WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   572,525:   113,954    196,353    182,718    229,174    143,601    525,846    522,672:    46,679     49,853
Old  :   567,184:   115,543    196,081    180,568    225,175    142,146    521,285    518,795:    45,898     48,389
Other:     5,342:       409      2,270        152      3,999      1,456      4,560      3,878:       781      1,464
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :     2,533:     1,566     -4,764       -818       -681      8,132         67      2,549:     2,467        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       34.3       31.9       40.0       25.1       91.8       91.3:       8.2        8.7
Old  :     100.0:      20.4       34.6       31.8       39.7       25.1       91.9       91.5:       8.1        8.5
Other:     100.0:       7.7       42.5        2.9       74.9       27.3       85.4       72.6:      14.6       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       141        138        174        106         94        344        323:
Old  :       411:       144        138        173        105         94        343        322:
Other:        62:         3         14          7         21         26         31         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0        9.0       17.7       16.1        9.7        7.2       15.6       13.1
Old  :                 11.1        9.1       17.8       16.2        9.8        7.2       15.7       13.2
Other:                 53.7       55.8       69.8       61.4       53.7       55.8       69.8       61.0
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                     Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,011:     3,434      3,237        612        777      1,024      4,823      4,873:       188        138
Old  :     5,011:     3,434      3,237        612        777      1,024      4,823      4,873:       188        138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       64.6       12.2       15.5       20.4       96.3       97.2:       3.7        2.8
Old  :     100.0:      68.5       64.6       12.2       15.5       20.4       96.3       97.2:       3.7        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          6          8          3          4         18         13:
Old  :        20:        10          6          8          3          4         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       67.3       76.1       88.1       51.5       58.7       70.6       75.2
Old  :                 54.4       67.3       76.1       88.1       51.5       58.7       70.6       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   178,785:    41,715     67,400     35,736     80,755     51,703    158,206    154,840:    20,579     23,945
Old  :   176,782:    41,991     67,381     35,156     79,217     51,072    156,364    153,610:    20,418     23,173
Other:     2,003:         5        300        300      1,538        631      1,842      1,230:       160        773
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    -8,261:      -942     -1,001     -3,787     -3,863     -3,202     -8,593     -7,990:       332       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       37.7       20.0       45.2       28.9       88.5       86.6:      11.5       13.4
Old  :     100.0:      23.8       38.1       19.9       44.8       28.9       88.5       86.9:      11.5       13.1
Other:     100.0:       0.2       15.0       15.0       76.8       31.5       92.0       61.4:       8.0       38.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        50         51         53         68         61        139        148:
Old  :       187:        52         51         53         68         60        139        147:
Other:        31:         2          6          7         12         13         19         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       16.2       22.5       26.5       12.1       15.7       20.5       25.3
Old  :                 13.7       16.4       22.6       26.8       12.2       15.9       20.7       25.6
Other:                 57.2       38.3       79.2       53.9       49.5       23.3       63.7       32.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,839,894:   377,177    434,832    494,417    807,398    647,652  1,678,992  1,576,901:   160,902    262,993
Old  : 1,122,194:   284,641    414,194    252,878    490,860    339,185  1,028,380  1,006,257:    93,814    115,937
Other:   717,700:   157,187     85,289    176,887    316,538    308,467    650,612    570,644:    67,087    147,056
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    22,734:    21,192     19,337    -13,926     11,093     20,392     18,358     25,803:     4,376     -3,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       23.6       26.9       43.9       35.2       91.3       85.7:       8.7       14.3
Old  :     100.0:      25.4       36.9       22.5       43.7       30.2       91.6       89.7:       8.4       10.3
Other:     100.0:      21.9       11.9       24.6       44.1       43.0       90.7       79.5:       9.3       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       792:       208        198        240        285        293        614        634:
Old  :       711:       189        188        169        249        241        514        523:
Other:       608:       147        121        140        201        265        427        457:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1        9.8       17.8       16.2        7.3        6.9       12.2       11.4
Old  :                 10.8       10.3       18.9       18.5       10.1        9.6       17.6       16.4
Other:                 14.6       14.9       22.3       22.0        8.6        7.4       14.1       11.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,067:       967      1,149        808      5,724      5,090      7,498      7,046:     1,569      2,021
Old  :     9,067:       967      1,149        808      5,724      5,090      7,498      7,046:     1,569      2,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       173:         6         77       -110        504        287        400        254:      -227        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       12.7        8.9       63.1       56.1       82.7       77.7:      17.3       22.3
Old  :     100.0:      10.7       12.7        8.9       63.1       56.1       82.7       77.7:      17.3       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         11          5         20         14         30         29:
Old  :        42:         9         11          5         20         14         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       34.5       50.8       50.3       24.4       18.7       34.5       27.8
Old  :                 33.9       34.5       50.8       50.3       24.4       18.7       34.5       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   909,506:   206,000    192,936    254,646    399,543    327,677    860,189    775,259:    49,317    134,247
Old  :   518,080:   162,559    166,075    106,351    224,966    187,562    493,876    459,988:    24,204     58,092
Other:   391,426:    96,686     80,107     95,049    174,577    140,114    366,313    315,271:    25,114     76,155
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    20,950:    13,258     20,990        797      6,706     -1,633     20,761     20,154:       189        796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       21.2       28.0       43.9       36.0       94.6       85.2:       5.4       14.8
Old  :     100.0:      31.4       32.1       20.5       43.4       36.2       95.3       88.8:       4.7       11.2
Other:     100.0:      24.7       20.5       24.3       44.6       35.8       93.6       80.5:       6.4       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       669:       174        248        254        166        202        500        560:
Old  :       609:       164        223        176        137        167        401        469:
Other:       506:       139        156        153        130        169        355        396:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2        8.7       17.5       15.7        6.3        6.9       11.5       11.7
Old  :                 10.3       11.6       17.5       19.9        9.1       10.8       16.2       17.5
Other:                 16.6       13.1       24.5       19.5       13.9       12.2       20.7       16.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   424,056:   134,081     64,552     87,621    158,457    243,463    380,159    395,637:    43,897     28,419
Old  :   276,677:   126,989     76,553     32,440     87,384    146,458    246,813    255,452:    29,864     21,226
Other:   147,379:    45,044     25,950     17,229     71,073     97,005    133,346    140,185:    14,032      7,193
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    12,579:     3,488     -3,240      8,503        123      7,560     12,115     12,823:       465       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       15.2       20.7       37.4       57.4       89.6       93.3:      10.4        6.7
Old  :     100.0:      45.9       27.7       11.7       31.6       52.9       89.2       92.3:      10.8        7.7
Other:     100.0:      30.6       17.6       11.7       48.2       65.8       90.5       95.1:       9.5        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       106         89        116         78         78        260        230:
Old  :       309:       112         91         82         70         70        231        201:
Other:       201:        63         58         48         53         47        144        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4       29.6       16.6       38.0        8.5       27.9       15.4       34.1
Old  :                 11.6       27.9       19.7       35.8       10.8       26.2       18.9       32.8
Other:                 18.0       36.7       27.4       48.3       17.8       35.9       26.7       46.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   616,427:    65,986     45,689     82,978    325,097    321,741    474,061    450,408:   142,366    166,020
Old  :   616,427:    65,986     45,689     82,978    325,097    321,741    474,061    450,408:   142,366    166,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    60,417:    12,872        441     19,220     26,033     26,886     58,125     46,547:     2,292     13,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        7.4       13.5       52.7       52.2       76.9       73.1:      23.1       26.9
Old  :     100.0:      10.7        7.4       13.5       52.7       52.2       76.9       73.1:      23.1       26.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        26         35         41         67         72        120        121:
Old  :       147:        26         35         41         67         72        120        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       11.8       25.4       20.7       14.9       10.9       20.4       18.2
Old  :                 18.1       11.8       25.4       20.7       14.9       10.9       20.4       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   581,482:    46,615     79,723      9,788    415,784    393,808    472,187    483,319:   109,295     98,163
Old  :   581,482:    46,615     79,723      9,788    415,784    393,808    472,187    483,319:   109,295     98,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    -1,275:       -70        219      2,181      7,172     -1,520      9,283        880:   -10,558     -2,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       13.7        1.7       71.5       67.7       81.2       83.1:      18.8       16.9
Old  :     100.0:       8.0       13.7        1.7       71.5       67.7       81.2       83.1:      18.8       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        12         14          8         53         54         69         72:
Old  :        96:        12         14          8         53         54         69         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       37.5       42.6       47.4       23.7       37.3       34.5       46.4
Old  :                 26.8       37.5       42.6       47.4       23.7       37.3       34.5       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,145:     2,778        432      1,660      3,239      5,787      7,677      7,879:       468        266
Old  :     8,145:     2,778        432      1,660      3,239      5,787      7,677      7,879:       468        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       440:        75       -116        219         94        346        388        449:        52         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        5.3       20.4       39.8       71.0       94.3       96.7:       5.7        3.3
Old  :     100.0:      34.1        5.3       20.4       39.8       71.0       94.3       96.7:       5.7        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        15          4          4         13         18         30         24:
Old  :        39:        15          4          4         13         18         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       64.4       65.2       79.9       36.8       49.8       45.7       56.0
Old  :                 44.5       64.4       65.2       79.9       36.8       49.8       45.7       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   408,028:    99,331     90,773     74,984    187,114    201,583    361,429    367,340:    46,599     40,688
Old  :   282,178:    89,929     78,215     41,527    119,286    133,152    250,743    252,894:    31,436     29,285
Other:   125,849:    26,304     29,460     16,554     67,828     68,432    110,687    114,447:    15,163     11,403
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    25,332:     3,282     13,563      7,069     16,648      1,727     26,999     22,360:    -1,667      2,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       22.2       18.4       45.9       49.4       88.6       90.0:      11.4       10.0
Old  :     100.0:      31.9       27.7       14.7       42.3       47.2       88.9       89.6:      11.1       10.4
Other:     100.0:      20.9       23.4       13.2       53.9       54.4       88.0       90.9:      12.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        78        101         86         85         70        219        204:
Old  :       282:        86         92         68         80         66        202        190:
Other:       181:        40         53         36         66         54        134        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       24.8       18.0       32.4       10.4       20.6       15.9       26.9
Old  :                 12.1       24.5       18.9       33.2       12.1       22.5       18.4       31.1
Other:                 14.0       27.8       23.7       41.3       10.9       21.5       19.0       32.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,885:       772      5,820      2,250      6,672      1,774      9,694      9,843:     2,191      2,041
Old  :     8,494:     2,414      5,411        450      3,767      1,065      6,631      6,925:     1,864      1,569
Other:     3,390:        29      2,080        129      2,905        709      3,063      2,918:       327        472
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       541:        94        402        253         20         83        368        738:       174       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       49.0       18.9       56.1       14.9       81.6       82.8:      18.4       17.2
Old  :     100.0:      28.4       63.7        5.3       44.3       12.5       78.1       81.5:      21.9       18.5
Other:     100.0:       0.9       61.4        3.8       85.7       20.9       90.4       86.1:       9.6       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        15         29         18         21         12         47         54:
Old  :        73:        22         26         12         19         10         45         44:
Other:        35:         3         18          7          8          6         16         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       28.7       51.5       40.7       36.7       25.5       44.8       34.2
Old  :                 25.1       34.4       40.0       45.8       25.1       34.4       39.9       45.8
Other:                 81.5       51.1       86.5       63.5       81.3       49.5       85.7       61.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,412,079:   394,323    275,299     71,837    831,391    913,405  1,297,550  1,260,541:   114,528    151,538
Old  : 1,412,079:   394,323    275,299     71,837    831,391    913,405  1,297,550  1,260,541:   114,528    151,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :   -73,962:   -57,994     -1,715     18,412    -29,382    -82,795    -68,964    -66,098:    -4,998     -7,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       19.5        5.1       58.9       64.7       91.9       89.3:       8.1       10.7
Old  :     100.0:      27.9       19.5        5.1       58.9       64.7       91.9       89.3:       8.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        57         50         35         97        127        170        196:
Old  :       269:        57         50         35         97        127        170        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       22.1       38.4       32.1       25.3       22.1       35.5       29.7
Old  :                 26.6       22.1       38.4       32.1       25.3       22.1       35.5       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,555,684:   298,930    432,899    467,190  2,469,789  2,170,954  3,235,909  3,071,043:   319,775    484,641
Old  : 3,555,684:   298,930    432,899    467,190  2,469,789  2,170,954  3,235,909  3,071,043:   319,775    484,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    69,795:       763    -59,284     82,530       -877     26,072     82,416     49,318:   -12,622     20,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       12.2       13.1       69.5       61.1       91.0       86.4:       9.0       13.6
Old  :     100.0:       8.4       12.2       13.1       69.5       61.1       91.0       86.4:       9.0       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:        77         99        108        183        200        319        348:
Old  :       411:        77         99        108        183        200        319        348:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       13.7       39.9       21.7       28.9       10.8       35.4       17.2
Old  :                 30.9       13.7       39.9       21.7       28.9       10.8       35.4       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,112,378:   288,450    365,533    108,888  1,453,382  1,251,804  1,850,720  1,726,224:   261,658    386,154
Old  : 2,112,378:   288,450    365,533    108,888  1,453,382  1,251,804  1,850,720  1,726,224:   261,658    386,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :   -97,149:   -39,356    -34,938    -14,910    -44,461    -66,590    -98,728   -116,439:     1,579     19,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       17.3        5.2       68.8       59.3       87.6       81.7:      12.4       18.3
Old  :     100.0:      13.7       17.3        5.2       68.8       59.3       87.6       81.7:      12.4       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        36         65         50        115        141        187        220:
Old  :       265:        36         65         50        115        141        187        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       15.6       36.3       24.2       19.9       13.1       29.6       19.1
Old  :                 23.9       15.6       36.3       24.2       19.9       13.1       29.6       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   826,389:    37,205    176,093    164,131    602,204    430,709    803,539    770,932:    22,850     55,457
Old  :   826,389:    37,205    176,093    164,131    602,204    430,709    803,539    770,932:    22,850     55,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    38,845:     1,923     15,278      3,484     32,853     17,889     38,260     36,651:       585      2,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       21.3       19.9       72.9       52.1       97.2       93.3:       2.8        6.7
Old  :     100.0:       4.5       21.3       19.9       72.9       52.1       97.2       93.3:       2.8        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        11         50         37         51         68         89        130:
Old  :       133:        11         50         37         51         68         89        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       13.4       56.6       25.0       34.3       10.4       39.8       17.0
Old  :                 45.4       13.4       56.6       25.0       34.3       10.4       39.8       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    54,242:    14,846      7,290        966     29,254     39,062     45,066     47,318:     9,176      6,923
Old  :    54,242:    14,846      7,290        966     29,254     39,062     45,066     47,318:     9,176      6,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       115:     1,060     -2,793        560     -2,530      1,367       -909       -866:     1,025        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       13.4        1.8       53.9       72.0       83.1       87.2:      16.9       12.8
Old  :     100.0:      27.4       13.4        1.8       53.9       72.0       83.1       87.2:      16.9       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        33         17         11         27         28         63         53:
Old  :        96:        33         17         11         27         28         63         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       40.5       42.1       56.5       29.5       38.8       41.7       54.9
Old  :                 30.0       40.5       42.1       56.5       29.5       38.8       41.7       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   108,483:    29,691     14,581      1,932     58,509     78,124     90,132     94,637:    18,351     13,847
Old  :   108,483:    29,691     14,581      1,932     58,509     78,124     90,132     94,637:    18,351     13,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       230:     2,120     -5,586      1,121     -5,060      2,734     -1,819     -1,732:     2,049      1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       13.4        1.8       53.9       72.0       83.1       87.2:      16.9       12.8
Old  :     100.0:      27.4       13.4        1.8       53.9       72.0       83.1       87.2:      16.9       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        33         17         11         27         28         63         53:
Old  :        96:        33         17         11         27         28         63         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       40.5       42.1       56.5       29.5       38.8       41.7       54.9
Old  :                 30.0       40.5       42.1       56.5       29.5       38.8       41.7       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,142:    16,026     17,581        883      2,133        678     19,042     19,142:       100          0
Old  :    19,142:    16,026     17,581        883      2,133        678     19,042     19,142:       100          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :     1,644:     1,977      1,623         21       -334          0      1,664      1,644:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.7       91.8        4.6       11.1        3.5       99.5      100.0:       0.5        0.0
Old  :     100.0:      83.7       91.8        4.6       11.1        3.5       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        15         13          2          2          1         18         15:
Old  :        30:        15         13          2          2          1         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.2       63.0       94.5       84.5       79.6       63.0       87.5       81.6
Old  :                 81.2       63.0       94.5       84.5       79.6       63.0       87.5       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    49,101:    41,764     19,630         21      7,209     29,342     48,994     48,993:       107        108
Old  :    49,101:    41,764     19,630         21      7,209     29,342     48,994     48,993:       107        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :       336:       -40      1,163          0        840       -269        800        894:      -464       -558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.1       40.0        0.0       14.7       59.8       99.8       99.8:       0.2        0.2
Old  :     100.0:      85.1       40.0        0.0       14.7       59.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         14          1          7         17         15         32:
Old  :        45:         8         14          1          7         17         15         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.0       49.2       97.6       72.3       92.0       49.1       97.6       72.1
Old  :                 92.0       49.2       97.6       72.3       92.0       49.1       97.6       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    36,719:    32,780     12,152         14      3,828     24,400     36,622     36,566:        97        153
Old  :    36,719:    32,780     12,152         14      3,828     24,400     36,622     36,566:        97        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2015                          :
     :    -1,362:    -3,196        168       -137      1,998     -1,422     -1,335     -1,391:       -27         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.3       33.1        0.0       10.4       66.5       99.7       99.6:       0.3        0.4
Old  :     100.0:      89.3       33.1        0.0       10.4       66.5       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         17          1          5         15         15         33:
Old  :        46:        10         17          1          5         15         15         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.8       59.6       98.6       78.0       93.8       59.6       98.6       77.9
Old  :                 93.8       59.6       98.6       78.0       93.8       59.6       98.6       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 15, 2015