WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 19, 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  :   465,177:   131,171    223,292     87,789    196,711    111,440    415,671    422,521:    49,506     42,656
Old  :   436,015:   122,967    222,814     80,839    185,629     94,374    389,435    398,027:    46,580     37,988
Other:    29,162:    13,037      5,311      2,117     11,082     17,066     26,236     24,494:     2,926      4,668
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    11,644:     7,199      8,686      3,962     -1,747     -2,701      9,414      9,947:     2,230      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       48.0       18.9       42.3       24.0       89.4       90.8:      10.6        9.2
Old  :     100.0:      28.2       51.1       18.5       42.6       21.6       89.3       91.3:      10.7        8.7
Other:     100.0:      44.7       18.2        7.3       38.0       58.5       90.0       84.0:      10.0       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       145        150        103        120        100        331        299:
Old  :       453:       148        149         98        119         92        325        290:
Other:       113:        24         19         10         29         52         58         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  :                 13.6       10.7       20.8       18.9       12.2        9.2       18.5       16.8
Old  :                 13.9       11.1       21.6       19.9       12.9        9.9       19.2       18.1
Other:                 46.0       27.6       58.9       42.9       46.0       26.3       55.7       40.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 19, 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  :   230,596:    79,125     91,350     29,053    101,634     86,596    209,812    206,999:    20,784     23,597
Old  :   214,451:    77,554     91,020     25,631     92,080     76,536    195,265    193,187:    19,186     21,264
Other:    16,145:     4,683      3,442        310      9,554     10,060     14,547     13,812:     1,598      2,333
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     4,682:    -1,151       -900        711      3,334      4,474      2,894      4,285:     1,788        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       39.6       12.6       44.1       37.6       91.0       89.8:       9.0       10.2
Old  :     100.0:      36.2       42.4       12.0       42.9       35.7       91.1       90.1:       8.9        9.9
Other:     100.0:      29.0       21.3        1.9       59.2       62.3       90.1       85.5:       9.9       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        76         64         54         85         77        183        179:
Old  :       254:        75         63         50         85         76        180        175:
Other:        80:        12         13          3         25         36         40         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       18.6       23.1       29.8       12.8       16.6       19.7       26.9
Old  :                 14.7       19.3       23.6       30.8       13.6       17.3       20.9       28.5
Other:                 38.4       51.6       61.0       63.5       38.4       47.2       60.4       59.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 19, 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  : 1,298,151:   388,356    257,732    186,760    594,377    660,910  1,169,493  1,105,402:   128,658    192,749
Old  :   504,311:   234,663    214,181     17,248    209,776    225,315    461,687    456,744:    42,624     47,567
Other:   793,840:   282,155    172,013     41,050    384,601    435,595    707,806    648,658:    86,034    145,182
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :       622:     3,245     21,386     12,650    -16,294    -27,671       -399      6,365:     1,021     -5,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       19.9       14.4       45.8       50.9       90.1       85.2:       9.9       14.8
Old  :     100.0:      46.5       42.5        3.4       41.6       44.7       91.5       90.6:       8.5        9.4
Other:     100.0:      35.5       21.7        5.2       48.4       54.9       89.2       81.7:      10.8       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       170        142        145        264        310        514        532:
Old  :       584:       140        101         23        173        209        323        324:
Other:       660:       151        123         87        206        300        398        472:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       12.5       17.8       19.5        9.8        9.7       16.1       15.0
Old  :                 11.8       21.1       21.5       33.1       11.7       20.4       21.4       31.5
Other:                 14.7       14.0       23.0       20.6       13.4        9.1       20.7       15.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 19, 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  :     9,853:     2,815      3,169        842      3,287      4,063      6,944      8,074:     2,909      1,779
Old  :     9,853:     2,815      3,169        842      3,287      4,063      6,944      8,074:     2,909      1,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :       -95:       203         12         -5        -90         62        108         69:      -203       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       32.2        8.5       33.4       41.2       70.5       81.9:      29.5       18.1
Old  :     100.0:      28.6       32.2        8.5       33.4       41.2       70.5       81.9:      29.5       18.1
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  :        49:        15         15          4         16         12         33         29:
Old  :        49:        15         15          4         16         12         33         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       44.5       43.9       59.9       26.2       40.4       35.0       50.1
Old  :                 31.8       44.5       43.9       59.9       26.2       40.4       35.0       50.1
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, July 19, 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  :   771,578:   291,262     89,116     88,825    340,337    505,642    720,424    683,583:    51,154     87,995
Old  :    93,937:    47,556     18,470      1,718     38,100     63,922     87,374     84,110:     6,563      9,827
Other:   677,641:   255,887     82,827     74,926    302,237    441,720    633,050    599,473:    44,591     78,168
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     5,541:      -736     13,224     -2,609      8,600     -1,520      5,255      9,095:       286     -3,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       11.5       11.5       44.1       65.5       93.4       88.6:       6.6       11.4
Old  :     100.0:      50.6       19.7        1.8       40.6       68.0       93.0       89.5:       7.0       10.5
Other:     100.0:      37.8       12.2       11.1       44.6       65.2       93.4       88.5:       6.6       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       210        143        166        201        262        495        507:
Old  :       408:       110         69          7        105        140        218        214:
Other:       658:       191        164        149        165        258        442        492:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       17.2       22.7       26.2       13.7       14.3       20.7       22.4
Old  :                 18.5       36.5       29.1       51.0       18.5       36.4       29.1       49.0
Other:                 15.8       15.4       23.9       23.9       14.3       11.9       21.1       19.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 19, 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  :    34,360:    10,091      4,903          9         13     10,444     10,113     15,356:    24,247     19,004
Old  :     1,122:       906        223          0          9        294        915        517:       207        605
Other:    33,238:     9,193      4,688          1          4     10,150      9,198     14,839:    24,040     18,399
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :       159:        48        227         -8          2         88         42        307:       117       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       14.3        0.0        0.0       30.4       29.4       44.7:      70.6       55.3
Old  :     100.0:      80.7       19.9        0.0        0.8       26.2       81.6       46.1:      18.4       53.9
Other:     100.0:      27.7       14.1        0.0        0.0       30.5       27.7       44.6:      72.3       55.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3         17          4          5         27         10         46:
Old  :        37:         4         10          0          3         21          7         31:
Other:        47:         3         17          1          2         27          5         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       12.6       29.4       18.6       29.4       12.6       29.4       18.6
Old  :                 81.1       27.3       81.6       37.0       81.0       27.3       81.2       37.0
Other:                 27.7       12.4       27.7       18.6       27.7       12.4       27.7       18.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 19, 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  :   361,237:    95,120     74,174     50,994    184,985    206,266    331,099    331,434:    30,138     29,803
Old  :    83,326:    29,615     12,138      3,090     43,673     60,663     76,378     75,891:     6,948      7,435
Other:   277,911:    80,088     76,619     33,321    141,312    145,603    254,721    255,543:    23,190     22,368
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     8,763:     2,201      2,189      4,004      2,867      2,451      9,072      8,644:      -309        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       20.5       14.1       51.2       57.1       91.7       91.7:       8.3        8.3
Old  :     100.0:      35.5       14.6        3.7       52.4       72.8       91.7       91.1:       8.3        8.9
Other:     100.0:      28.8       27.6       12.0       50.8       52.4       91.7       92.0:       8.3        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        81         84         88         84         75        217        214:
Old  :       169:        45         38         24         53         57        107        110:
Other:       268:        77         82         71         71         60        194        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       28.5       17.3       36.2        9.3       24.3       16.5       30.5
Old  :                 22.8       29.3       36.5       46.7       21.9       24.8       33.2       37.4
Other:                 11.8       30.4       21.3       38.2       11.5       27.1       19.8       33.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 19, 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  :   588,048:   174,488     82,691     17,719    245,894    352,549    438,101    452,959:   149,947    135,089
Old  :   588,048:   174,488     82,691     17,719    245,894    352,549    438,101    452,959:   149,947    135,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    -1,343:    -7,145      4,912      3,563     -7,357        485    -10,939      8,960:     9,596    -10,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       14.1        3.0       41.8       60.0       74.5       77.0:      25.5       23.0
Old  :     100.0:      29.7       14.1        3.0       41.8       60.0       74.5       77.0:      25.5       23.0
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  :       163:        45         32         19         56         61        109        104:
Old  :       163:        45         32         19         56         61        109        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  :                 18.4       22.5       28.5       34.7       13.8       17.7       22.6       26.9
Old  :                 18.4       22.5       28.5       34.7       13.8       17.7       22.6       26.9
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, July 19, 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  :   588,539:    69,020    139,056      7,713    376,049    357,365    452,782    504,134:   135,757     84,405
Old  :   588,539:    69,020    139,056      7,713    376,049    357,365    452,782    504,134:   135,757     84,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     4,999:     9,942      2,417        501        513     -1,510     10,956      1,408:    -5,957      3,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       23.6        1.3       63.9       60.7       76.9       85.7:      23.1       14.3
Old  :     100.0:      11.7       23.6        1.3       63.9       60.7       76.9       85.7:      23.1       14.3
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  :        96:        19         12         10         48         51         73         67:
Old  :        96:        19         12         10         48         51         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  :                 22.1       41.2       36.9       52.2       18.7       40.4       28.6       49.9
Old  :                 22.1       41.2       36.9       52.2       18.7       40.4       28.6       49.9
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, July 19, 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  :     5,026:     2,552        524        928      1,317      3,446      4,797      4,898:       229        128
Old  :     5,026:     2,552        524        928      1,317      3,446      4,797      4,898:       229        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :        73:        32       -122         56         86        104        174         38:      -101         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       10.4       18.5       26.2       68.6       95.4       97.5:       4.6        2.5
Old  :     100.0:      50.8       10.4       18.5       26.2       68.6       95.4       97.5:       4.6        2.5
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  :        37:        17          4          4         10         13         29         19:
Old  :        37:        17          4          4         10         13         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       57.1       67.4       83.1       36.2       43.9       53.6       59.5
Old  :                 46.8       57.1       67.4       83.1       36.2       43.9       53.6       59.5
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, July 19, 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  :   375,040:   110,336     20,246     48,146    173,920    280,054    332,402    348,446:    42,638     26,594
Old  :    90,023:    33,737      5,774      3,268     39,546     72,500     76,551     81,542:    13,472      8,481
Other:   285,017:    94,983     32,856     26,494    134,374    207,554    255,851    266,904:    29,166     18,113
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    -2,421:    -2,509        858        528      2,183     -2,761        202     -1,375:    -2,623     -1,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        5.4       12.8       46.4       74.7       88.6       92.9:      11.4        7.1
Old  :     100.0:      37.5        6.4        3.6       43.9       80.5       85.0       90.6:      15.0        9.4
Other:     100.0:      33.3       11.5        9.3       47.1       72.8       89.8       93.6:      10.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        91         34         82         90         89        231        182:
Old  :       190:        65         23         26         65         64        143        102:
Other:       253:        85         53         62         81         76        205        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       36.2       18.3       43.1       11.5       31.3       16.9       36.9
Old  :                 16.8       32.9       26.8       47.1       16.0       31.6       25.2       42.6
Other:                 12.8       37.4       20.4       44.9       12.7       32.4       19.3       39.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 19, 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  :     9,820:     2,285      2,515        493      5,004      5,100      7,782      8,108:     2,038      1,712
Old  :     9,820:     2,285      2,515        493      5,004      5,100      7,782      8,108:     2,038      1,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :       328:        -6        239        111        106        -80        211        270:       117         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       25.6        5.0       51.0       51.9       79.2       82.6:      20.8       17.4
Old  :     100.0:      23.3       25.6        5.0       51.0       51.9       79.2       82.6:      20.8       17.4
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  :        62:        16         21          8         18         14         41         38:
Old  :        62:        16         21          8         18         14         41         38:
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  :                 44.2       39.0       54.6       53.5       44.2       38.1       54.6       52.2
Old  :                 44.2       39.0       54.6       53.5       44.2       38.1       54.6       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 19, 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  : 1,034,188:   246,578    236,070     24,573    639,832    634,015    910,983    894,658:   123,205    139,530
Old  : 1,034,188:   246,578    236,070     24,573    639,832    634,015    910,983    894,658:   123,205    139,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     6,520:   -21,468      6,302     -8,560     33,547      6,357      3,519      4,099:     3,001      2,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       22.8        2.4       61.9       61.3       88.1       86.5:      11.9       13.5
Old  :     100.0:      23.8       22.8        2.4       61.9       61.3       88.1       86.5:      11.9       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  :       252:        47         65         34         91        107        157        187:
Old  :       252:        47         65         34         91        107        157        187:
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  :                 24.2       20.3       35.5       29.9       22.4       20.1       30.5       28.6
Old  :                 24.2       20.3       35.5       29.9       22.4       20.1       30.5       28.6
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, July 19, 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  : 2,795,238:   592,566    483,195     83,519  1,755,459  1,805,951  2,431,544  2,372,665:   363,694    422,573
Old  : 2,795,238:   592,566    483,195     83,519  1,755,459  1,805,951  2,431,544  2,372,665:   363,694    422,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :   -82,122:   -55,027    -33,037      2,167    -21,453    -77,229    -74,313   -108,099:    -7,809     25,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       17.3        3.0       62.8       64.6       87.0       84.9:      13.0       15.1
Old  :     100.0:      21.2       17.3        3.0       62.8       64.6       87.0       84.9:      13.0       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:        85         72         61        140        143        254        247:
Old  :       358:        85         72         61        140        143        254        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       19.7       39.9       29.6       28.8       16.8       36.1       25.2
Old  :                 30.5       19.7       39.9       29.6       28.8       16.8       36.1       25.2
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, July 19, 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  :   168,536:    24,748     13,288        339     88,959     79,129    114,046     92,756:    54,490     75,780
Old  :   168,536:    24,748     13,288        339     88,959     79,129    114,046     92,756:    54,490     75,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    14,807:        73        -80         74     15,325      9,498     15,472      9,492:      -665      5,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        7.9        0.2       52.8       47.0       67.7       55.0:      32.3       45.0
Old  :     100.0:      14.7        7.9        0.2       52.8       47.0       67.7       55.0:      32.3       45.0
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:         4          2          1         20         16         24         19:
Old  :        32:         4          2          1         20         16         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       30.8       46.3       42.4       30.0       30.1       44.5       41.6
Old  :                 30.6       30.8       46.3       42.4       30.0       30.1       44.5       41.6
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, July 19, 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  : 2,671,029:   409,779    558,792     33,289  1,959,972  1,761,404  2,403,040  2,353,485:   267,989    317,544
Old  : 2,671,029:   409,779    558,792     33,289  1,959,972  1,761,404  2,403,040  2,353,485:   267,989    317,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :   -35,126:   -34,821    -10,085      1,230      5,693    -15,456    -27,898    -24,311:    -7,228    -10,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.9        1.2       73.4       65.9       90.0       88.1:      10.0       11.9
Old  :     100.0:      15.3       20.9        1.2       73.4       65.9       90.0       88.1:      10.0       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  :       298:        54         68         36        102        142        177        225:
Old  :       298:        54         68         36        102        142        177        225:
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  :                 40.6       19.6       50.3       30.1       37.0       19.3       46.6       29.1
Old  :                 40.6       19.6       50.3       30.1       37.0       19.3       46.6       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 19, 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  :   830,024:    44,806     97,316    190,919    572,943    494,346    808,668    782,581:    21,356     47,443
Old  :   830,024:    44,806     97,316    190,919    572,943    494,346    808,668    782,581:    21,356     47,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    18,458:   -14,602     16,808      9,876     21,545     -7,635     16,819     19,049:     1,639       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       11.7       23.0       69.0       59.6       97.4       94.3:       2.6        5.7
Old  :     100.0:       5.4       11.7       23.0       69.0       59.6       97.4       94.3:       2.6        5.7
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  :       126:        14         44         36         49         61         88        119:
Old  :       126:        14         44         36         49         61         88        119:
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       25.2       52.6       38.7       19.8       10.7       28.3       15.4
Old  :                 32.7       25.2       52.6       38.7       19.8       10.7       28.3       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 19, 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  :    63,157:    38,649      7,219          0     16,811     44,477     55,460     51,696:     7,697     11,461
Old  :    63,157:    38,649      7,219          0     16,811     44,477     55,460     51,696:     7,697     11,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     7,170:     7,479        799          0        275      5,492      7,753      6,291:      -584        879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       11.4        0.0       26.6       70.4       87.8       81.9:      12.2       18.1
Old  :     100.0:      61.2       11.4        0.0       26.6       70.4       87.8       81.9:      12.2       18.1
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  :       109:        39         22          0         25         27         64         49:
Old  :       109:        39         22          0         25         27         64         49:
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  :                 35.4       35.2       48.5       51.8       35.4       35.2       48.5       51.8
Old  :                 35.4       35.2       48.5       51.8       35.4       35.2       48.5       51.8
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, July 19, 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  :   126,313:    77,297     14,437          0     33,622     88,954    110,919    103,391:    15,394     22,922
Old  :   126,313:    77,297     14,437          0     33,622     88,954    110,919    103,391:    15,394     22,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    14,339:    14,957      1,597          0        549     10,984     15,506     12,581:    -1,167      1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       11.4        0.0       26.6       70.4       87.8       81.9:      12.2       18.1
Old  :     100.0:      61.2       11.4        0.0       26.6       70.4       87.8       81.9:      12.2       18.1
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  :       109:        39         22          0         25         27         64         49:
Old  :       109:        39         22          0         25         27         64         49:
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  :                 35.4       35.2       48.5       51.8       35.4       35.2       48.5       51.8
Old  :                 35.4       35.2       48.5       51.8       35.4       35.2       48.5       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, July 19, 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  :    16,435:    13,442     15,571        835      1,977          0     16,254     16,406:       181         29
Old  :    16,435:    13,442     15,571        835      1,977          0     16,254     16,406:       181         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :      -189:      -471       -149        -37        280          0       -228       -186:        39         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       94.7        5.1       12.0        0.0       98.9       99.8:       1.1        0.2
Old  :     100.0:      81.8       94.7        5.1       12.0        0.0       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        23         10          2          2          0         26         11:
Old  :        35:        23         10          2          2          0         26         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  :                 69.5       84.9       85.5       96.3       66.8       82.6       82.8       92.8
Old  :                 69.5       84.9       85.5       96.3       66.8       82.6       82.8       92.8
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, July 19, 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  :    25,402:    14,321     10,313        278     10,645     14,670     25,244     25,261:       158        141
Old  :    25,402:    14,321     10,313        278     10,645     14,670     25,244     25,261:       158        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :       516:     1,133        -24          0       -671        490        462        466:        54         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       40.6        1.1       41.9       57.8       99.4       99.4:       0.6        0.6
Old  :     100.0:      56.4       40.6        1.1       41.9       57.8       99.4       99.4:       0.6        0.6
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  :        42:         7         15          1          5         17         13         32:
Old  :        42:         7         15          1          5         17         13         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.3       48.0       94.5       65.4       82.3       48.0       94.5       65.4
Old  :                 82.3       48.0       94.5       65.4       82.3       48.0       94.5       65.4
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, July 19, 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  :    29,812:    21,590      8,869         49      8,094     20,801     29,733     29,719:        79         93
Old  :    29,812:    21,590      8,869         49      8,094     20,801     29,733     29,719:        79         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :     2,249:     2,079        -46          0        168      2,273      2,247      2,227:         2         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       29.7        0.2       27.2       69.8       99.7       99.7:       0.3        0.3
Old  :     100.0:      72.4       29.7        0.2       27.2       69.8       99.7       99.7:       0.3        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  :        35:        10         11          1          4         11         14         23:
Old  :        35:        10         11          1          4         11         14         23:
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       69.4       96.0       88.3       88.7       69.4       94.8       88.3
Old  :                 88.7       69.4       96.0       88.3       88.7       69.4       94.8       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 22, 2016