WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      585,850
COMMITMENTS
 117,471  228,395  178,356  231,608  131,716  527,435  538,467   58,415   47,383

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     24,441)
   5,927    2,623   12,404    3,630    8,315   21,962   23,343    2,479    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     39.0     30.4     39.5     22.5     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     172      146      148      140      117      390      346                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,519
COMMITMENTS
  69,515   90,108   48,149  115,004   92,489  232,669  230,746   23,849   25,772

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,458)
  -2,550   -1,595      459      222   -1,624   -1,869   -2,760      411    1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     35.1     18.8     44.8     36.1     90.7     90.0      9.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       69       71       92       81      195      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,812,322
COMMITMENTS
 325,461  304,173  533,615  768,838  715,611  1627914  1553399  184,408  258,923

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     52,538)
     329   39,442   33,098   15,990  -19,798   49,417   52,742    3,121     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     16.8     29.4     42.4     39.5     89.8     85.7     10.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      807)
     219      164      238      342      341      679      641                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,898
COMMITMENTS
   2,574    3,413      982    4,549    4,715    8,105    9,109    2,794    1,789

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         46)
    -270      283     -428      680      209      -17       64       63      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     31.3      9.0     41.7     43.3     74.4     83.6     25.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       19        9       17       12       37       35                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      957,855
COMMITMENTS
 200,607   62,116  302,345  396,793  485,977  899,745  850,438   58,111  107,417

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -11,984)
 -13,339    4,545    3,669      386  -18,212   -9,284   -9,998   -2,700   -1,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      6.5     31.6     41.4     50.7     93.9     88.8      6.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      675)
     225      155      232      205      258      532      553                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,379
COMMITMENTS
   9,839    4,224       38       11   10,979    9,888   15,241   23,491   18,138

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -325)
     494     -213       33       -4      185      523        5     -848     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     12.7      0.1      0.0     32.9     29.6     45.7     70.4     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4       14        2        4       30        8       46                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      401,307
COMMITMENTS
  84,139   78,375   87,559  196,763  203,210  368,462  369,144   32,845   32,163

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,671)
     864   -2,592    3,439   -8,055   -5,699   -3,752   -4,853     -919      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     19.5     21.8     49.0     50.6     91.8     92.0      8.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      85       93       97       88       79      236      217                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      674,323
COMMITMENTS
 138,965   71,360   65,287  315,480  381,135  519,732  517,783  154,591  156,541

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      5,228)
 -31,075     -431    9,394   30,710  -15,318    9,028   -6,355   -3,800   11,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     10.6      9.7     46.8     56.5     77.1     76.8     22.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      37       30       38       67       74      124      122                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      602,381
COMMITMENTS
  45,569  144,390    9,045  409,498  368,088  464,112  521,523  138,269   80,858

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,641)
 -20,886     -246      872   10,378   -1,351   -9,635     -725    7,995     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     24.0      1.5     68.0     61.1     77.0     86.6     23.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       16       10       51       54       72       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,241
COMMITMENTS
   1,968      471      928    1,146    2,705    4,042    4,104      199      137

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -195)
      72      199     -135     -134     -291     -197     -227        2       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     11.1     21.9     27.0     63.8     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        7        4        8       11       20       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      428,672
COMMITMENTS
  96,697   26,150   87,179  200,079  285,404  383,955  398,733   44,717   29,939

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,402)
  -1,229    2,987   -2,609    3,350   -5,520     -489   -5,143   -2,914    1,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      6.1     20.3     46.7     66.6     89.6     93.0     10.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      80       51       85       99       91      234      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,115
COMMITMENTS
   2,129    4,483    1,275    6,255    4,157    9,658    9,915    2,457    2,200

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,679)
     247    1,417      391      858     -415    1,496    1,394      183      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     37.0     10.5     51.6     34.3     79.7     81.8     20.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       29       10       22       14       45       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,112,840
COMMITMENTS
 297,552  247,705   46,326  651,617  680,366  995,495  974,397  117,345  138,443

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     29,466)
  40,094  -17,335    2,883   -5,600   49,658   37,377   35,206   -7,911   -5,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     22.3      4.2     58.6     61.1     89.5     87.6     10.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      49       57       41       93      110      168      182                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,255,244
COMMITMENTS
 554,297  458,290  310,261  1996445  2047936  2861002  2816487  394,242  438,758

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     87,666)
 -10,828   34,303   31,446   75,404   32,955   96,022   98,704   -8,356  -11,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     14.1      9.5     61.3     62.9     87.9     86.5     12.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      87       76       94      157      172      291      295                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      174,049
COMMITMENTS
  23,341   14,075      176   94,463   85,794  117,980  100,045   56,069   74,005

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,243)
  -7,627      115      -19    4,209   -3,021   -3,437   -2,925    2,194    1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      8.1      0.1     54.3     49.3     67.8     57.5     32.2     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       20       14       23       17                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,900,467
COMMITMENTS
 402,459  593,034  107,742  2114036  1861907  2624237  2562683  276,231  337,784

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     82,418)
  37,255   24,820    1,236   44,462   48,030   82,953   74,085     -535    8,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     20.4      3.7     72.9     64.2     90.5     88.4      9.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      43       80       52      113      155      195      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      768,335
COMMITMENTS
  31,161  127,873  164,823  551,704  427,520  747,688  720,216   20,647   48,119

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -99,889)
 -21,350   33,580  -33,530  -45,513  -97,425 -100,392  -97,374      504   -2,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     16.6     21.5     71.8     55.6     97.3     93.7      2.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      16       37       35       53       64       91      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,724
COMMITMENTS
  44,099    5,717      602   16,999   54,693   61,699   61,012    9,024    9,711

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,324)
   2,436   -2,323      236       69    4,987    2,740    2,899     -416     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4      8.1      0.9     24.0     77.3     87.2     86.3     12.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      47       23        7       28       29       79       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      141,447
COMMITMENTS
  88,197   11,433    1,204   33,997  109,387  123,399  122,025   18,048   19,423

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      4,648)
   4,871   -4,646      471      137    9,973    5,480    5,799     -832   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4      8.1      0.9     24.0     77.3     87.2     86.3     12.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      47       23        7       28       29       79       55                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,953
COMMITMENTS
  14,356   15,611      734    1,683      600   16,773   16,945      180        8

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,783)
   2,055    1,149       40     -294      600    1,801    1,789      -18       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.7     92.1      4.3      9.9      3.5     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      21       10        2        1        1       23       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,941
COMMITMENTS
  13,007    7,782      272   11,530   16,763   24,809   24,817      132      124

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -143)
    -362   -1,544       31      195    1,354     -136     -159       -7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     31.2      1.1     46.2     67.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        1        6       16       14       28                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,363
COMMITMENTS
  25,291    7,768       49    9,948   27,477   35,288   35,294       75       69

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,546)
   2,541     -736        0     -974    2,279    1,567    1,543      -21        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.5     22.0      0.1     28.1     77.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       11        1        5       11       15       23                  



Updated August 5, 2016