WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 23, 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  :   451,533:   138,200    212,384     91,370    168,971    103,968    398,541    407,722:    52,992     43,811
Old  :   415,093:   133,436    215,766     76,171    155,779     84,755    365,386    376,692:    49,707     38,401
Other:    36,440:    16,639      8,493      3,324     13,192     19,213     33,155     31,030:     3,285      5,410
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    10,676:     5,393      4,615      2,895        927      4,267      9,215     11,777:     1,461     -1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       47.0       20.2       37.4       23.0       88.3       90.3:      11.7        9.7
Old  :     100.0:      32.1       52.0       18.4       37.5       20.4       88.0       90.7:      12.0        9.3
Other:     100.0:      45.7       23.3        9.1       36.2       52.7       91.0       85.2:       9.0       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       154        143        122        113         97        337        303:
Old  :       444:       152        147        113        112         88        329        290:
Other:       132:        33         23         11         33         58         72         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       10.1       16.9       18.8        9.4       10.0       15.6       17.9
Old  :                 10.4       11.0       17.9       20.0       10.0       11.0       16.7       19.6
Other:                 41.2       28.4       55.2       45.1       40.8       28.4       51.5       41.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 23, 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  :   233,774:    82,570     87,081     26,173    103,567     97,179    212,310    210,433:    21,464     23,341
Old  :   212,049:    81,766     85,663     20,298     90,463     85,308    192,527    191,269:    19,522     20,780
Other:    21,725:     6,104      6,718        575     13,104     11,871     19,783     19,164:     1,942      2,561
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    -5,798:     5,580     -2,475     -2,418     -8,022        815     -4,860     -4,078:      -938     -1,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       37.3       11.2       44.3       41.6       90.8       90.0:       9.2       10.0
Old  :     100.0:      38.6       40.4        9.6       42.7       40.2       90.8       90.2:       9.2        9.8
Other:     100.0:      28.1       30.9        2.6       60.3       54.6       91.1       88.2:       8.9       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        77         57         55         81         78        181        174:
Old  :       252:        77         56         48         80         73        175        164:
Other:       105:        15         17          6         30         52         51         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       19.2       22.7       30.6       13.8       17.5       22.3       28.1
Old  :                 15.1       21.0       24.8       33.0       15.1       19.2       24.3       30.8
Other:                 37.3       41.2       58.1       57.8       37.3       38.3       57.7       54.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 23, 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  : 1,370,132:   391,868    389,669    209,127    624,083    582,117  1,225,078  1,180,913:   145,054    189,219
Old  :   178,092:    77,487     56,741      2,674     66,440     99,142    146,601    158,557:    31,491     19,535
Other: 1,192,040:   358,900    377,447    161,934    557,643    482,975  1,078,477  1,022,356:   113,563    169,684
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    -9,133:    20,683     14,558    -10,597    -13,272    -11,760     -3,186     -7,799:    -5,947     -1,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       28.4       15.3       45.5       42.5       89.4       86.2:      10.6       13.8
Old  :     100.0:      43.5       31.9        1.5       37.3       55.7       82.3       89.0:      17.7       11.0
Other:     100.0:      30.1       31.7       13.6       46.8       40.5       90.5       85.8:       9.5       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       186        173        167        296        306        589        568:
Old  :       470:       107         61         10        184        157        296        224:
Other:       756:       177        178        141        236        297        498        549:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       11.6       18.2       17.9        9.0        7.4       15.3       12.5
Old  :                 11.4       27.4       19.7       40.8       11.4       27.4       19.5       38.8
Other:                 12.2       10.9       20.4       17.6       10.5        7.2       17.6       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 23, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,850:     3,299      4,386        175      4,031      4,105      7,505      8,666:     3,345      2,184
Old  :    10,847:     3,299      4,386        175      4,028      4,105      7,502      8,666:     3,345      2,181
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       358:        82         88         80        168         58        330        226:        28        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       40.4        1.6       37.2       37.8       69.2       79.9:      30.8       20.1
Old  :     100.0:      30.4       40.4        1.6       37.1       37.8       69.2       79.9:      30.8       20.1
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16         16          4         15          9         31         29:
Old  :        50:        16         16          4         15          9         31         29:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       41.5       39.4       55.6       26.6       41.5       36.6       52.3
Old  :                 26.6       41.5       39.4       55.6       26.6       41.5       36.6       52.3
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 23, 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  :   669,874:   248,985     69,606     77,710    295,783    438,482    622,478    585,798:    47,396     84,076
Old  :   641,216:   248,624     68,500     67,038    281,573    423,716    597,235    559,254:    43,981     81,962
Other:    28,658:    10,306     11,051        727     14,210     14,766     25,243     26,544:     3,415      2,114
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :      -883:    19,251     -3,208     -4,298    -14,464      5,110        489     -2,396:    -1,372      1,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       10.4       11.6       44.2       65.5       92.9       87.4:       7.1       12.6
Old  :     100.0:      38.8       10.7       10.5       43.9       66.1       93.1       87.2:       6.9       12.8
Other:     100.0:      36.0       38.6        2.5       49.6       51.5       88.1       92.6:      11.9        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       647:       211        129        173        169        245        466        484:
Old  :       645:       207        132        169        163        245        456        482:
Other:       226:        39         40          8         46        114         89        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  :                 16.6       17.5       24.4       27.2       15.0       14.4       21.7       21.8
Old  :                 16.9       17.8       25.1       26.8       15.8       14.9       22.7       21.9
Other:                 31.9       57.2       45.0       72.6       31.9       57.2       44.0       72.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 23, 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  :    33,055:    10,985      3,675        189         14     11,141     11,188     15,005:    21,867     18,050
Old  :    32,204:    11,025      3,497         98         14     10,825     11,137     14,420:    21,067     17,784
Other:       851:        50        268          1          0        316         51        585:       800        266
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       125:       832       -176         66          0        125        898         15:      -773        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       11.1        0.6        0.0       33.7       33.8       45.4:      66.2       54.6
Old  :     100.0:      34.2       10.9        0.3        0.0       33.6       34.6       44.8:      65.4       55.2
Other:     100.0:       5.9       31.5        0.1        0.0       37.1        6.0       68.7:      94.0       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4         11          4          4         29          9         43:
Old  :        44:         5         10          4          4         29          9         43:
Other:        26:         2          6          1          0         18          2         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       13.7       33.8       20.1       33.2       13.6       33.2       20.1
Old  :                 34.2       13.7       34.6       19.8       34.0       13.6       34.2       19.7
Other:                  6.0       46.3        6.0       56.5        5.9       46.3        5.9       56.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 23, 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  :   406,203:   132,620     40,663     82,719    154,714    260,546    370,053    383,928:    36,150     22,275
Old  :    40,563:    18,307     11,208         51     18,546     27,708     36,904     38,967:     3,659      1,596
Other:   365,640:   131,759     46,901     65,222    136,168    232,838    333,149    344,961:    32,491     20,679
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    30,721:    31,495     -5,475      3,932     -7,422     33,674     28,005     32,131:     2,716     -1,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       10.0       20.4       38.1       64.1       91.1       94.5:       8.9        5.5
Old  :     100.0:      45.1       27.6        0.1       45.7       68.3       91.0       96.1:       9.0        3.9
Other:     100.0:      36.0       12.8       17.8       37.2       63.7       91.1       94.3:       8.9        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       111         67        107         78         75        258        206:
Old  :       145:        52         30          3         28         37         82         69:
Other:       302:       105         83         99         75         71        246        196:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.4       34.0       15.7       41.5        8.1       29.8       14.6       36.0
Old  :                 35.7       35.8       46.6       48.6       35.7       35.1       46.6       47.1
Other:                  8.9       35.7       16.4       43.2        8.8       33.2       16.0       39.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 23, 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  :   589,741:   148,558     90,811     19,233    265,697    338,916    433,488    448,960:   156,253    140,781
Old  :   589,741:   148,558     90,811     19,233    265,697    338,916    433,488    448,960:   156,253    140,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     1,538:    -2,487     -6,281        925        913      5,870       -649        514:     2,187      1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       15.4        3.3       45.1       57.5       73.5       76.1:      26.5       23.9
Old  :     100.0:      25.2       15.4        3.3       45.1       57.5       73.5       76.1:      26.5       23.9
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  :       151:        37         31         26         57         64        106        109:
Old  :       151:        37         31         26         57         64        106        109:
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  :                 15.3       24.6       25.6       36.9       11.7       18.0       19.5       26.1
Old  :                 15.3       24.6       25.6       36.9       11.7       18.0       19.5       26.1
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, August 23, 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  :   614,988:    44,261    160,982      9,538    426,561    352,223    480,360    522,743:   134,628     92,245
Old  :   614,988:    44,261    160,982      9,538    426,561    352,223    480,360    522,743:   134,628     92,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     3,051:    -1,446       -881        619        330     -5,093       -497     -5,355:     3,548      8,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       26.2        1.6       69.4       57.3       78.1       85.0:      21.9       15.0
Old  :     100.0:       7.2       26.2        1.6       69.4       57.3       78.1       85.0:      21.9       15.0
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  :        96:        13         14         10         57         52         77         69:
Old  :        96:        13         14         10         57         52         77         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       38.7       38.1       50.4       19.5       38.0       29.3       47.2
Old  :                 24.0       38.7       38.1       50.4       19.5       38.0       29.3       47.2
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, August 23, 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  :     4,202:     1,701        702      1,059      1,284      2,296      4,044      4,057:       158        145
Old  :     4,202:     1,701        702      1,059      1,284      2,296      4,044      4,057:       158        145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       -85:      -162        -98         81          5         26        -76          9:        -9        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       16.7       25.2       30.6       54.6       96.2       96.5:       3.8        3.5
Old  :     100.0:      40.5       16.7       25.2       30.6       54.6       96.2       96.5:       3.8        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  :        30:        12          5          4          8         10         21         18:
Old  :        30:        12          5          4          8         10         21         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  :                 52.0       54.3       76.1       81.8       37.4       35.0       47.3       47.0
Old  :                 52.0       54.3       76.1       81.8       37.4       35.0       47.3       47.0
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, August 23, 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  :   365,211:   108,663     26,280     42,428    172,740    271,452    323,831    340,160:    41,380     25,051
Old  :    36,866:    11,715      6,120          0     20,099     26,766     31,814     32,886:     5,052      3,980
Other:   328,345:   104,528     27,740     34,848    152,641    244,686    292,017    307,274:    36,328     21,071
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     5,932:     5,357      2,233      4,026     -2,191        465      7,192      6,724:    -1,260       -792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        7.2       11.6       47.3       74.3       88.7       93.1:      11.3        6.9
Old  :     100.0:      31.8       16.6        0.0       54.5       72.6       86.3       89.2:      13.7       10.8
Other:     100.0:      31.8        8.4       10.6       46.5       74.5       88.9       93.6:      11.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        92         46         77         91         82        224        181:
Old  :       152:        45         23          0         47         43         92         66:
Other:       260:        87         63         72         87         77        216        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       37.5       19.5       44.4       12.7       34.2       18.8       38.4
Old  :                 22.8       27.6       35.5       39.9       22.5       26.8       35.3       39.0
Other:                 13.4       39.7       20.7       47.0       13.3       36.2       20.0       41.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 23, 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  :    10,451:     2,302      4,396         74      6,057      3,936      8,433      8,406:     2,018      2,045
Old  :    10,451:     2,302      4,396         74      6,057      3,936      8,433      8,406:     2,018      2,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :      -604:       -70        -99        -85       -401       -317       -556       -501:       -48       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       42.1        0.7       58.0       37.7       80.7       80.4:      19.3       19.6
Old  :     100.0:      22.0       42.1        0.7       58.0       37.7       80.7       80.4:      19.3       19.6
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  :        64:        15         26          5         18         13         37         40:
Old  :        64:        15         26          5         18         13         37         40:
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  :                 47.3       33.5       60.2       48.8       47.3       32.8       59.1       48.0
Old  :                 47.3       33.5       60.2       48.8       47.3       32.8       59.1       48.0
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, August 23, 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  : 1,143,449:   293,463    224,491     64,951    661,480    703,340  1,019,894    992,782:   123,555    150,667
Old  : 1,143,449:   293,463    224,491     64,951    661,480    703,340  1,019,894    992,782:   123,555    150,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    30,169:    10,378      3,181     15,760     -5,113      5,750     21,025     24,691:     9,144      5,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       19.6        5.7       57.8       61.5       89.2       86.8:      10.8       13.2
Old  :     100.0:      25.7       19.6        5.7       57.8       61.5       89.2       86.8:      10.8       13.2
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  :       247:        49         54         41         95        110        168        183:
Old  :       247:        49         54         41         95        110        168        183:
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  :                 20.5       16.7       30.7       25.9       18.9       16.4       27.5       24.3
Old  :                 20.5       16.7       30.7       25.9       18.9       16.4       27.5       24.3
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, August 23, 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  : 2,813,651:   565,692    517,297    132,099  1,754,129  1,727,810  2,451,920  2,377,206:   361,731    436,445
Old  : 2,813,651:   565,692    517,297    132,099  1,754,129  1,727,810  2,451,920  2,377,206:   361,731    436,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :   -33,337:   -12,727    -34,503      6,270    -30,045    -26,184    -36,502    -54,417:     3,165     21,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       18.4        4.7       62.3       61.4       87.1       84.5:      12.9       15.5
Old  :     100.0:      20.1       18.4        4.7       62.3       61.4       87.1       84.5:      12.9       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        78         85         72        128        150        246        268:
Old  :       353:        78         85         72        128        150        246        268:
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  :                 30.9       18.0       39.7       28.4       28.9       15.4       35.9       23.1
Old  :                 30.9       18.0       39.7       28.4       28.9       15.4       35.9       23.1
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, August 23, 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  :   192,768:    31,920     13,721      2,359    100,837     95,773    135,116    111,853:    57,652     80,915
Old  :   192,768:    31,920     13,721      2,359    100,837     95,773    135,116    111,853:    57,652     80,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     6,161:       756         22      2,359     -2,698      2,144        417      4,525:     5,744      1,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        7.1        1.2       52.3       49.7       70.1       58.0:      29.9       42.0
Old  :     100.0:      16.6        7.1        1.2       52.3       49.7       70.1       58.0:      29.9       42.0
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  :        33:         4          2          3         20         18         24         23:
Old  :        33:         4          2          3         20         18         24         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  :                 40.9       33.0       54.6       43.1       40.4       31.8       52.6       41.9
Old  :                 40.9       33.0       54.6       43.1       40.4       31.8       52.6       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 23, 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  : 2,949,150:   418,457    583,047    154,797  2,093,859  1,861,613  2,667,113  2,599,457:   282,037    349,693
Old  : 2,949,150:   418,457    583,047    154,797  2,093,859  1,861,613  2,667,113  2,599,457:   282,037    349,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :   145,661:     6,643    -27,571     97,241     15,943     53,451    119,827    123,121:    25,834     22,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       19.8        5.2       71.0       63.1       90.4       88.1:       9.6       11.9
Old  :     100.0:      14.2       19.8        5.2       71.0       63.1       90.4       88.1:       9.6       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  :       303:        53         73         48        107        147        189        239:
Old  :       303:        53         73         48        107        147        189        239:
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  :                 37.9       18.3       47.0       29.5       34.8       17.1       43.2       26.1
Old  :                 37.9       18.3       47.0       29.5       34.8       17.1       43.2       26.1
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, August 23, 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  :   915,804:    68,890    124,938    160,411    666,105    580,540    895,406    865,889:    20,398     49,915
Old  :   915,804:    68,890    124,938    160,411    666,105    580,540    895,406    865,889:    20,398     49,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    75,220:    23,671      2,383      3,210     50,432     76,206     77,313     81,799:    -2,093     -6,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       13.6       17.5       72.7       63.4       97.8       94.5:       2.2        5.5
Old  :     100.0:       7.5       13.6       17.5       72.7       63.4       97.8       94.5:       2.2        5.5
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  :       140:        23         36         39         59         75        101        135:
Old  :       140:        23         36         39         59         75        101        135:
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  :                 31.6       21.9       46.4       34.7       19.6       13.1       28.3       18.2
Old  :                 31.6       21.9       46.4       34.7       19.6       13.1       28.3       18.2
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, August 23, 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  :    73,139:    46,501      8,377        879     17,344     53,569     64,724     62,824:     8,416     10,315
Old  :    73,139:    46,501      8,377        879     17,344     53,569     64,724     62,824:     8,416     10,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       506:       485        196        120       -213         21        392        337:       114        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       11.5        1.2       23.7       73.2       88.5       85.9:      11.5       14.1
Old  :     100.0:      63.6       11.5        1.2       23.7       73.2       88.5       85.9:      11.5       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        45         30          8         26         29         75         64:
Old  :       123:        45         30          8         26         29         75         64:
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  :                 34.7       40.4       50.0       54.5       34.7       40.4       50.0       54.5
Old  :                 34.7       40.4       50.0       54.5       34.7       40.4       50.0       54.5
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, August 23, 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  :   146,278:    93,002     16,753      1,757     34,688    107,138    129,447    125,648:    16,831     20,630
Old  :   146,278:    93,002     16,753      1,757     34,688    107,138    129,447    125,648:    16,831     20,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     1,012:       970        392        239       -425         42        784        673:       228        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       11.5        1.2       23.7       73.2       88.5       85.9:      11.5       14.1
Old  :     100.0:      63.6       11.5        1.2       23.7       73.2       88.5       85.9:      11.5       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        45         30          8         26         29         75         64:
Old  :       123:        45         30          8         26         29         75         64:
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  :                 34.7       40.4       50.0       54.5       34.7       40.4       50.0       54.5
Old  :                 34.7       40.4       50.0       54.5       34.7       40.4       50.0       54.5
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, August 23, 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  :    20,876:    17,359     20,130        741      2,600          0     20,700     20,871:       176          5
Old  :    20,876:    17,359     20,130        741      2,600          0     20,700     20,871:       176          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     2,717:     2,229      2,574        153        306          0      2,688      2,727:        29        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.2       96.4        3.5       12.5        0.0       99.2      100.0:       0.8        0.0
Old  :     100.0:      83.2       96.4        3.5       12.5        0.0       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        24          9          2          1          0         26         10:
Old  :        34:        24          9          2          1          0         26         10:
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  :                 69.2       76.4       87.5       96.4       67.5       76.4       85.8       94.5
Old  :                 69.2       76.4       87.5       96.4       67.5       76.4       85.8       94.5
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, August 23, 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  :    27,233:    14,601      8,694        248     12,303     18,142     27,152     27,084:        81        149
Old  :    27,233:    14,601      8,694        248     12,303     18,142     27,152     27,084:        81        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       916:       738        576         -1        207        332        944        907:       -28          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       31.9        0.9       45.2       66.6       99.7       99.5:       0.3        0.5
Old  :     100.0:      53.6       31.9        0.9       45.2       66.6       99.7       99.5:       0.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         13          1          7         18         18         31:
Old  :        46:        10         13          1          7         18         18         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       49.2       93.2       66.7       80.3       49.2       93.2       65.7
Old  :                 80.3       49.2       93.2       66.7       80.3       49.2       93.2       65.7
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, August 23, 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  :    36,525:    26,454      5,485         49      9,959     30,901     36,462     36,435:        63         90
Old  :    36,525:    26,454      5,485         49      9,959     30,901     36,462     36,435:        63         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     2,320:     3,105       -952         -5       -773      3,312      2,327      2,355:        -7        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       15.0        0.1       27.3       84.6       99.8       99.8:       0.2        0.2
Old  :     100.0:      72.4       15.0        0.1       27.3       84.6       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11         10          1          5         10         16         21:
Old  :        35:        11         10          1          5         10         16         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  :                 88.5       76.8       95.6       93.4       88.5       76.8       94.6       93.4
Old  :                 88.5       76.8       95.6       93.4       88.5       76.8       94.6       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 26, 2016