WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   563,419:   109,665    181,761    181,999    229,050    151,938    520,714    515,699:    42,705     47,720
Old  :   557,883:   109,193    180,697    181,119    225,581    150,192    515,893    512,008:    41,990     45,875
Other:     5,536:     1,179      1,771        173      3,469      1,746      4,821      3,690:       715      1,846
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :      -145:    -6,349      5,840       -872      5,291     -4,439     -1,929        530:     1,784       -675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       32.3       32.3       40.7       27.0       92.4       91.5:       7.6        8.5
Old  :     100.0:      19.6       32.4       32.5       40.4       26.9       92.5       91.8:       7.5        8.2
Other:     100.0:      21.3       32.0        3.1       62.7       31.5       87.1       66.7:      12.9       33.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       144        139        180        108        104        360        332:
Old  :       426:       145        143        179        108        104        359        332:
Other:        66:        15         11          7         19         27         38         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6        8.6       18.7       15.8        9.3        7.0       15.2       12.6
Old  :                 11.7        8.7       18.8       15.9        9.4        7.1       15.3       12.7
Other:                 49.0       44.6       68.6       53.1       49.0       44.6       68.4       52.4
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                     Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :     5,666:     3,564      3,898        780      1,089        905      5,434      5,584:       232         82
Old  :     5,666:     3,564      3,898        780      1,089        905      5,434      5,584:       232         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :       861:       637        811         24        276         85        937        920:       -75        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       68.8       13.8       19.2       16.0       95.9       98.5:       4.1        1.5
Old  :     100.0:      62.9       68.8       13.8       19.2       16.0       95.9       98.5:       4.1        1.5
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  :        21:        11          6          9          3          4         19         14:
Old  :        21:        11          6          9          3          4         19         14:
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  :                 55.0       69.3       75.1       90.5       48.3       60.0       63.6       74.1
Old  :                 55.0       69.3       75.1       90.5       48.3       60.0       63.6       74.1
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 26, 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  :   175,224:    44,065     52,553     36,651     75,957     60,178    156,673    149,383:    18,551     25,841
Old  :   172,688:    44,078     52,719     35,937     74,307     59,198    154,323    147,854:    18,366     24,834
Other:     2,535:       248         95        453      1,649        981      2,350      1,528:       185      1,007
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     1,865:       625     -7,457      2,209     -1,068      6,153      1,766        905:        99        960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       30.0       20.9       43.3       34.3       89.4       85.3:      10.6       14.7
Old  :     100.0:      25.5       30.5       20.8       43.0       34.3       89.4       85.6:      10.6       14.4
Other:     100.0:       9.8        3.8       17.8       65.0       38.7       92.7       60.3:       7.3       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        45         50         60         70         66        147        156:
Old  :       192:        46         51         59         70         66        146        156:
Other:        35:         5          4          8         12         16         21         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       16.4       23.5       26.0       13.3       14.9       21.2       23.0
Old  :                 14.9       16.7       23.8       26.3       13.5       15.2       21.5       23.4
Other:                 46.5       29.6       70.5       46.9       46.1       25.7       64.5       34.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  : 1,940,073:   396,161    475,628    522,257    853,087    671,202  1,771,505  1,669,087:   168,568    270,986
Old  : 1,165,114:   322,795    470,902    237,313    508,373    342,209  1,068,481  1,050,424:    96,632    114,690
Other:   774,959:   166,592     97,952    191,718    344,714    328,993    703,024    618,663:    71,935    156,297
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    40,376:    10,846     13,998      9,811     12,891      6,300     33,547     30,109:     6,829     10,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       24.5       26.9       44.0       34.6       91.3       86.0:       8.7       14.0
Old  :     100.0:      27.7       40.4       20.4       43.6       29.4       91.7       90.2:       8.3        9.8
Other:     100.0:      21.5       12.6       24.7       44.5       42.5       90.7       79.8:       9.3       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       775:       187        210        226        285        296        600        626:
Old  :       710:       177        196        160        251        239        515        514:
Other:       600:       139        129        126        201        265        414        454:
     :----------------------------------------------------------------------------------------------------
     :             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        9.4       17.8       16.0        7.3        6.4       12.1       11.2
Old  :                 10.7       10.7       18.4       19.0        9.8       10.0       16.7       16.5
Other:                 14.2       14.9       21.3       22.2        8.3        7.3       13.7       12.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :    10,097:     1,484      1,136        782      6,237      6,294      8,503      8,211:     1,594      1,886
Old  :    10,097:     1,484      1,136        782      6,237      6,294      8,503      8,211:     1,594      1,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :       256:        34         67        -17        244        134        261        185:        -5         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       11.2        7.7       61.8       62.3       84.2       81.3:      15.8       18.7
Old  :     100.0:      14.7       11.2        7.7       61.8       62.3       84.2       81.3:      15.8       18.7
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  :        40:         7         11          5         20         14         29         28:
Old  :        40:         7         11          5         20         14         29         28:
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  :                 38.1       41.6       55.6       56.1       29.1       23.6       38.6       33.0
Old  :                 38.1       41.6       55.6       56.1       29.1       23.6       38.6       33.0
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 26, 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  :   946,375:   183,160    229,747    285,413    423,539    294,475    892,112    809,634:    54,263    136,741
Old  :   496,563:   142,685    189,995    108,626    218,097    143,838    469,408    442,459:    27,155     54,104
Other:   449,812:    94,515     93,791    122,748    205,442    150,636    422,704    367,175:    27,107     82,637
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    23,801:    -3,088     12,123     11,740     11,656     -3,412     20,308     20,451:     3,494      3,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       24.3       30.2       44.8       31.1       94.3       85.6:       5.7       14.4
Old  :     100.0:      28.7       38.3       21.9       43.9       29.0       94.5       89.1:       5.5       10.9
Other:     100.0:      21.0       20.9       27.3       45.7       33.5       94.0       81.6:       6.0       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       665:       163        257        264        172        200        505        568:
Old  :       595:       163        212        170        137        158        387        455:
Other:       522:       147        162        170        141        169        387        407:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7        8.2       17.3       14.2        7.8        6.0       13.1       10.7
Old  :                 11.1       12.4       18.4       19.5        9.9       11.1       17.2       17.0
Other:                 15.8       11.5       22.6       18.2       12.7       10.3       18.6       14.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   432,561:   129,760     70,815     99,211    166,915    231,603    395,886    401,629:    36,675     30,932
Old  :   256,291:   112,230     90,108     32,077     90,126    112,358    234,432    234,542:    21,859     21,749
Other:   176,270:    60,639     23,817     24,025     76,790    119,245    161,454    167,088:    14,816      9,183
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :       957:    -6,851      6,947       -999      8,707     -6,848        857       -900:        99      1,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       16.4       22.9       38.6       53.5       91.5       92.8:       8.5        7.2
Old  :     100.0:      43.8       35.2       12.5       35.2       43.8       91.5       91.5:       8.5        8.5
Other:     100.0:      34.4       13.5       13.6       43.6       67.6       91.6       94.8:       8.4        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        95         94        122         80         80        262        238:
Old  :       308:       105         97         84         71         71        222        211:
Other:       217:        70         60         56         56         51        160        139:
     :----------------------------------------------------------------------------------------------------
     :             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       26.2       16.8       33.7        8.5       23.8       15.6       30.0
Old  :                 12.7       20.2       21.6       28.7       11.8       18.4       20.2       26.9
Other:                 16.3       37.7       25.1       49.3       16.3       35.7       24.3       47.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   596,223:    59,506     42,923     63,090    309,447    317,434    432,042    423,447:   164,181    172,777
Old  :   596,223:    59,506     42,923     63,090    309,447    317,434    432,042    423,447:   164,181    172,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :   -80,176:    -3,285        918    -49,007    -42,700    -39,565    -94,992    -87,654:    14,816      7,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        7.2       10.6       51.9       53.2       72.5       71.0:      27.5       29.0
Old  :     100.0:      10.0        7.2       10.6       51.9       53.2       72.5       71.0:      27.5       29.0
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  :       127:        25         24         32         61         72        100        114:
Old  :       127:        25         24         32         61         72        100        114:
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  :                 19.3       12.0       27.7       21.8       15.7       11.6       21.9       18.4
Old  :                 19.3       12.0       27.7       21.8       15.7       11.6       21.9       18.4
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 26, 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  :   624,090:    38,724     86,677     17,514    438,974    410,094    495,212    514,285:   128,878    109,805
Old  :   624,090:    38,724     86,677     17,514    438,974    410,094    495,212    514,285:   128,878    109,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    46,896:    -3,351      7,943     11,564     16,977     21,754     25,191     41,261:    21,705      5,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.9        2.8       70.3       65.7       79.3       82.4:      20.7       17.6
Old  :     100.0:       6.2       13.9        2.8       70.3       65.7       79.3       82.4:      20.7       17.6
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  :        96:         8         16         13         54         55         71         78:
Old  :        96:         8         16         13         54         55         71         78:
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  :                 25.0       36.0       39.2       45.1       22.6       35.4       32.0       43.8
Old  :                 25.0       36.0       39.2       45.1       22.6       35.4       32.0       43.8
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 26, 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  :     7,859:     3,010        164      1,629      2,757      5,880      7,396      7,673:       463        186
Old  :     7,859:     3,010        164      1,629      2,757      5,880      7,396      7,673:       463        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :      -728:         2       -151       -196       -505       -269       -699       -616:       -29       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        2.1       20.7       35.1       74.8       94.1       97.6:       5.9        2.4
Old  :     100.0:      38.3        2.1       20.7       35.1       74.8       94.1       97.6:       5.9        2.4
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  :        40:        18          4          6         13         15         35         22:
Old  :        40:        18          4          6         13         15         35         22:
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  :                 41.8       67.5       62.8       81.7       34.2       55.3       47.4       60.7
Old  :                 41.8       67.5       62.8       81.7       34.2       55.3       47.4       60.7
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 26, 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  :   435,135:   100,031     93,732     84,728    204,129    218,247    388,887    396,706:    46,248     38,428
Old  :   274,437:    85,617     84,789     39,642    119,196    122,099    244,456    246,531:    29,981     27,906
Other:   160,698:    34,159     28,688     25,340     84,933     96,148    144,431    150,176:    16,267     10,522
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    23,657:     3,704      3,264      4,321     16,555     15,559     24,580     23,144:      -923        514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       21.5       19.5       46.9       50.2       89.4       91.2:      10.6        8.8
Old  :     100.0:      31.2       30.9       14.4       43.4       44.5       89.1       89.8:      10.9       10.2
Other:     100.0:      21.3       17.9       15.8       52.9       59.8       89.9       93.5:      10.1        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        79        100         99         88         81        230        227:
Old  :       296:        90         92         75         84         74        212        204:
Other:       203:        49         59         44         69         63        151        133:
     :----------------------------------------------------------------------------------------------------
     :             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       23.1       17.8       31.3        8.9       17.0       14.1       23.3
Old  :                 12.1       20.6       19.6       28.8       11.3       18.3       17.6       26.3
Other:                 13.5       30.5       22.5       43.1       11.0       22.2       18.0       32.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :    12,306:       895      5,841      2,427      6,537      1,989      9,859     10,258:     2,447      2,049
Old  :     8,605:     2,720      5,502        411      3,463      1,217      6,595      7,131:     2,010      1,474
Other:     3,701:        51      2,215        140      3,073        772      3,265      3,127:       437        575
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :       429:         5         62        153        150        192        308        408:       120         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       47.5       19.7       53.1       16.2       80.1       83.4:      19.9       16.6
Old  :     100.0:      31.6       63.9        4.8       40.2       14.1       76.6       82.9:      23.4       17.1
Other:     100.0:       1.4       59.8        3.8       83.0       20.8       88.2       84.5:      11.8       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        16         30         16         21         12         46         54:
Old  :        74:        24         26          9         18         10         43         44:
Other:        36:         4         16          7         10          6         18         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.1       27.6       49.6       40.1       35.4       24.8       42.5       34.4
Old  :                 24.5       33.7       38.7       45.5       24.5       33.6       38.6       45.4
Other:                 77.4       46.8       82.6       62.0       77.3       45.3       82.2       60.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  : 1,445,999:   427,134    264,362     64,736    823,057    934,978  1,314,927  1,264,076:   131,072    181,923
Old  : 1,445,999:   427,134    264,362     64,736    823,057    934,978  1,314,927  1,264,076:   131,072    181,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    13,673:    41,230    -18,631    -31,867     -4,171     38,576      5,193    -11,921:     8,481     25,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       18.3        4.5       56.9       64.7       90.9       87.4:       9.1       12.6
Old  :     100.0:      29.5       18.3        4.5       56.9       64.7       90.9       87.4:       9.1       12.6
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  :       259:        54         51         34         94        126        166        196:
Old  :       259:        54         51         34         94        126        166        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  :                 24.0       22.1       36.5       33.1       21.4       18.0       32.3       26.0
Old  :                 24.0       22.1       36.5       33.1       21.4       18.0       32.3       26.0
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 26, 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  : 3,681,838:   341,675    422,720    547,684  2,421,450  2,200,961  3,310,810  3,171,365:   371,028    510,473
Old  : 3,681,838:   341,675    422,720    547,684  2,421,450  2,200,961  3,310,810  3,171,365:   371,028    510,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    62,848:    11,060    -16,114     71,957    -66,613    -26,219     16,404     29,624:    46,444     33,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       11.5       14.9       65.8       59.8       89.9       86.1:      10.1       13.9
Old  :     100.0:       9.3       11.5       14.9       65.8       59.8       89.9       86.1:      10.1       13.9
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  :       377:        69         91         97        172        184        297        316:
Old  :       377:        69         91         97        172        184        297        316:
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  :                 30.3       16.6       39.9       25.6       26.8       12.5       32.3       18.9
Old  :                 30.3       16.6       39.9       25.6       26.8       12.5       32.3       18.9
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 26, 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  : 2,341,636:   341,398    377,543    143,285  1,553,495  1,404,258  2,038,179  1,925,086:   303,457    416,550
Old  : 2,341,636:   341,398    377,543    143,285  1,553,495  1,404,258  2,038,179  1,925,086:   303,457    416,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :   172,573:    17,457    -15,790     24,269     83,665    123,847    125,391    132,326:    47,182     40,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       16.1        6.1       66.3       60.0       87.0       82.2:      13.0       17.8
Old  :     100.0:      14.6       16.1        6.1       66.3       60.0       87.0       82.2:      13.0       17.8
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  :       256:        42         56         48        109        133        183        208:
Old  :       256:        42         56         48        109        133        183        208:
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  :                 21.5       15.1       33.9       25.4       19.3       11.7       27.1       17.1
Old  :                 21.5       15.1       33.9       25.4       19.3       11.7       27.1       17.1
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 26, 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  :   875,354:    37,820    183,049    186,059    625,925    445,602    849,804    814,710:    25,550     60,644
Old  :   875,354:    37,820    183,049    186,059    625,925    445,602    849,804    814,710:    25,550     60,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     6,439:     2,144      5,075      3,237      2,066     -5,009      7,447      3,304:    -1,008      3,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.9       21.3       71.5       50.9       97.1       93.1:       2.9        6.9
Old  :     100.0:       4.3       20.9       21.3       71.5       50.9       97.1       93.1:       2.9        6.9
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  :       137:        13         48         35         56         72         92        134:
Old  :       137:        13         48         35         56         72         92        134:
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  :                 44.0       13.3       55.2       23.6       34.5       10.7       40.0       17.0
Old  :                 44.0       13.3       55.2       23.6       34.5       10.7       40.0       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 26, 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  :    57,733:    17,326     10,151        752     30,984     39,679     49,062     50,582:     8,671      7,151
Old  :    57,733:    17,326     10,151        752     30,984     39,679     49,062     50,582:     8,671      7,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    -3,946:    -4,046        150        -80        903     -3,368     -3,223     -3,298:      -722       -648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       17.6        1.3       53.7       68.7       85.0       87.6:      15.0       12.4
Old  :     100.0:      30.0       17.6        1.3       53.7       68.7       85.0       87.6:      15.0       12.4
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  :       108:        32         28          9         30         29         68         60:
Old  :       108:        32         28          9         30         29         68         60:
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  :                 30.7       39.4       43.9       56.8       29.9       37.8       42.9       55.2
Old  :                 30.7       39.4       43.9       56.8       29.9       37.8       42.9       55.2
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 26, 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  :   115,467:    34,651     20,301      1,505     61,969     79,359     98,125    101,165:    17,342     14,302
Old  :   115,467:    34,651     20,301      1,505     61,969     79,359     98,125    101,165:    17,342     14,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    -7,891:    -8,093        300       -160      1,807     -6,735     -6,446     -6,596:    -1,445     -1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       17.6        1.3       53.7       68.7       85.0       87.6:      15.0       12.4
Old  :     100.0:      30.0       17.6        1.3       53.7       68.7       85.0       87.6:      15.0       12.4
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  :       108:        32         28          9         30         29         68         60:
Old  :       108:        32         28          9         30         29         68         60:
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  :                 30.7       39.4       43.9       56.8       29.9       37.8       42.9       55.2
Old  :                 30.7       39.4       43.9       56.8       29.9       37.8       42.9       55.2
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 26, 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  :    17,261:    14,220     15,739        844      2,114        678     17,178     17,261:        83          0
Old  :    17,261:    14,220     15,739        844      2,114        678     17,178     17,261:        83          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    -2,013:    -1,965     -1,961        -52          0          0     -2,017     -2,013:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.4       91.2        4.9       12.2        3.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      82.4       91.2        4.9       12.2        3.9       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  :        29:        14         13          2          2          1         17         15:
Old  :        29:        14         13          2          2          1         17         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  :                 85.0       62.9       95.7       83.1       82.2       62.9       87.9       79.8
Old  :                 85.0       62.9       95.7       83.1       82.2       62.9       87.9       79.8
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 26, 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  :    49,704:    42,034     19,810         21      7,525     29,780     49,580     49,611:       124         93
Old  :    49,704:    42,034     19,810         21      7,525     29,780     49,580     49,611:       124         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     1,086:     1,084      1,154          0        -41        -55      1,043      1,099:        43        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.6       39.9        0.0       15.1       59.9       99.8       99.8:       0.2        0.2
Old  :     100.0:      84.6       39.9        0.0       15.1       59.9       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:         7         15          1          6         18         13         34:
Old  :        45:         7         15          1          6         18         13         34:
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  :                 93.0       50.7       98.2       71.6       93.0       50.6       98.1       71.5
Old  :                 93.0       50.7       98.2       71.6       93.0       50.6       98.1       71.5
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 26, 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  :    37,947:    33,515     11,525          0      4,311     26,334     37,826     37,859:       121         88
Old  :    37,947:    33,515     11,525          0      4,311     26,334     37,826     37,859:       121         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     1,384:     2,549        -42          0     -1,175      1,466      1,374      1,424:        10        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.3       30.4        0.0       11.4       69.4       99.7       99.8:       0.3        0.2
Old  :     100.0:      88.3       30.4        0.0       11.4       69.4       99.7       99.8:       0.3        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  :        49:        13         16          0          4         17         17         33:
Old  :        49:        13         16          0          4         17         17         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  :                 93.6       57.7       97.9       76.8       93.6       57.7       97.9       76.7
Old  :                 93.6       57.7       97.9       76.8       93.6       57.7       97.9       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2015