WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   535,111:   112,052    119,713    188,313    196,517    180,975    496,882    489,001:    38,229     46,110
Old  :   499,573:   105,709    119,081    175,864    182,451    163,085    464,023    458,030:    35,550     41,544
Other:    35,538:    13,569      7,857      5,225     14,067     17,890     32,860     30,972:     2,678      4,566
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    -3,968:      -258     -6,623      3,555     -4,503     -1,152     -1,206     -4,220:    -2,762        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       22.4       35.2       36.7       33.8       92.9       91.4:       7.1        8.6
Old  :     100.0:      21.2       23.8       35.2       36.5       32.6       92.9       91.7:       7.1        8.3
Other:     100.0:      38.2       22.1       14.7       39.6       50.3       92.5       87.2:       7.5       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       126        128        163        108        114        337        319:
Old  :       406:       136        122        156        107        112        330        314:
Other:       135:        23         42         27         31         50         74        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6        8.8       17.7       16.3        9.8        7.5       16.3       13.3
Old  :                 10.8        9.4       18.3       17.3       10.0        8.3       16.8       14.6
Other:                 44.9       31.6       58.1       45.5       43.0       31.6       55.3       44.4
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                     Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :     8,157:     3,356      5,622      1,281      3,152        935      7,790      7,838:       367        319
Old  :     8,157:     3,356      5,622      1,281      3,152        935      7,790      7,838:       367        319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :         3:       302         85        -52       -273        -36        -23         -4:        26          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       68.9       15.7       38.6       11.5       95.5       96.1:       4.5        3.9
Old  :     100.0:      41.1       68.9       15.7       38.6       11.5       95.5       96.1:       4.5        3.9
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  :        21:         6          9          9          4          4         16         16:
Old  :        21:         6          9          9          4          4         16         16:
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  :                 64.0       64.9       85.5       83.2       60.9       56.9       72.8       70.9
Old  :                 64.0       64.9       85.5       83.2       60.9       56.9       72.8       70.9
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, August 18, 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  :   212,041:    62,267     68,532     36,057     91,086     81,368    189,410    185,957:    22,631     26,083
Old  :   194,255:    63,546     67,850     31,311     77,715     72,113    172,572    171,274:    21,683     22,981
Other:    17,786:     2,440      4,401      1,027     13,371      9,255     16,838     14,683:       947      3,102
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :     2,807:     2,221       -678        707        -52      3,404      2,876      3,434:       -69       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       32.3       17.0       43.0       38.4       89.3       87.7:      10.7       12.3
Old  :     100.0:      32.7       34.9       16.1       40.0       37.1       88.8       88.2:      11.2       11.8
Other:     100.0:      13.7       24.7        5.8       75.2       52.0       94.7       82.6:       5.3       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        56         65         58         71         74        158        175:
Old  :       226:        58         65         56         70         70        156        169:
Other:        86:         8         22         12         23         39         42         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       17.8       26.9       26.7       15.1       13.0       23.6       21.3
Old  :                 16.5       19.4       26.0       29.2       16.5       18.0       25.5       27.0
Other:                 66.2       25.5       76.8       43.1       66.2       25.5       76.7       40.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  : 1,912,247:   399,349    255,298    565,817    793,068    828,232  1,758,234  1,649,348:   154,013    262,899
Old  :   377,457:   102,411     45,005    120,774    119,652    187,198    342,837    352,977:    34,619     24,479
Other: 1,534,791:   370,649    284,004    371,332    673,415    641,034  1,415,397  1,296,371:   119,394    238,420
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :   -26,536:   -10,476     23,574    -21,696      9,704    -26,586    -22,468    -24,708:    -4,068     -1,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.4       29.6       41.5       43.3       91.9       86.3:       8.1       13.7
Old  :     100.0:      27.1       11.9       32.0       31.7       49.6       90.8       93.5:       9.2        6.5
Other:     100.0:      24.1       18.5       24.2       43.9       41.8       92.2       84.5:       7.8       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       806:       200        178        249        345        353        675        670:
Old  :       552:       126         80         90        236        217        396        353:
Other:       789:       183        196        203        290        345        577        645:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       10.4       16.8       16.7        6.3        5.7       11.1       10.3
Old  :                 13.6       24.2       23.2       34.3        9.3       21.2       15.6       27.0
Other:                 10.6        8.7       18.7       14.7        7.9        6.1       13.6       10.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    10,123:       812      2,774        881      6,332      4,316      8,026      7,972:     2,097      2,151
Old  :    10,123:       812      2,774        881      6,332      4,316      8,026      7,972:     2,097      2,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :       339:       -45         87        200        165          2        320        289:        19         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       27.4        8.7       62.6       42.6       79.3       78.8:      20.7       21.2
Old  :     100.0:       8.0       27.4        8.7       62.6       42.6       79.3       78.8:      20.7       21.2
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  :        40:         8         13          7         18         12         28         30:
Old  :        40:         8         13          7         18         12         28         30:
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  :                 41.5       46.4       56.6       58.2       34.6       36.5       44.8       45.4
Old  :                 41.5       46.4       56.6       58.2       34.6       36.5       44.8       45.4
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, August 18, 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  :   899,748:   156,319    104,574    292,932    395,466    411,925    844,716    809,431:    55,031     90,316
Old  :   877,366:   154,984    103,459    287,596    382,991    399,233    825,571    790,288:    51,795     87,078
Other:    22,382:     3,396      3,177      3,275     12,475     12,692     19,146     19,144:     3,236      3,238
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    40,638:    -7,729     36,169     22,850     26,705    -21,770     41,826     37,249:    -1,188      3,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       11.6       32.6       44.0       45.8       93.9       90.0:       6.1       10.0
Old  :     100.0:      17.7       11.8       32.8       43.7       45.5       94.1       90.1:       5.9        9.9
Other:     100.0:      15.2       14.2       14.6       55.7       56.7       85.5       85.5:      14.5       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       628:       185        182        247        167        214        483        532:
Old  :       627:       180        187        245        165        214        478        532:
Other:       183:        38         33         30         36         86         89        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       13.4       20.0       21.2        8.8        9.5       13.6       14.1
Old  :                 12.9       13.1       20.0       20.9        8.8        8.9       13.6       13.6
Other:                 30.7       50.6       43.1       59.7       28.9       47.4       39.5       54.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    15,928:    11,763        454         15          8      4,348     11,786      4,817:     4,142     11,111
Old  :    15,441:    11,405        436         15          8      4,240     11,428      4,691:     4,013     10,750
Other:       487:       358         18          0          0        108        358        126:       129        361
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :      -175:         6          5         -1          4        -92          9        -88:      -184        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9        2.9        0.1        0.1       27.3       74.0       30.2:      26.0       69.8
Old  :     100.0:      73.9        2.8        0.1        0.1       27.5       74.0       30.4:      26.0       69.6
Other:     100.0:      73.5        3.7        0.0        0.0       22.2       73.5       25.9:      26.5       74.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          2          2         14          6         18:
Old  :        20:         4          2          2          2         14          6         18:
Other:        14:         2          2          0          0         10          2         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 73.9       13.4       74.0       20.1       73.9       13.4       73.9       20.1
Old  :                 74.0       13.5       74.0       20.2       73.9       13.5       73.9       20.2
Other:                 73.5       18.1       73.5       24.4       73.5       18.1       73.5       24.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   429,846:   109,646    106,206     94,897    195,782    197,363    400,325    398,467:    29,521     31,379
Old  :    54,662:    11,117      8,019      9,500     30,039     33,656     50,657     51,176:     4,005      3,486
Other:   375,184:   105,409    105,067     78,516    165,743    163,708    349,668    347,291:    25,516     27,893
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    16,523:       125     12,786      7,063      8,311     -1,777     15,498     18,071:     1,025     -1,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       24.7       22.1       45.5       45.9       93.1       92.7:       6.9        7.3
Old  :     100.0:      20.3       14.7       17.4       55.0       61.6       92.7       93.6:       7.3        6.4
Other:     100.0:      28.1       28.0       20.9       44.2       43.6       93.2       92.6:       6.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        99         92        102         97         72        255        231:
Old  :       158:        50         28         32         59         40        118         91:
Other:       318:        87        105         96         93         69        244        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       24.9       14.8       31.2        8.1       21.9       14.4       28.0
Old  :                 24.2       40.3       34.5       51.0       24.2       38.3       32.8       47.4
Other:                  9.7       23.1       16.8       30.0        9.4       20.3       16.4       26.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   677,870:    56,806     50,405     81,227    396,284    390,759    534,317    522,392:   143,552    155,478
Old  :   677,870:    56,806     50,405     81,227    396,284    390,759    534,317    522,392:   143,552    155,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :   -16,465:    -1,353        100     -4,474     -7,818      5,349    -13,646        976:    -2,819    -17,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        7.4       12.0       58.5       57.6       78.8       77.1:      21.2       22.9
Old  :     100.0:       8.4        7.4       12.0       58.5       57.6       78.8       77.1:      21.2       22.9
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  :       160:        33         30         41         80         83        131        136:
Old  :       160:        33         30         41         80         83        131        136:
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  :                 24.3       16.7       31.6       25.5       19.5       14.7       25.1       19.9
Old  :                 24.3       16.7       31.6       25.5       19.5       14.7       25.1       19.9
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, August 18, 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  :   612,302:    55,370     94,742     11,383    421,239    410,778    487,992    516,903:   124,310     95,399
Old  :   612,302:    55,370     94,742     11,383    421,239    410,778    487,992    516,903:   124,310     95,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :     1,623:     6,299     10,236      1,822     -3,655     -6,159      4,466      5,898:    -2,843     -4,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       15.5        1.9       68.8       67.1       79.7       84.4:      20.3       15.6
Old  :     100.0:       9.0       15.5        1.9       68.8       67.1       79.7       84.4:      20.3       15.6
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  :        95:        13         12         11         52         52         70         70:
Old  :        95:        13         12         11         52         52         70         70:
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  :                 23.7       42.0       38.4       51.5       22.2       41.9       32.8       50.3
Old  :                 23.7       42.0       38.4       51.5       22.2       41.9       32.8       50.3
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, August 18, 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  :     5,511:     1,602          6      1,033      2,528      4,064      5,163      5,103:       348        408
Old  :     5,511:     1,602          6      1,033      2,528      4,064      5,163      5,103:       348        408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :       -13:         3       -104         13         15         81         31        -10:       -44         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        0.1       18.7       45.9       73.7       93.7       92.6:       6.3        7.4
Old  :     100.0:      29.1        0.1       18.7       45.9       73.7       93.7       92.6:       6.3        7.4
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  :        34:        15          1          6         11         15         29         21:
Old  :        34:        15          1          6         11         15         29         21:
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  :                 46.0       51.2       66.5       71.0       32.4       40.6       41.6       52.4
Old  :                 46.0       51.2       66.5       71.0       32.4       40.6       41.6       52.4
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, August 18, 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  :   446,512:   124,077     54,947     87,547    180,104    271,228    391,728    413,722:    54,785     32,790
Old  :    61,803:    24,031      4,056      8,396     21,727     43,395     54,153     55,847:     7,650      5,957
Other:   384,709:   111,641     62,486     67,556    158,377    227,833    337,574    357,876:    47,135     26,834
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    -3,396:   -13,725      4,408      2,014      7,087    -13,347     -4,624     -6,926:     1,229      3,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       12.3       19.6       40.3       60.7       87.7       92.7:      12.3        7.3
Old  :     100.0:      38.9        6.6       13.6       35.2       70.2       87.6       90.4:      12.4        9.6
Other:     100.0:      29.0       16.2       17.6       41.2       59.2       87.7       93.0:      12.3        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        96         65         93         96         92        247        212:
Old  :       176:        56         23         27         56         62        123        101:
Other:       285:        94         73         85         91         81        234        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       32.9       17.4       41.0        9.4       27.7       14.4       33.7
Old  :                 22.6       34.5       35.1       46.2       22.6       34.1       34.6       45.5
Other:                 11.8       32.8       18.8       41.1       10.4       26.9       15.2       32.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    12,393:     1,769      3,266      3,138      4,688      4,552      9,595     10,956:     2,799      1,437
Old  :    12,393:     1,769      3,266      3,138      4,688      4,552      9,595     10,956:     2,799      1,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :       223:       117         30        165       -157         57        125        251:        97        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       26.4       25.3       37.8       36.7       77.4       88.4:      22.6       11.6
Old  :     100.0:      14.3       26.4       25.3       37.8       36.7       77.4       88.4:      22.6       11.6
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  :        69:        22         20         23         17         12         55         45:
Old  :        69:        22         20         23         17         12         55         45:
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  :                 26.4       32.7       36.0       45.0       24.4       31.4       29.9       40.1
Old  :                 26.4       32.7       36.0       45.0       24.4       31.4       29.9       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  : 1,502,841:   429,600    319,847     84,480    878,594    949,842  1,392,674  1,354,168:   110,167    148,673
Old  : 1,502,841:   429,600    319,847     84,480    878,594    949,842  1,392,674  1,354,168:   110,167    148,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    -7,798:   -47,269      7,974     -1,806     45,162    -10,385     -3,913     -4,217:    -3,885     -3,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       21.3        5.6       58.5       63.2       92.7       90.1:       7.3        9.9
Old  :     100.0:      28.6       21.3        5.6       58.5       63.2       92.7       90.1:       7.3        9.9
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  :       311:        60         73         45        110        146        194        240:
Old  :       311:        60         73         45        110        146        194        240:
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  :                 19.8       17.6       31.7       27.2       19.7       17.2       30.7       24.9
Old  :                 19.8       17.6       31.7       27.2       19.7       17.2       30.7       24.9
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, August 18, 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  : 3,461,523:   440,865    405,628    309,307  2,372,854  2,274,003  3,123,026  2,988,937:   338,498    472,586
Old  : 3,461,523:   440,865    405,628    309,307  2,372,854  2,274,003  3,123,026  2,988,937:   338,498    472,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :   -59,937:   -45,120     -5,319     -6,802     -9,479    -20,043    -61,402    -32,165:     1,464    -27,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.7        8.9       68.5       65.7       90.2       86.3:       9.8       13.7
Old  :     100.0:      12.7       11.7        8.9       68.5       65.7       90.2       86.3:       9.8       13.7
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  :       395:        70        100         96        176        198        309        332:
Old  :       395:        70        100         96        176        198        309        332:
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  :                 32.0       18.7       40.1       26.4       29.9       16.5       35.8       21.0
Old  :                 32.0       18.7       40.1       26.4       29.9       16.5       35.8       21.0
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, August 18, 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  : 2,536,873:   416,249    503,593    197,057  1,646,370  1,452,296  2,259,676  2,152,946:   277,197    383,928
Old  : 2,536,873:   416,249    503,593    197,057  1,646,370  1,452,296  2,259,676  2,152,946:   277,197    383,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :   -15,267:    -6,108      5,461      8,633      3,001    -30,274      5,527    -16,180:   -20,794        913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       19.9        7.8       64.9       57.2       89.1       84.9:      10.9       15.1
Old  :     100.0:      16.4       19.9        7.8       64.9       57.2       89.1       84.9:      10.9       15.1
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  :       290:        48         63         53        121        150        198        237:
Old  :       290:        48         63         53        121        150        198        237:
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  :                 26.3       13.2       37.8       20.6       23.6       12.2       31.6       17.7
Old  :                 26.3       13.2       37.8       20.6       23.6       12.2       31.6       17.7
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, August 18, 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  :   868,620:    52,862    147,954    126,142    668,480    543,385    847,485    817,481:    21,135     51,140
Old  :   868,620:    52,862    147,954    126,142    668,480    543,385    847,485    817,481:    21,135     51,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :   -17,023:   -23,812    -18,848    -13,738     23,483     17,660    -14,067    -14,926:    -2,956     -2,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       17.0       14.5       77.0       62.6       97.6       94.1:       2.4        5.9
Old  :     100.0:       6.1       17.0       14.5       77.0       62.6       97.6       94.1:       2.4        5.9
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  :       121:        14         40         31         53         62         86        115:
Old  :       121:        14         40         31         53         62         86        115:
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  :                 46.3       21.2       59.4       33.8       32.6       13.5       38.3       19.4
Old  :                 46.3       21.2       59.4       33.8       32.6       13.5       38.3       19.4
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, August 18, 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  :    48,411:    10,373     15,523      1,790     30,525     23,151     42,688     40,464:     5,723      7,947
Old  :    48,411:    10,373     15,523      1,790     30,525     23,151     42,688     40,464:     5,723      7,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :      -740:      -158       -468      1,211     -1,002     -2,757         52     -2,014:      -792      1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       32.1        3.7       63.1       47.8       88.2       83.6:      11.8       16.4
Old  :     100.0:      21.4       32.1        3.7       63.1       47.8       88.2       83.6:      11.8       16.4
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  :       102:        32         22          7         34         21         69         47:
Old  :       102:        32         22          7         34         21         69         47:
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  :                 26.4       40.7       37.3       55.3       26.4       40.7       36.9       54.2
Old  :                 26.4       40.7       37.3       55.3       26.4       40.7       36.9       54.2
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, August 18, 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  :    96,823:    20,746     31,045      3,581     61,050     46,302     85,376     80,928:    11,446     15,895
Old  :    96,823:    20,746     31,045      3,581     61,050     46,302     85,376     80,928:    11,446     15,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    -1,480:      -315       -936      2,423     -2,003     -5,513        104     -4,027:    -1,584      2,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       32.1        3.7       63.1       47.8       88.2       83.6:      11.8       16.4
Old  :     100.0:      21.4       32.1        3.7       63.1       47.8       88.2       83.6:      11.8       16.4
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  :       102:        32         22          7         34         21         69         47:
Old  :       102:        32         22          7         34         21         69         47:
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  :                 26.4       40.7       37.3       55.3       26.4       40.7       36.9       54.2
Old  :                 26.4       40.7       37.3       55.3       26.4       40.7       36.9       54.2
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, August 18, 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  :    21,535:    19,079     20,759         46      2,020        678     21,145     21,483:       390         52
Old  :    21,535:    19,079     20,759         46      2,020        678     21,145     21,483:       390         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :       513:       941        823       -323       -100          0        518        500:        -5         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.6       96.4        0.2        9.4        3.1       98.2       99.8:       1.8        0.2
Old  :     100.0:      88.6       96.4        0.2        9.4        3.1       98.2       99.8:       1.8        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  :        37:        21         14          1          2          1         23         16:
Old  :        37:        21         14          1          2          1         23         16:
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  :                 63.5       72.9       86.6       92.6       63.5       72.9       85.7       92.1
Old  :                 63.5       72.9       86.6       92.6       63.5       72.9       85.7       92.1
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, August 18, 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  :    54,380:    40,328     30,662         21     13,944     23,635     54,293     54,318:        87         62
Old  :    54,380:    40,328     30,662         21     13,944     23,635     54,293     54,318:        87         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :       876:       156        528          0        735        360        891        888:       -15        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       56.4        0.0       25.6       43.5       99.8       99.9:       0.2        0.1
Old  :     100.0:      74.2       56.4        0.0       25.6       43.5       99.8       99.9:       0.2        0.1
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  :        50:         7         21          1          5         17         12         39:
Old  :        50:         7         21          1          5         17         12         39:
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  :                 92.7       55.8       98.3       72.5       92.7       55.8       98.3       72.5
Old  :                 92.7       55.8       98.3       72.5       92.7       55.8       98.3       72.5
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, August 18, 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  :    38,156:    24,605     16,090      2,099     11,264     19,876     37,968     38,065:       188         91
Old  :    38,156:    24,605     16,090      2,099     11,264     19,876     37,968     38,065:       188         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :     2,015:    -1,346        400        997      2,341        608      1,992      2,005:        23         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5       42.2        5.5       29.5       52.1       99.5       99.8:       0.5        0.2
Old  :     100.0:      64.5       42.2        5.5       29.5       52.1       99.5       99.8:       0.5        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  :        41:         6         20          2          4         11         11         32:
Old  :        41:         6         20          2          4         11         11         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  :                 96.2       64.6       99.2       79.3       90.8       64.6       93.9       76.6
Old  :                 96.2       64.6       99.2       79.3       90.8       64.6       93.9       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 21, 2015