WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   415,685:   102,518    181,112     77,112    193,475    119,471    373,105    377,695:    42,580     37,990
Old  :   404,501:   101,413    182,658     72,473    189,461    113,722    363,347    368,853:    41,154     35,648
Other:    11,184:     4,162      1,511      1,582      4,014      5,749      9,758      8,842:     1,426      2,342
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    -2,611:     2,292      2,005     -5,086        475        324     -2,319     -2,757:      -292        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       43.6       18.6       46.5       28.7       89.8       90.9:      10.2        9.1
Old  :     100.0:      25.1       45.2       17.9       46.8       28.1       89.8       91.2:      10.2        8.8
Other:     100.0:      37.2       13.5       14.1       35.9       51.4       87.2       79.1:      12.8       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       122        127        116        112         93        302        284:
Old  :       394:       123        128        112        110         90        296        281:
Other:        79:        23          8          6         20         35         46         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       12.5       22.5       20.9       13.3        9.5       20.0       16.5
Old  :                 15.0       12.2       23.0       20.9       13.8        9.8       20.8       17.0
Other:                 38.2       41.1       52.2       60.0       34.1       33.8       44.2       45.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   230,273:    69,784     88,843     34,816    105,446     83,180    210,046    206,839:    20,227     23,434
Old  :   227,442:    69,634     89,005     34,442    103,537     81,424    207,613    204,871:    19,829     22,571
Other:     2,831:       462        150         62      1,909      1,756      2,433      1,968:       398        863
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     2,957:     1,366      1,338        779        696      1,444      2,841      3,561:       116       -604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       38.6       15.1       45.8       36.1       91.2       89.8:       8.8       10.2
Old  :     100.0:      30.6       39.1       15.1       45.5       35.8       91.3       90.1:       8.7        9.9
Other:     100.0:      16.3        5.3        2.2       67.4       62.0       85.9       69.5:      14.1       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        71         67         57         90         73        182        181:
Old  :       246:        70         69         56         90         72        181        180:
Other:        48:         6          6          3         15         24         24         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       22.3       26.3       33.2       11.8       15.9       18.0       24.6
Old  :                 17.2       22.5       26.3       33.6       11.8       16.2       18.1       25.1
Other:                 51.8       49.2       70.0       60.8       51.8       44.9       69.2       56.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,411,252:   439,640    190,792    207,121    633,857    815,569  1,280,618  1,213,482:   130,634    197,770
Old  :   889,332:   378,575    230,122     61,287    373,539    502,247    813,401    793,656:    75,931     95,676
Other:   521,920:   179,190     78,795     27,709    260,318    313,322    467,217    419,826:    54,703    102,094
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    -1,669:    36,145    -29,535      5,868    -43,204     10,008     -1,191    -13,659:      -478     11,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       13.5       14.7       44.9       57.8       90.7       86.0:       9.3       14.0
Old  :     100.0:      42.6       25.9        6.9       42.0       56.5       91.5       89.2:       8.5       10.8
Other:     100.0:      34.3       15.1        5.3       49.9       60.0       89.5       80.4:      10.5       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       731:       199        131        172        231        312        528        543:
Old  :       667:       182        128        100        191        272        433        446:
Other:       587:       126        106         66        154        280        315        426:
     :----------------------------------------------------------------------------------------------------
     :             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       15.2       19.4       24.0       10.5       11.4       17.7       17.6
Old  :                 13.7       18.6       23.9       29.7       13.7       18.1       23.9       28.6
Other:                 18.0       20.0       28.6       26.6       17.3       16.1       26.2       22.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,529:     3,068      3,882        624      2,950      3,575      6,642      8,081:     3,887      2,448
Old  :    10,529:     3,068      3,882        624      2,950      3,575      6,642      8,081:     3,887      2,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       298:       -25        -10        231          3         32        209        253:        89         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       36.9        5.9       28.0       34.0       63.1       76.7:      36.9       23.3
Old  :     100.0:      29.1       36.9        5.9       28.0       34.0       63.1       76.7:      36.9       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         16          5         13         12         26         31:
Old  :        45:        10         16          5         13         12         26         31:
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  :                 36.1       38.1       46.3       51.5       31.2       35.8       38.7       45.9
Old  :                 36.1       38.1       46.3       51.5       31.2       35.8       38.7       45.9
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   885,635:   313,477     79,788    130,631    383,556    567,753    827,664    778,172:    57,971    107,463
Old  :   419,010:   210,062     97,867     27,709    150,267    254,403    388,038    379,979:    30,972     39,031
Other:   466,625:   169,691     48,197     36,646    233,289    313,350    439,626    398,193:    26,999     68,432
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    15,893:     7,839     -1,273      5,514      5,748     14,010     19,101     18,251:    -3,208     -2,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        9.0       14.7       43.3       64.1       93.5       87.9:       6.5       12.1
Old  :     100.0:      50.1       23.4        6.6       35.9       60.7       92.6       90.7:       7.4        9.3
Other:     100.0:      36.4       10.3        7.9       50.0       67.2       94.2       85.3:       5.8       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       672:       222        139        193        178        248        501        508:
Old  :       617:       183        158         87        105        214        340        413:
Other:       557:       169        122        119        142        222        362        416:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       13.2       21.2       21.6       12.0       11.6       17.8       19.0
Old  :                 12.4       16.2       21.3       26.9       11.3       14.8       20.0       24.2
Other:                 23.2       14.5       33.3       23.8       21.9       13.0       30.2       20.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,851:    10,716      3,053         23         76      8,052     10,815     11,128:    21,036     20,723
Old  :     4,877:     1,144        320         20         72        958      1,236      1,298:     3,641      3,579
Other:    26,974:     9,572      2,733          3          4      7,094      9,579      9,830:    17,395     17,144
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       402:       982       -123          0        -16        240        966        117:      -564        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        9.6        0.1        0.2       25.3       34.0       34.9:      66.0       65.1
Old  :     100.0:      23.5        6.6        0.4        1.5       19.6       25.3       26.6:      74.7       73.4
Other:     100.0:      35.5       10.1        0.0        0.0       26.3       35.5       36.4:      64.5       63.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         10          3          4         21          8         34:
Old  :        34:         4          9          1          4         21          8         31:
Other:        35:         4         10          2          2         21          6         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       12.1       34.0       17.9       33.6       12.1       33.6       17.9
Old  :                 23.9       13.1       25.3       19.2       23.5       13.0       24.3       18.7
Other:                 35.5       12.6       35.5       19.0       35.5       12.6       35.5       19.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   407,405:   121,752     60,523     77,272    171,182    243,355    370,206    381,150:    37,199     26,255
Old  :   252,416:   106,812     74,872     26,014     99,096    132,873    231,922    233,759:    20,494     18,657
Other:   154,989:    48,664     19,375     17,534     72,086    110,482    138,284    147,391:    16,705      7,598
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     5,644:       622      8,998        238      3,245     -3,803      4,105      5,433:     1,539        211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       14.9       19.0       42.0       59.7       90.9       93.6:       9.1        6.4
Old  :     100.0:      42.3       29.7       10.3       39.3       52.6       91.9       92.6:       8.1        7.4
Other:     100.0:      31.4       12.5       11.3       46.5       71.3       89.2       95.1:      10.8        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        96         67        101         84         71        238        210:
Old  :       286:        94         78         60         73         62        195        179:
Other:       209:        74         36         47         63         54        166        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.1       30.8       15.9       38.2        9.0       29.4       15.4       35.2
Old  :                 10.0       25.6       18.1       35.0       10.0       24.5       18.0       32.9
Other:                 14.6       41.1       24.4       50.8       14.0       38.4       23.4       48.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   563,250:   139,290     74,988     19,087    246,371    332,918    404,748    426,993:   158,502    136,257
Old  :   563,250:   139,290     74,988     19,087    246,371    332,918    404,748    426,993:   158,502    136,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    24,571:     9,093     17,107      7,179     15,055     16,853     31,327     41,139:    -6,756    -16,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       13.3        3.4       43.7       59.1       71.9       75.8:      28.1       24.2
Old  :     100.0:      24.7       13.3        3.4       43.7       59.1       71.9       75.8:      28.1       24.2
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  :       134:        32         26         17         54         60         93         96:
Old  :       134:        32         26         17         54         60         93         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       22.9       28.6       32.3       14.0       15.3       21.7       22.0
Old  :                 18.3       22.9       28.6       32.3       14.0       15.3       21.7       22.0
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   615,744:    53,583    144,805     15,442    407,540    381,286    476,565    541,533:   139,179     74,211
Old  :   615,744:    53,583    144,805     15,442    407,540    381,286    476,565    541,533:   139,179     74,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :   -17,254:     3,572      3,952      7,212    -19,615    -20,860     -8,831     -9,696:    -8,423     -7,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       23.5        2.5       66.2       61.9       77.4       87.9:      22.6       12.1
Old  :     100.0:       8.7       23.5        2.5       66.2       61.9       77.4       87.9:      22.6       12.1
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  :        93:        13         15         10         53         49         73         67:
Old  :        93:        13         15         10         53         49         73         67:
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  :                 24.4       45.4       39.0       56.6       21.9       44.7       32.3       54.7
Old  :                 24.4       45.4       39.0       56.6       21.9       44.7       32.3       54.7
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,333:     2,132      1,016        531      2,344      3,637      5,007      5,184:       326        149
Old  :     5,333:     2,132      1,016        531      2,344      3,637      5,007      5,184:       326        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       107:       196         25        -65        119        176        250        136:      -143        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       19.1       10.0       44.0       68.2       93.9       97.2:       6.1        2.8
Old  :     100.0:      40.0       19.1       10.0       44.0       68.2       93.9       97.2:       6.1        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          6          4         10         14         26         21:
Old  :        36:        13          6          4         10         14         26         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  :                 42.0       60.0       70.0       79.8       39.4       54.9       63.4       69.6
Old  :                 42.0       60.0       70.0       79.8       39.4       54.9       63.4       69.6
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   379,701:   119,118     32,279     42,215    165,921    278,085    327,254    352,579:    52,447     27,122
Old  :   221,843:    86,866     29,109     13,909     86,960    161,309    187,735    204,327:    34,108     17,516
Other:   157,858:    45,682     16,600     14,876     78,961    116,776    139,519    148,252:    18,339      9,606
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     5,497:     5,280      3,453     -2,869        980      4,988      3,391      5,572:     2,106        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        8.5       11.1       43.7       73.2       86.2       92.9:      13.8        7.1
Old  :     100.0:      39.2       13.1        6.3       39.2       72.7       84.6       92.1:      15.4        7.9
Other:     100.0:      28.9       10.5        9.4       50.0       74.0       88.4       93.9:      11.6        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:       109         52         74         91         96        242        191:
Old  :       277:       103         52         47         78         90        203        169:
Other:       200:        66         33         33         73         64        157        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       36.8       18.9       44.1       12.1       34.2       17.1       39.3
Old  :                 13.3       34.9       20.1       43.5       13.3       33.3       20.1       41.1
Other:                 17.1       39.9       28.8       50.5       16.1       35.5       25.9       43.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,753:     2,042      1,649        234      5,051      6,350      7,327      8,233:     2,426      1,520
Old  :     6,715:     1,972      1,227          0      2,884      4,545      4,856      5,772:     1,859        943
Other:     3,038:       268        620         36      2,167      1,805      2,471      2,461:       567        577
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       -83:       316         80       -107          5       -206        214       -233:      -297        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       16.9        2.4       51.8       65.1       75.1       84.4:      24.9       15.6
Old  :     100.0:      29.4       18.3        0.0       42.9       67.7       72.3       86.0:      27.7       14.0
Other:     100.0:       8.8       20.4        1.2       71.3       59.4       81.3       81.0:      18.7       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        14         15          6         21         17         40         34:
Old  :        50:        19         10          0         14         10         33         20:
Other:        34:         6          6          3         14         15         22         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       45.8       51.3       59.6       39.8       45.1       50.7       56.4
Old  :                 39.7       59.0       50.6       69.9       39.7       57.2       50.6       68.0
Other:                 58.0       42.2       68.4       61.3       57.6       40.9       66.7       57.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,004,111:   106,972    299,769     38,955    733,875    523,688    879,802    862,412:   124,309    141,699
Old  : 1,004,111:   106,972    299,769     38,955    733,875    523,688    879,802    862,412:   124,309    141,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -177,226:   -27,689     17,678    -27,781   -120,878   -137,145   -176,348   -147,248:      -878    -29,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       29.9        3.9       73.1       52.2       87.6       85.9:      12.4       14.1
Old  :     100.0:      10.7       29.9        3.9       73.1       52.2       87.6       85.9:      12.4       14.1
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  :       233:        35         70         35         81        105        137        189:
Old  :       233:        35         70         35         81        105        137        189:
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  :                 26.1       20.6       37.8       28.9       23.3       20.0       31.6       27.4
Old  :                 26.1       20.6       37.8       28.9       23.3       20.0       31.6       27.4
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,618,379:   404,590    545,552    109,178  1,769,370  1,555,774  2,283,138  2,210,504:   335,241    407,875
Old  : 2,618,379:   404,590    545,552    109,178  1,769,370  1,555,774  2,283,138  2,210,504:   335,241    407,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -208,069:   -59,657      1,053    -14,379    -84,802   -109,863   -158,838   -123,189:   -49,231    -84,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       20.8        4.2       67.6       59.4       87.2       84.4:      12.8       15.6
Old  :     100.0:      15.5       20.8        4.2       67.6       59.4       87.2       84.4:      12.8       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  :       340:        65         84         56        142        150        242        255:
Old  :       340:        65         84         56        142        150        242        255:
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  :                 32.7       16.0       38.9       24.6       29.2       12.0       34.7       19.0
Old  :                 32.7       16.0       38.9       24.6       29.2       12.0       34.7       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   158,870:    14,150     14,091        253     93,398     73,516    107,801     87,860:    51,069     71,010
Old  :   158,870:    14,150     14,091        253     93,398     73,516    107,801     87,860:    51,069     71,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     8,288:    -2,939     -4,746        -25     11,738     13,205      8,774      8,434:      -486       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.9        0.2       58.8       46.3       67.9       55.3:      32.1       44.7
Old  :     100.0:       8.9        8.9        0.2       58.8       46.3       67.9       55.3:      32.1       44.7
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  :        29:         2          4          1         16         16         18         21:
Old  :        29:         2          4          1         16         16         18         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  :                 33.8       28.1       51.5       39.3       29.5       25.0       44.1       32.9
Old  :                 33.8       28.1       51.5       39.3       29.5       25.0       44.1       32.9
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,554,079:   277,590    473,576     95,544  1,924,845  1,631,739  2,297,979  2,200,859:   256,100    353,220
Old  : 2,554,079:   277,590    473,576     95,544  1,924,845  1,631,739  2,297,979  2,200,859:   256,100    353,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -168,665:   -13,274     42,549     11,057    -43,661    -89,007    -45,878    -35,401:  -122,787   -133,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       18.5        3.7       75.4       63.9       90.0       86.2:      10.0       13.8
Old  :     100.0:      10.9       18.5        3.7       75.4       63.9       90.0       86.2:      10.0       13.8
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  :       276:        46         66         40         95        139        166        220:
Old  :       276:        46         66         40         95        139        166        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       18.2       48.0       30.0       35.2       15.3       43.3       25.7
Old  :                 38.9       18.2       48.0       30.0       35.2       15.3       43.3       25.7
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,007,504:    40,805    165,740    223,189    723,591    568,694    987,585    957,623:    19,919     49,881
Old  : 1,007,504:    40,805    165,740    223,189    723,591    568,694    987,585    957,623:    19,919     49,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    52,618:    20,696     15,760        723     36,097     35,863     57,516     52,346:    -4,898        272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.5       22.2       71.8       56.4       98.0       95.0:       2.0        5.0
Old  :     100.0:       4.1       16.5       22.2       71.8       56.4       98.0       95.0:       2.0        5.0
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  :       132:        15         48         40         53         66         96        128:
Old  :       132:        15         48         40         53         66         96        128:
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  :                 36.9       25.9       55.1       37.6       28.2       10.7       35.5       17.1
Old  :                 36.9       25.9       55.1       37.6       28.2       10.7       35.5       17.1
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    61,198:    27,604     14,235        225     25,644     37,264     53,473     51,723:     7,726      9,475
Old  :    61,198:    27,604     14,235        225     25,644     37,264     53,473     51,723:     7,726      9,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     2,418:       251        559       -314      2,476      2,438      2,414      2,683:         5       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1       23.3        0.4       41.9       60.9       87.4       84.5:      12.6       15.5
Old  :     100.0:      45.1       23.3        0.4       41.9       60.9       87.4       84.5:      12.6       15.5
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  :       113:        34         29          3         35         23         71         53:
Old  :       113:        34         29          3         35         23         71         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       40.6       48.2       55.1       31.2       40.6       48.0       54.9
Old  :                 31.2       40.6       48.2       55.1       31.2       40.6       48.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   122,396:    55,208     28,470        449     51,288     74,527    106,945    103,446:    15,451     18,950
Old  :   122,396:    55,208     28,470        449     51,288     74,527    106,945    103,446:    15,451     18,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     4,836:       502      1,117       -627      4,952      4,875      4,827      5,365:         9       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1       23.3        0.4       41.9       60.9       87.4       84.5:      12.6       15.5
Old  :     100.0:      45.1       23.3        0.4       41.9       60.9       87.4       84.5:      12.6       15.5
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  :       113:        34         29          3         35         23         71         53:
Old  :       113:        34         29          3         35         23         71         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       40.6       48.2       55.1       31.2       40.6       48.0       54.9
Old  :                 31.2       40.6       48.2       55.1       31.2       40.6       48.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    21,255:    18,927     19,683        918      1,243        645     21,088     21,246:       167          9
Old  :    21,255:    18,927     19,683        918      1,243        645     21,088     21,246:       167          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     1,743:     2,078      1,750         -7          0          0      2,071      1,743:      -328          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.0       92.6        4.3        5.8        3.0       99.2      100.0:       0.8        0.0
Old  :     100.0:      89.0       92.6        4.3        5.8        3.0       99.2      100.0:       0.8        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  :        32:        20         10          3          2          1         23         13:
Old  :        32:        20         10          3          2          1         23         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       74.7       91.2       91.6       74.4       74.7       85.4       88.8
Old  :                 76.9       74.7       91.2       91.6       74.4       74.7       85.4       88.8
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,250:    21,020     10,492         72      6,970     17,591     28,062     28,155:       188         95
Old  :    28,250:    21,020     10,492         72      6,970     17,591     28,062     28,155:       188         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       -71:       106       -580       -113        -62        598        -69        -95:        -2         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4       37.1        0.3       24.7       62.3       99.3       99.7:       0.7        0.3
Old  :     100.0:      74.4       37.1        0.3       24.7       62.3       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         9         12          1          6         21         15         34:
Old  :        45:         9         12          1          6         21         15         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  :                 86.2       49.9       94.9       69.9       86.2       48.9       94.3       69.0
Old  :                 86.2       49.9       94.9       69.9       86.2       48.9       94.3       69.0
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 - Futures Only, May 31, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,830:    25,059     11,674        549      5,139     18,455     30,747     30,678:        83        152
Old  :    30,830:    25,059     11,674        549      5,139     18,455     30,747     30,678:        83        152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :      -687:     1,136       -702        545     -2,401       -533       -720       -690:        33          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       37.9        1.8       16.7       59.9       99.7       99.5:       0.3        0.5
Old  :     100.0:      81.3       37.9        1.8       16.7       59.9       99.7       99.5:       0.3        0.5
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  :        34:         7         12          2          4         12         12         25:
Old  :        34:         7         12          2          4         12         12         25:
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  :                 89.4       61.2       97.6       82.2       89.4       61.2       95.4       82.2
Old  :                 89.4       61.2       97.6       82.2       89.4       61.2       95.4       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 3, 2016