WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      551,337
COMMITMENTS
 113,850  216,473  165,190  211,736  122,183  490,776  503,846   60,561   47,491

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -34,513)
  -3,621  -11,922  -13,165  -19,873   -9,533  -36,659  -34,621    2,146      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     39.3     30.0     38.4     22.2     89.0     91.4     11.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
     169      144      149      136      119      380      346                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      258,228
COMMITMENTS
  68,343   89,001   44,634  120,184   99,368  233,161  233,003   25,068   25,226

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,710)
  -1,172   -1,107   -3,516    5,180    6,879      491    2,256    1,218     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     34.5     17.3     46.5     38.5     90.3     90.2      9.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       61       70       94       81      198      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,846,059
COMMITMENTS
 323,003  341,793  539,842  789,964  705,741  1652809  1587376  193,249  258,683

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     33,737)
  -2,458   37,620    6,227   21,126   -9,870   24,895   33,977    8,842     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     18.5     29.2     42.8     38.2     89.5     86.0     10.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      825)
     211      179      246      347      344      690      662                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,459
COMMITMENTS
   2,391    3,930      946    4,702    4,454    8,040    9,331    3,419    2,128

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        561)
    -183      517      -35      153     -260      -65      222      626      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     34.3      8.3     41.0     38.9     70.2     81.4     29.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       15        6       17       12       32       33                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      948,122
COMMITMENTS
 202,065   57,344  303,958  385,682  481,701  891,705  843,003   56,416  105,119

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -9,734)
   1,459   -4,772    1,613  -11,111   -4,276   -8,039   -7,435   -1,695   -2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      6.0     32.1     40.7     50.8     94.0     88.9      6.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     227      159      231      204      261      543      550                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       33,002
COMMITMENTS
  10,085    3,701       57       12   11,100   10,154   14,858   22,848   18,144

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -377)
     246     -523       19        1      121      266     -383     -643        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     11.2      0.2      0.0     33.6     30.8     45.0     69.2     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       11        3        3       30        8       43                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      403,604
COMMITMENTS
  89,965   63,310   93,002  186,415  218,090  369,382  374,402   34,222   29,202

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      2,297)
   5,826  -15,065    5,443  -10,349   14,880      920    5,258    1,377   -2,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     15.7     23.0     46.2     54.0     91.5     92.8      8.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      94       77      110       89       80      252      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      692,715
COMMITMENTS
 147,193   87,891   61,233  315,254  383,798  523,681  532,922  169,034  159,793

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     18,391)
   8,229   16,530   -4,054     -226    2,663    3,949   15,139   14,442    3,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     12.7      8.8     45.5     55.4     75.6     76.9     24.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      37       33       41       67       69      127      120                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      609,994
COMMITMENTS
  44,232  149,179    9,631  416,757  370,868  470,620  529,678  139,374   80,316

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      7,613)
  -1,337    4,790      587    7,259    2,779    6,508    8,155    1,105     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     24.5      1.6     68.3     60.8     77.2     86.8     22.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       15       12       52       54       74       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,520
COMMITMENTS
   1,996      740    1,007    1,314    2,559    4,317    4,306      203      214

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        279)
      28      269       79      168     -146      275      202        4       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     16.4     22.3     29.1     56.6     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        5        3        8       10       20       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      426,012
COMMITMENTS
  91,975   23,860   87,427  200,059  285,817  379,461  397,104   46,551   28,909

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -2,660)
  -4,722   -2,290      248      -19      413   -4,494   -1,629    1,834   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      5.6     20.5     47.0     67.1     89.1     93.2     10.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      83       47       83       99       97      231      193                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,732
COMMITMENTS
   2,228    4,992    1,194    6,888    4,439   10,310   10,625    2,422    2,107

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        616)
      99      509      -81      634      282      652      710      -35      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     39.2      9.4     54.1     34.9     81.0     83.5     19.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       29       12       23       16       49       56                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,137,244
COMMITMENTS
 309,591  218,312   75,701  635,590  699,494  1020881  993,507  116,363  143,737

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     24,404)
  12,039  -29,392   29,375  -16,028   19,128   25,387   19,110     -982    5,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     19.2      6.7     55.9     61.5     89.8     87.4     10.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      54       56       44       89      114      170      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,354,322
COMMITMENTS
 595,088  486,333  330,540  2037475  2091756  2963102  2908630  391,220  445,693

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     99,078)
  40,791   28,043   20,279   41,030   43,820  102,100   92,143   -3,022    6,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     14.5      9.9     60.7     62.4     88.3     86.7     11.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      90       81      102      152      170      293      302                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      177,237
COMMITMENTS
  21,988   13,699    1,031   99,354   87,000  122,373  101,730   54,865   75,508

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      3,188)
  -1,353     -376      855    4,891    1,206    4,393    1,685   -1,205    1,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      7.7      0.6     56.1     49.1     69.0     57.4     31.0     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       20       15       24       19                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,947,095
COMMITMENTS
 415,613  599,570  121,458  2143792  1877795  2680863  2598824  266,232  348,271

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     46,628)
  13,154    6,536   13,716   29,756   15,889   56,626   36,140   -9,999   10,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     20.3      4.1     72.7     63.7     91.0     88.2      9.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      52       74       54      120      151      208      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      815,733
COMMITMENTS
  37,129  122,485  158,112  595,400  476,940  790,641  757,538   25,091   58,195

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     47,397)
   5,968   -5,388   -6,711   43,695   49,420   42,953   37,321    4,444   10,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     15.0     19.4     73.0     58.5     96.9     92.9      3.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      13       43       35       56       72       95      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       71,943
COMMITMENTS
  44,947    7,416      920   17,338   53,789   63,205   62,124    8,738    9,819

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,220)
     848    1,699      318      339     -905    1,506    1,112     -286      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.5     10.3      1.3     24.1     74.8     87.9     86.4     12.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       27        6       26       30       77       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      143,886
COMMITMENTS
  89,893   14,831    1,841   34,676  107,577  126,410  124,249   17,476   19,638

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      2,439)
   1,696    3,398      636      679   -1,810    3,011    2,224     -572      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.5     10.3      1.3     24.1     74.8     87.9     86.4     12.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       27        6       26       30       77       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,128
COMMITMENTS
  15,117   17,488      633    2,205        0   17,955   18,121      173        7

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,175)
     761    1,877     -101      522     -600    1,182    1,176       -7       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.4     96.5      3.5     12.2      0.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      23        7        2        1        0       25        8                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,977
COMMITMENTS
  12,873    7,633      249   11,712   16,958   24,834   24,840      143      137

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         36)
    -134     -149      -23      182      195       25       23       11       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.5     30.6      1.0     46.9     67.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        1        5       17       13       29                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,904
COMMITMENTS
  24,874    7,305       54    9,868   27,467   34,796   34,826      108       78

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -459)
    -417     -463        5      -80      -10     -492     -468       33        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.3     20.9      0.2     28.3     78.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       12        1        5       11       13       24                  



Updated August 12, 2016