210)
     303       -2       -7     -222      241       74      232     -284     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     29.4     12.0     34.9     40.1     70.0     81.4     30.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       14        5       17       13       32       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,119,086
COMMITMENTS
 251,522   62,713  375,923  430,001  569,016  1057445  1007651   61,641  111,436

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     46,285)
 -10,560    5,022   35,009   18,728   11,300   43,178   51,330    3,107   -5,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      5.6     33.6     38.4     50.8     94.5     90.0      5.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     232      186      240      226      273      579      586                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,201
COMMITMENTS
  10,043    4,676       17       11   10,356   10,071   15,049   24,130   19,152

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -8)
     218       26       -4        3       78      217      100     -225     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     13.7      0.0      0.0     30.3     29.4     44.0     70.6     56.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       16        4        5       27       10       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      397,428
COMMITMENTS
  80,773   72,428   80,870  203,730  213,736  365,373  367,034   32,055   30,393

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -4,261)
  -2,877       79   -6,346    6,016    4,865   -3,207   -1,403   -1,053   -2,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     18.2     20.3     51.3     53.8     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      79       86       96       91       77      230      216                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,214
COMMITMENTS
 178,867   72,669   81,100  306,752  408,325  566,719  562,094  157,495  162,120

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     28,191)
  12,386   -1,858    2,075   19,622   18,092   34,082   18,309   -5,892    9,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     10.0     11.2     42.4     56.4     78.3     77.6     21.7     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      44       35       48       63       74      131      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      584,724
COMMITMENTS
  59,028  136,707    7,342  375,991  359,004  442,361  503,053  142,363   81,671

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,409)
   4,256    2,930    1,052   -1,201    3,831    4,107    7,813   -1,699   -5,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     23.4      1.3     64.3     61.4     75.7     86.0     24.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      17       11        9       50       52       70       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,953
COMMITMENTS
   2,520      646      872    1,231    3,342    4,623    4,860      330       93

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:       -202)
     -81      -37      -96      -83        7     -260     -126       58      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9     13.0     17.6     24.9     67.5     93.3     98.1      6.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        4       11       15       27       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      457,297
COMMITMENTS
 101,445   19,148  108,977  197,126  298,331  407,548  426,457   49,749   30,840

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,233)
    -780   -3,341    1,251    1,475    4,649    1,946    2,559      287     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      4.2     23.8     43.1     65.2     89.1     93.3     10.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      98       42       85       93       91      237      187                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| 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
   2,175    2,132      990    5,102    5,478    8,268    8,600    2,034    1,701

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          0)
     -43      -26        1       19      -20      -23      -45       23       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     20.7      9.6     49.5     53.2     80.3     83.5     19.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       20       10       21       15       46       40                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,055,058
COMMITMENTS
 267,648  229,067   51,200  614,940  636,772  933,788  917,039  121,269  138,018

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -65,527)
 -72,661   -7,215    9,897   10,191  -64,815  -52,573  -62,134  -12,954   -3,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     21.7      4.9     58.3     60.4     88.5     86.9     11.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      50       66       42       94      104      172      184                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,559,653
COMMITMENTS
 619,553  504,851  374,727  2169494  2249569  3163774  3129147  395,878  430,506

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     83,911)
  -7,620  -35,461   -6,186   78,617  125,447   64,811   83,801   19,101      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     14.2     10.5     60.9     63.2     88.9     87.9     11.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
      94       77      102      159      177      301      308                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      153,788
COMMITMENTS
  24,714   13,368      275   73,634   69,631   98,623   83,274   55,165   70,514

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     14,501)
   5,172     -104      -68    9,895   14,829   14,999   14,657     -498     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      8.7      0.2     47.9     45.3     64.1     54.1     35.9     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       17       15       21       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,898,766
COMMITMENTS
 433,734  571,165  126,598  2055291  1858933  2615623  2556696  283,143  342,070

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     93,340)
  61,473    3,210    7,506   19,293   80,957   88,271   91,673    5,069    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     19.7      4.4     70.9     64.1     90.2     88.2      9.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      56       66       58      116      158      203      251                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      815,533
COMMITMENTS
  59,876   80,961  181,769  553,940  504,486  795,585  767,215   19,948   48,318

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -22,356)
 -15,179  -39,096    3,162  -10,635   14,513  -22,652  -21,420      296     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      9.9     22.3     67.9     61.9     97.6     94.1      2.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      13       44       34       50       66       86      122                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,397
COMMITMENTS
  31,241    6,361      607   17,198   39,641   49,046   46,609    8,352   10,788

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,547)
   3,548    1,488     -157    1,970    3,208    5,360    4,538    1,187    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4     11.1      1.1     30.0     69.1     85.4     81.2     14.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       18        4       26       29       65       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,794
COMMITMENTS
  62,482   12,722    1,214   34,395   79,283   98,091   93,218   16,703   21,576

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     13,094)
   7,096    2,975     -315    3,939    6,415   10,720    9,076    2,374    4,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4     11.1      1.1     30.0     69.1     85.4     81.2     14.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       18        4       26       29       65       48                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,624
COMMITMENTS
  13,913   15,720      872    1,697        0   16,482   16,592      142       32

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        158)
     174      205      -37        0        0      137      168       21      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.7     94.6      5.2     10.2      0.0     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      22        8        2        2        0       25        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,886
COMMITMENTS
  13,188   10,337      278   11,316   14,180   24,782   24,795      104       91

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -1,028)
  -1,136     -327        0       93     -681   -1,043   -1,008       15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     41.5      1.1     45.5     57.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       17        1        5       19       12       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,563
COMMITMENTS
  19,511    8,915       49    7,926   18,528   27,486   27,492       77       71

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        794)
   1,348     -682        0     -585    1,467      763      785       31        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.8     32.3      0.2     28.8     67.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        8        1        3       11       14       20                  



Updated July 15, 2016