WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      561,410
COMMITMENTS
 111,544  225,772  165,951  227,979  123,401  505,474  515,124   55,936   46,285

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -5,890)
     305   10,747   -7,415      230   -9,659   -6,879   -6,326      989      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     40.2     29.6     40.6     22.0     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      482)
     163      149      140      140      115      381      337                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      257,976
COMMITMENTS
  72,066   91,703   47,691  114,782   94,113  234,538  233,507   23,438   24,470

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     10,356)
  -1,169      212    4,774    5,729    5,393    9,334   10,379    1,022      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     35.5     18.5     44.5     36.5     90.9     90.5      9.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      71       72       70       97       82      203      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,759,784
COMMITMENTS
 325,132  264,730  500,517  752,848  735,409  1578497  1500656  181,287  259,128

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -66,517)
 -13,949   29,300  -44,909  -13,320  -54,444  -72,177  -70,053    5,661    3,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     15.0     28.4     42.8     41.8     89.7     85.3     10.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     214      160      231      337      338      664      628                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,853
COMMITMENTS
   2,844    3,130    1,409    3,869    4,506    8,122    9,045    2,731    1,808

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        211)
     243      -34       81      137      175      461      222     -250      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     28.8     13.0     35.6     41.5     74.8     83.3     25.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       15        8       17       13       38       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      969,840
COMMITMENTS
 213,946   57,571  298,677  396,406  504,189  909,029  860,437   60,811  109,403

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:   -149,101)
 -17,721   -5,383  -80,551  -49,964  -63,414 -148,235 -149,348     -866      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      5.9     30.8     40.9     52.0     93.7     88.7      6.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      682)
     226      151      228      221      265      554      548                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,704
COMMITMENTS
   9,345    4,437        5       15   10,794    9,365   15,236   24,339   18,468

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -656)
    -746     -466       -4        2      350     -748     -120       92     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     13.2      0.0      0.0     32.0     27.8     45.2     72.2     54.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2       15        2        4       29        7       45                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      405,977
COMMITMENTS
  83,275   80,967   84,121  204,818  208,909  372,214  373,997   33,764   31,981

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -39)
    -349    5,109      245   -1,995   -6,929   -2,099   -1,575    2,061    1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     19.9     20.7     50.5     51.5     91.7     92.1      8.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      77      101       99       90       82      236      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      669,095
COMMITMENTS
 170,040   71,792   55,893  284,771  396,453  510,704  524,138  158,391  144,957

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -62,402)
   1,154   -3,298  -29,980  -26,879  -23,675  -55,705  -56,953   -6,697   -5,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     10.7      8.4     42.6     59.3     76.3     78.3     23.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      40       30       39       61       70      121      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      604,021
COMMITMENTS
  66,455  144,635    8,172  399,120  369,440  473,747  522,247  130,274   81,774

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     13,464)
  -2,520    5,454      343   23,056   12,075   20,878   17,871   -7,414   -4,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     23.9      1.4     66.1     61.2     78.4     86.5     21.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      17       14       11       50       51       74       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,436
COMMITMENTS
   1,896      272    1,063    1,280    2,996    4,239    4,331      197      105

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -590)
    -656     -252      135      -37     -450     -558     -567      -32      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7      6.1     24.0     28.9     67.5     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        4       10       14       23       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      432,075
COMMITMENTS
  97,926   23,163   89,788  196,729  290,924  384,444  403,876   47,631   28,199

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -23,017)
  -1,935      537  -17,281   -4,522   -4,732  -23,738  -21,476      721   -1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      5.4     20.8     45.5     67.3     89.0     93.5     11.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      81       47       82       96       90      227      183                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,436
COMMITMENTS
   1,882    3,066      884    5,396    4,572    8,162    8,521    2,275    1,915

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -283)
    -225      663     -271      102     -831     -394     -439      110      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     29.4      8.5     51.7     43.8     78.2     81.7     21.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       27        9       20       15       42       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,083,374
COMMITMENTS
 257,457  265,039   43,443  657,217  630,709  958,117  939,191  125,256  144,183

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     18,100)
  10,979   28,607   -2,021    8,179  -11,817   17,137   14,769      963    3,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     24.5      4.0     60.7     58.2     88.4     86.7     11.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      56       56       40       96      109      171      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,167,579
COMMITMENTS
 565,124  423,986  278,815  1921041  2014981  2764981  2717783  402,598  449,796

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:   -275,339)
   5,878  -51,016  -84,249 -209,112 -135,587 -287,483 -270,852   12,144   -4,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     13.4      8.8     60.6     63.6     87.3     85.8     12.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      87       75       97      141      162      272      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      175,292
COMMITMENTS
  30,968   13,960      195   90,254   88,815  121,417  102,970   53,875   72,322

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,391)
   6,134      672     -283    1,295    9,686    7,146   10,074     -754   -3,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      8.0      0.1     51.5     50.7     69.3     58.7     30.7     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        1       20       16       25       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,818,049
COMMITMENTS
 365,204  568,215  106,506  2069573  1813877  2541283  2488598  276,766  329,451

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -43,821)
 -19,961    9,042  -27,251    3,142  -24,118  -44,071  -42,327      249   -1,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     20.2      3.8     73.4     64.4     90.2     88.3      9.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      43       78       57      112      153      193      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      868,224
COMMITMENTS
  52,511   94,293  198,353  597,217  524,945  848,081  817,590   20,144   50,634

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     33,943)
   8,038   -3,268    6,098   21,264   28,215   35,400   31,044   -1,457    2,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     10.9     22.8     68.8     60.5     97.7     94.2      2.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      16       40       36       52       63       91      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,400
COMMITMENTS
  41,663    8,039      366   16,930   49,707   58,959   58,113    9,440   10,287

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,394)
   2,975      903       91     -354    4,724    2,713    5,717    1,681   -1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.9     11.8      0.5     24.8     72.7     86.2     85.0     13.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      45       28        4       24       30       73       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      136,799
COMMITMENTS
  83,326   16,079      733   33,860   99,414  117,919  116,226   18,881   20,574

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      8,787)
   5,951    1,805      182     -707    9,447    5,425   11,435    3,362   -2,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.9     11.8      0.5     24.8     72.7     86.2     85.0     13.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      45       28        4       24       30       73       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,170
COMMITMENTS
  12,301   14,462      694    1,977        0   14,972   15,156      198       14

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,265)
  -1,141   -1,109     -141        0        0   -1,282   -1,250       17      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.1     95.3      4.6     13.0      0.0     98.7     99.9      1.3      0.1

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 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,084
COMMITMENTS
  13,369    9,326      241   11,335   15,409   24,945   24,976      139      108

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -318)
    -952     -987      -37      690      739     -299     -285      -19      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3     37.2      1.0     45.2     61.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11        1        5       16       13       28                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,817
COMMITMENTS
  22,750    8,504       49   10,922   25,198   33,721   33,751       96       66

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,005)
   1,160     -365        0    2,828    4,397    3,988    4,032       17      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.3     25.1      0.1     32.3     74.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       10        1        5       10       16       21                  



Updated July 29, 2016