WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 21, 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  :   417,107:   117,956    169,162     56,536    198,862    151,594    373,354    377,292:    43,753     39,815
Old  :   394,481:   110,867    168,114     51,148    190,683    139,855    352,698    359,117:    41,783     35,364
Other:    22,626:    10,396      4,355      2,081      8,179     11,739     20,656     18,175:     1,970      4,451
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -2,728:     6,172     12,674    -11,367      1,832     -4,594     -3,363     -3,287:       635        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       40.6       13.6       47.7       36.3       89.5       90.5:      10.5        9.5
Old  :     100.0:      28.1       42.6       13.0       48.3       35.5       89.4       91.0:      10.6        9.0
Other:     100.0:      45.9       19.2        9.2       36.1       51.9       91.3       80.3:       8.7       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       122        127        117        111         92        307        272:
Old  :       388:       129        121        109        111         89        301        263:
Other:       108:        20         27         11         22         46         52         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       11.7       22.9       22.4       11.6       10.1       18.6       17.5
Old  :                 15.1       11.6       23.7       22.5       12.4       10.7       19.2       18.5
Other:                 51.0       27.0       64.2       42.4       51.0       20.7       61.0       34.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 21, 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  :   226,450:    77,083     78,814     29,907     99,551     92,384    206,541    201,105:    19,909     25,345
Old  :   219,777:    75,359     78,602     29,073     96,214     88,577    200,646    196,252:    19,131     23,525
Other:     6,673:     2,556      1,044          2      3,337      3,807      5,895      4,853:       778      1,820
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :      -456:     1,088      5,958     -1,500       -918     -5,129     -1,330       -671:       874        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       34.8       13.2       44.0       40.8       91.2       88.8:       8.8       11.2
Old  :     100.0:      34.3       35.8       13.2       43.8       40.3       91.3       89.3:       8.7       10.7
Other:     100.0:      38.3       15.6        0.0       50.0       57.1       88.3       72.7:      11.7       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        64         60         47         87         76        171        167:
Old  :       232:        62         60         46         87         75        169        165:
Other:        63:         8          9          1         16         34         25         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       20.4       25.5       30.3       13.3       14.6       19.9       22.7
Old  :                 17.1       21.1       25.8       31.1       13.4       15.2       20.2       23.7
Other:                 57.2       48.5       73.7       61.7       57.2       46.5       73.7       59.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 21, 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  : 1,479,366:   509,777    180,892    200,461    644,767    881,405  1,355,005  1,262,758:   124,361    216,608
Old  :   756,183:   328,209    208,248     40,759    329,425    427,856    698,393    676,863:    57,790     79,320
Other:   723,183:   306,164     97,240     35,106    315,342    453,549    656,612    585,895:    66,571    137,288
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -1,335:   -16,636     17,004     -6,685     29,455    -13,972      6,134     -3,653:    -7,469      2,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       12.2       13.6       43.6       59.6       91.6       85.4:       8.4       14.6
Old  :     100.0:      43.4       27.5        5.4       43.6       56.6       92.4       89.5:       7.6       10.5
Other:     100.0:      42.3       13.4        4.9       43.6       62.7       90.8       81.0:       9.2       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       796:       218        134        192        267        361        584        613:
Old  :       684:       170        130         98        210        301        436        474:
Other:       704:       177        124         85        179        335        399        507:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       13.1       18.9       20.8       10.8       10.4       17.4       16.2
Old  :                 14.4       17.0       24.7       27.9       13.7       16.8       23.9       27.0
Other:                 12.9       13.6       21.9       20.2       11.3        9.7       19.5       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 21, 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  :     9,964:     2,809      2,799        678      3,026      4,347      6,513      7,824:     3,451      2,140
Old  :     9,964:     2,809      2,799        678      3,026      4,347      6,513      7,824:     3,451      2,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :        83:        63       -605         15        197        440        275       -150:      -192        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       28.1        6.8       30.4       43.6       65.4       78.5:      34.6       21.5
Old  :     100.0:      28.2       28.1        6.8       30.4       43.6       65.4       78.5:      34.6       21.5
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  :        42:        13         12          6         13         11         29         26:
Old  :        42:        13         12          6         13         11         29         26:
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  :                 34.2       41.1       45.4       58.3       28.8       34.9       37.0       48.1
Old  :                 34.2       41.1       45.4       58.3       28.8       34.9       37.0       48.1
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, June 21, 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  :   865,099:   317,066     74,583    117,910    369,495    572,674    804,471    765,167:    60,628     99,932
Old  :   223,600:   100,664     40,510     22,645     80,213    136,614    203,522    199,769:    20,078     23,831
Other:   641,499:   254,236     71,907     57,431    289,282    436,060    600,949    565,398:    40,550     76,101
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -17,401:    -6,089     -1,464     -4,640     -5,283     -9,468    -16,012    -15,572:    -1,389     -1,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        8.6       13.6       42.7       66.2       93.0       88.4:       7.0       11.6
Old  :     100.0:      45.0       18.1       10.1       35.9       61.1       91.0       89.3:       9.0       10.7
Other:     100.0:      39.6       11.2        9.0       45.1       68.0       93.7       88.1:       6.3       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       686:       238        142        179        206        260        530        510:
Old  :       522:       151        105         74        132        196        324        341:
Other:       643:       208        149        124        161        246        430        463:
     :----------------------------------------------------------------------------------------------------
     :             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       15.1       21.7       24.1       12.8       12.0       19.0       20.1
Old  :                 13.6       18.3       22.6       27.7       12.7       16.3       20.8       24.2
Other:                 17.5       16.0       25.9       25.2       15.2       14.2       22.7       22.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 21, 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  :    34,742:     9,469      4,788         23         12      9,789      9,504     14,600:    25,238     20,142
Old  :     2,704:     1,303        457          0          9        320      1,312        777:     1,392      1,927
Other:    32,038:     8,189      4,354          0          3      9,469      8,192     13,823:    23,846     18,215
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :      -337:    -3,845        -46        -21        -48         83     -3,914         16:     3,577       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.8        0.1        0.0       28.2       27.4       42.0:      72.6       58.0
Old  :     100.0:      48.2       16.9        0.0        0.3       11.8       48.5       28.7:      51.5       71.3
Other:     100.0:      25.6       13.6        0.0        0.0       29.6       25.6       43.1:      74.4       56.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         16          1          5         26          8         43:
Old  :        38:         2         15          0          3         20          5         35:
Other:        45:         3         16          0          2         26          5         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       12.0       27.4       17.8       27.3       12.0       27.3       17.8
Old  :                 48.5       12.1       48.5       17.9       48.3       12.1       48.3       17.9
Other:                 25.6       12.4       25.6       18.5       25.6       12.4       25.6       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 21, 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  :   382,744:   112,971     50,518     68,027    167,982    235,581    348,980    354,126:    33,764     28,618
Old  :   149,511:    65,443     26,989     15,704     55,642     94,088    136,789    136,781:    12,722     12,730
Other:   233,233:    71,416     47,417     28,435    112,340    141,493    212,191    217,345:    21,042     15,888
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -16,823:   -11,368      6,388     -9,156      6,270    -14,157    -14,254    -16,925:    -2,569        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       13.2       17.8       43.9       61.6       91.2       92.5:       8.8        7.5
Old  :     100.0:      43.8       18.1       10.5       37.2       62.9       91.5       91.5:       8.5        8.5
Other:     100.0:      30.6       20.3       12.2       48.2       60.7       91.0       93.2:       9.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        94         63         99         85         75        237        203:
Old  :       222:        69         52         48         63         65        157        146:
Other:       242:        79         61         64         66         54        181        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       29.7       16.3       37.9        9.1       27.1       15.5       34.2
Old  :                 14.4       25.2       24.9       38.2       14.2       23.3       24.2       34.9
Other:                 13.5       33.9       22.5       43.2       13.5       31.6       22.1       39.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 21, 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  :   584,288:   173,911     70,440     16,132    237,637    362,063    427,680    448,635:   156,608    135,653
Old  :   584,288:   173,911     70,440     16,132    237,637    362,063    427,680    448,635:   156,608    135,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -2,277:    11,672    -14,522     -1,498     -3,664     11,757      6,510     -4,263:    -8,787      1,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       12.1        2.8       40.7       62.0       73.2       76.8:      26.8       23.2
Old  :     100.0:      29.8       12.1        2.8       40.7       62.0       73.2       76.8:      26.8       23.2
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  :       158:        45         27         16         54         64        102        104:
Old  :       158:        45         27         16         54         64        102        104:
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  :                 17.3       22.2       27.3       32.1       14.0       17.4       22.9       26.2
Old  :                 17.3       22.2       27.3       32.1       14.0       17.4       22.9       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, June 21, 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  :   592,820:    52,025    137,652      8,804    388,558    376,108    449,387    522,564:   143,433     70,256
Old  :   592,820:    52,025    137,652      8,804    388,558    376,108    449,387    522,564:   143,433     70,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -24,787:    -4,725     -5,679     -8,856    -16,491     -9,335    -30,072    -23,870:     5,285       -917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       23.2        1.5       65.5       63.4       75.8       88.1:      24.2       11.9
Old  :     100.0:       8.8       23.2        1.5       65.5       63.4       75.8       88.1:      24.2       11.9
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  :        99:        13         15          7         54         51         72         68:
Old  :        99:        13         15          7         54         51         72         68:
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  :                 23.8       45.6       38.9       55.6       21.1       45.6       31.0       54.6
Old  :                 23.8       45.6       38.9       55.6       21.1       45.6       31.0       54.6
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, June 21, 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  :     5,155:     2,499        575        870      1,452      3,531      4,821      4,976:       334        179
Old  :     5,155:     2,499        575        870      1,452      3,531      4,821      4,976:       334        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :        27:       -66        -51        130         29        -82         93         -3:       -66         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       11.2       16.9       28.2       68.5       93.5       96.5:       6.5        3.5
Old  :     100.0:      48.5       11.2       16.9       28.2       68.5       93.5       96.5:       6.5        3.5
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:        14          4          3          9         13         25         18:
Old  :        34:        14          4          3          9         13         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       56.9       68.3       82.4       38.8       48.8       56.7       61.0
Old  :                 44.9       56.9       68.3       82.4       38.8       48.8       56.7       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 21, 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  :   399,547:   116,369     29,939     55,511    174,633    285,969    346,513    371,419:    53,034     28,128
Old  :   140,998:    49,863     21,038      9,115     58,162     97,208    117,140    127,361:    23,858     13,637
Other:   258,549:    87,724     30,119     25,178    116,471    188,761    229,373    244,058:    29,176     14,491
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :     4,076:    -2,297       -834      2,659      4,400      3,049      4,762      4,874:      -686       -798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        7.5       13.9       43.7       71.6       86.7       93.0:      13.3        7.0
Old  :     100.0:      35.4       14.9        6.5       41.3       68.9       83.1       90.3:      16.9        9.7
Other:     100.0:      33.9       11.6        9.7       45.0       73.0       88.7       94.4:      11.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       102         47         86         98        101        249        209:
Old  :       249:        86         40         34         79         92        180        153:
Other:       256:        87         56         53         78         79        196        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       32.0       18.6       39.6       11.0       29.0       15.9       34.7
Old  :                 15.9       27.3       23.4       38.5       15.9       26.3       23.4       35.8
Other:                 14.3       35.2       22.0       44.7       13.3       31.4       20.1       39.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 21, 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  :     9,847:     2,226      1,628        215      4,914      6,350      7,355      8,193:     2,492      1,654
Old  :     3,032:       502        492          0      1,592      2,017      2,094      2,509:       938        523
Other:     6,815:     1,837      1,249        102      3,322      4,333      5,261      5,684:     1,554      1,131
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :        83:        -3        -79        -30        122         17         89        -92:        -6        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       16.5        2.2       49.9       64.5       74.7       83.2:      25.3       16.8
Old  :     100.0:      16.6       16.2        0.0       52.5       66.5       69.1       82.8:      30.9       17.2
Other:     100.0:      27.0       18.3        1.5       48.7       63.6       77.2       83.4:      22.8       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14         15          5         20         15         37         32:
Old  :        29:         8          6          0         10          6         18         12:
Other:        48:        14         12          4         15         14         31         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.0       46.3       51.6       59.6       41.0       45.6       51.3       55.4
Old  :                 38.6       64.1       54.3       77.2       38.6       63.1       54.3       76.1
Other:                 50.1       44.5       60.9       59.5       50.1       43.8       60.9       58.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 21, 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  : 1,017,570:   272,094    236,239     23,058    596,167    616,731    891,319    876,028:   126,251    141,542
Old  : 1,017,570:   272,094    236,239     23,058    596,167    616,731    891,319    876,028:   126,251    141,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :     3,726:    22,669    -35,087     -4,165    -28,782     40,827    -10,278      1,575:    14,004      2,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       23.2        2.3       58.6       60.6       87.6       86.1:      12.4       13.9
Old  :     100.0:      26.7       23.2        2.3       58.6       60.6       87.6       86.1:      12.4       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        51         59         36         81         94        150        171:
Old  :       235:        51         59         36         81         94        150        171:
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  :                 28.0       20.3       39.9       29.5       26.4       20.1       35.0       28.0
Old  :                 28.0       20.3       39.9       29.5       26.4       20.1       35.0       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 21, 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  : 2,812,962:   711,514    596,849     80,303  1,650,994  1,711,173  2,442,811  2,388,325:   370,151    424,637
Old  : 2,812,962:   711,514    596,849     80,303  1,650,994  1,711,173  2,442,811  2,388,325:   370,151    424,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    66,510:   110,619     41,042    -21,807    -38,065     47,719     50,747     66,954:    15,763       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       21.2        2.9       58.7       60.8       86.8       84.9:      13.2       15.1
Old  :     100.0:      25.3       21.2        2.9       58.7       60.8       86.8       84.9:      13.2       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  :       358:        88         71         54        134        151        250        248:
Old  :       358:        88         71         54        134        151        250        248:
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       16.2       38.4       24.9       27.7       13.9       34.3       20.9
Old  :                 31.2       16.2       38.4       24.9       27.7       13.9       34.3       20.9
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, June 21, 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  :   149,081:    21,898     11,216        133     70,845     69,504     92,876     80,853:    56,205     68,228
Old  :   149,081:    21,898     11,216        133     70,845     69,504     92,876     80,853:    56,205     68,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    13,817:     7,074     -2,631          0      8,005     14,752     15,079     12,121:    -1,262      1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        7.5        0.1       47.5       46.6       62.3       54.2:      37.7       45.8
Old  :     100.0:      14.7        7.5        0.1       47.5       46.6       62.3       54.2:      37.7       45.8
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  :        33:         4          2          1         17         18         21         21:
Old  :        33:         4          2          1         17         18         21         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  :                 27.9       26.2       44.8       36.7       27.3       26.2       42.1       36.4
Old  :                 27.9       26.2       44.8       36.7       27.3       26.2       42.1       36.4
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, June 21, 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  : 2,728,468:   489,375    524,862     65,259  1,897,072  1,819,071  2,451,706  2,409,192:   276,762    319,276
Old  : 2,728,468:   489,375    524,862     65,259  1,897,072  1,819,071  2,451,706  2,409,192:   276,762    319,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   125,375:   110,752     10,606      6,157     14,377    117,214    131,286    133,977:    -5,911     -8,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       19.2        2.4       69.5       66.7       89.9       88.3:      10.1       11.7
Old  :     100.0:      17.9       19.2        2.4       69.5       66.7       89.9       88.3:      10.1       11.7
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  :       304:        62         62         35         99        150        181        227:
Old  :       304:        62         62         35         99        150        181        227:
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  :                 38.7       19.4       47.9       29.9       35.1       18.6       43.6       28.0
Old  :                 38.7       19.4       47.9       29.9       35.1       18.6       43.6       28.0
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, June 21, 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  : 1,020,338:    81,998    146,578    193,822    722,359    624,444    998,179    964,844:    22,159     55,494
Old  : 1,020,338:    81,998    146,578    193,822    722,359    624,444    998,179    964,844:    22,159     55,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    34,707:    20,696     -3,071      7,148      6,867     34,966     34,711     39,043:        -4     -4,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       14.4       19.0       70.8       61.2       97.8       94.6:       2.2        5.4
Old  :     100.0:       8.0       14.4       19.0       70.8       61.2       97.8       94.6:       2.2        5.4
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  :       141:        17         47         35         51         74         90        136:
Old  :       141:        17         47         35         51         74         90        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  :                 35.2       18.9       52.5       30.6       25.4       11.8       36.7       19.0
Old  :                 35.2       18.9       52.5       30.6       25.4       11.8       36.7       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 21, 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  :    56,193:    32,305     10,713        368     15,296     37,533     47,969     48,614:     8,224      7,579
Old  :    56,193:    32,305     10,713        368     15,296     37,533     47,969     48,614:     8,224      7,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -18,078:      -622     -1,587       -566    -16,577    -14,114    -17,765    -16,267:      -313     -1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       19.1        0.7       27.2       66.8       85.4       86.5:      14.6       13.5
Old  :     100.0:      57.5       19.1        0.7       27.2       66.8       85.4       86.5:      14.6       13.5
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  :       104:        37         22          2         21         27         59         50:
Old  :       104:        37         22          2         21         27         59         50:
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  :                 34.8       34.1       48.8       50.5       34.8       34.1       48.8       50.5
Old  :                 34.8       34.1       48.8       50.5       34.8       34.1       48.8       50.5
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, June 21, 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  :   112,385:    64,609     21,425        736     30,592     75,066     95,937     97,227:    16,448     15,158
Old  :   112,385:    64,609     21,425        736     30,592     75,066     95,937     97,227:    16,448     15,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -36,155:    -1,244     -3,174     -1,132    -33,153    -28,227    -35,529    -32,533:      -626     -3,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       19.1        0.7       27.2       66.8       85.4       86.5:      14.6       13.5
Old  :     100.0:      57.5       19.1        0.7       27.2       66.8       85.4       86.5:      14.6       13.5
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  :       104:        37         22          2         21         27         59         50:
Old  :       104:        37         22          2         21         27         59         50:
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  :                 34.8       34.1       48.8       50.5       34.8       34.1       48.8       50.5
Old  :                 34.8       34.1       48.8       50.5       34.8       34.1       48.8       50.5
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, June 21, 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  :    19,806:    17,131     18,965        825      1,642          0     19,598     19,790:       208         16
Old  :    19,806:    17,131     18,965        825      1,642          0     19,598     19,790:       208         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -4,935:    -2,832     -2,735     -2,044          0          0     -4,876     -4,779:       -59       -156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5       95.8        4.2        8.3        0.0       98.9       99.9:       1.1        0.1
Old  :     100.0:      86.5       95.8        4.2        8.3        0.0       98.9       99.9:       1.1        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  :        33:        21         10          2          2          0         24         11:
Old  :        33:        21         10          2          2          0         24         11:
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  :                 65.1       76.1       85.6       95.3       62.9       76.1       83.4       93.4
Old  :                 65.1       76.1       85.6       95.3       62.9       76.1       83.4       93.4
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, June 21, 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  :    26,752:    15,516     10,863        248     10,883     15,546     26,647     26,657:       105         95
Old  :    26,752:    15,516     10,863        248     10,883     15,546     26,647     26,657:       105         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :      -311:      -100       -119        -13        -65        -34       -178       -166:      -133       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       40.6        0.9       40.7       58.1       99.6       99.6:       0.4        0.4
Old  :     100.0:      58.0       40.6        0.9       40.7       58.1       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         9         13          1          5         20         15         33:
Old  :        45:         9         13          1          5         20         15         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       54.4       94.8       73.6       82.5       54.4       93.9       73.6
Old  :                 82.5       54.4       94.8       73.6       82.5       54.4       93.9       73.6
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, June 21, 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  :    26,156:    14,929     10,613         55     11,072     15,413     26,056     26,081:       100         75
Old  :    26,156:    14,929     10,613         55     11,072     15,413     26,056     26,081:       100         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :      -163:       229         92         -2       -426       -238       -199       -148:        36        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       40.6        0.2       42.3       58.9       99.6       99.7:       0.4        0.3
Old  :     100.0:      57.1       40.6        0.2       42.3       58.9       99.6       99.7:       0.4        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  :        29:         7          9          1          4         10         11         20:
Old  :        29:         7          9          1          4         10         11         20:
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  :                 88.7       68.5       98.5       90.7       88.7       68.5       96.5       90.7
Old  :                 88.7       68.5       98.5       90.7       88.7       68.5       96.5       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 24, 2016