WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   510,901:   100,542    210,950    135,955    226,367    118,494    462,864    465,398:    48,037     45,503
Old  :   307,270:    94,450    170,565     52,036    129,172     58,183    275,658    280,783:    31,611     26,487
Other:   203,631:    43,264     77,557     46,747     97,195     60,311    187,206    184,616:    16,425     19,016
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :   -53,151:    -1,050     14,553    -48,933     -6,094    -19,053    -56,077    -53,434:     2,926        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       41.3       26.6       44.3       23.2       90.6       91.1:       9.4        8.9
Old  :     100.0:      30.7       55.5       16.9       42.0       18.9       89.7       91.4:      10.3        8.6
Other:     100.0:      21.2       38.1       23.0       47.7       29.6       91.9       90.7:       8.1        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:       131        158        151        116         95        335        330:
Old  :       403:       142        136        103         99         72        287        266:
Other:       283:        68        102         75         87         80        207        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1        9.1       21.0       16.4       12.8        9.1       18.8       15.0
Old  :                 14.6       12.4       23.2       21.6       13.7       12.2       21.3       20.7
Other:                 16.4       14.5       26.5       24.6       16.2       11.9       24.3       20.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   232,224:    53,539     94,609     33,269    121,810     77,615    208,618    205,493:    23,606     26,731
Old  :   116,995:    40,738     70,618      7,018     56,522     24,337    104,278    101,973:    12,717     15,022
Other:   115,230:    25,362     36,552     13,690     65,287     53,278    104,340    103,520:    10,889     11,710
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :      -127:     3,227      5,337     -4,210      2,139        468      1,156      1,595:    -1,283     -1,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       40.7       14.3       52.5       33.4       89.8       88.5:      10.2       11.5
Old  :     100.0:      34.8       60.4        6.0       48.3       20.8       89.1       87.2:      10.9       12.8
Other:     100.0:      22.0       31.7       11.9       56.7       46.2       90.5       89.8:       9.5       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        60         68         61         83         69        179        176:
Old  :       203:        66         51         26         67         45        139        116:
Other:       176:        45         48         41         66         58        137        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       24.1       25.3       33.8       13.1       17.8       20.8       27.1
Old  :                 20.1       23.0       29.8       37.7       18.0       22.4       27.1       36.9
Other:                 18.2       31.9       30.9       41.4       14.8       22.4       24.2       31.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,622,002:   318,227    380,210    377,430    738,175    636,301  1,433,832  1,393,940:   188,170    228,062
Old  : 1,296,391:   308,736    363,541    271,781    570,291    495,120  1,150,808  1,130,443:   145,583    165,948
Other:   325,611:    52,613     59,790     62,527    167,884    141,180    283,024    263,497:    42,587     62,114
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :  -127,399:     3,833     -3,608    -79,737    -49,357    -44,112   -125,261   -127,456:    -2,138         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       23.4       23.3       45.5       39.2       88.4       85.9:      11.6       14.1
Old  :     100.0:      23.8       28.0       21.0       44.0       38.2       88.8       87.2:      11.2       12.8
Other:     100.0:      16.2       18.4       19.2       51.6       43.4       86.9       80.9:      13.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       170        188        218        290        301        585        606:
Old  :       707:       173        182        192        279        280        546        570:
Other:       478:        89         91         76        164        238        289        371:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7        8.6       18.9       15.7        8.8        7.4       14.6       12.0
Old  :                 11.5        9.6       20.6       17.2       11.1        9.3       19.0       15.5
Other:                 21.0       18.5       30.2       25.6       15.6       13.5       22.1       18.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    11,760:     2,231      3,321      1,713      4,683      4,478      8,626      9,512:     3,134      2,248
Old  :     9,176:     2,374      3,248        767      3,105      3,491      6,246      7,507:     2,930      1,670
Other:     2,584:       515        731        287      1,578        987      2,380      2,005:       204        578
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -1,145:      -379       -280       -447       -615       -288     -1,441     -1,015:       297       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       28.2       14.6       39.8       38.1       73.3       80.9:      26.7       19.1
Old  :     100.0:      25.9       35.4        8.4       33.8       38.0       68.1       81.8:      31.9       18.2
Other:     100.0:      19.9       28.3       11.1       61.1       38.2       92.1       77.6:       7.9       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         15          7         14          9         27         29:
Old  :        42:        13         13          3         11          7         24         23:
Other:        20:         2          7          5          7          8         12         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.2       46.0       58.0       56.9       33.1       35.4       38.7       43.9
Old  :                 38.0       52.7       50.2       65.4       31.8       46.6       40.8       56.7
Other:                 81.8       50.0       90.4       66.8       71.6       46.8       77.0       59.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   861,814:   150,964    181,656    221,576    421,872    374,206    794,412    777,438:    67,402     84,376
Old  :   675,038:   151,173    172,622    159,429    308,868    279,526    619,471    611,577:    55,567     63,461
Other:   186,776:    27,314     36,557     34,623    113,004     94,680    174,941    165,861:    11,835     20,915
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :   -60,637:     4,481    -14,192    -29,988    -34,287    -20,235    -59,794    -64,416:      -843      3,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.1       25.7       49.0       43.4       92.2       90.2:       7.8        9.8
Old  :     100.0:      22.4       25.6       23.6       45.8       41.4       91.8       90.6:       8.2        9.4
Other:     100.0:      14.6       19.6       18.5       60.5       50.7       93.7       88.8:       6.3       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       587:       161        189        252        168        179        480        507:
Old  :       575:       168        189        225        161        160        450        474:
Other:       334:        83         96        108         83        120        231        265:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       11.9       24.9       18.4       14.6       10.0       20.0       15.9
Old  :                 15.2       13.5       22.4       20.9       13.1       12.5       19.9       18.6
Other:                 37.7       21.1       46.9       32.0       35.1       20.2       42.6       29.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   446,568:   117,736     53,462    110,656    178,167    252,994    406,559    417,111:    40,009     29,457
Old  :   373,901:   114,839     55,423     77,681    149,329    216,104    341,849    349,208:    32,052     24,693
Other:    72,667:    17,209     12,350     18,663     28,839     36,890     64,711     67,903:     7,957      4,764
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :   -20,750:    -2,901      7,501    -12,589        -34    -16,335    -15,524    -21,424:    -5,226        673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.0       24.8       39.9       56.7       91.0       93.4:       9.0        6.6
Old  :     100.0:      30.7       14.8       20.8       39.9       57.8       91.4       93.4:       8.6        6.6
Other:     100.0:      23.7       17.0       25.7       39.7       50.8       89.1       93.4:      10.9        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        97         70        120         86         90        262        229:
Old  :       310:       110         66        113         84         89        255        223:
Other:       131:        30         32         37         53         29        106         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  :                  9.1       30.0       15.8       36.3        7.8       25.5       12.9       30.1
Old  :                  9.8       31.0       16.9       37.3        8.7       27.1       14.6       32.2
Other:                 19.4       34.7       34.1       51.2       16.9       29.1       27.1       39.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   642,253:    78,906     60,781     61,072    324,436    357,769    464,414    479,622:   177,840    162,632
Old  :   642,253:    78,906     60,781     61,072    324,436    357,769    464,414    479,622:   177,840    162,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :  -137,016:    -9,890     -6,629    -53,406    -84,283    -79,830   -147,579   -139,865:    10,564      2,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        9.5        9.5       50.5       55.7       72.3       74.7:      27.7       25.3
Old  :     100.0:      12.3        9.5        9.5       50.5       55.7       72.3       74.7:      27.7       25.3
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  :       141:        27         30         38         66         72        114        119:
Old  :       141:        27         30         38         66         72        114        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  :                 18.6       19.8       26.4       28.7       14.3       14.4       19.8       19.7
Old  :                 18.6       19.8       26.4       28.7       14.3       14.4       19.8       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   662,652:    61,679    146,503      7,239    434,966    420,725    503,884    574,467:   158,768     88,185
Old  :   662,652:    61,679    146,503      7,239    434,966    420,725    503,884    574,467:   158,768     88,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    19,770:     1,441       -592      2,813        667      6,849      4,921      9,070:    14,848     10,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       22.1        1.1       65.6       63.5       76.0       86.7:      24.0       13.3
Old  :     100.0:       9.3       22.1        1.1       65.6       63.5       76.0       86.7:      24.0       13.3
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  :        92:        15         14         10         51         46         72         64:
Old  :        92:        15         14         10         51         46         72         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  :                 22.9       48.1       38.4       58.4       21.4       44.9       32.6       55.1
Old  :                 22.9       48.1       38.4       58.4       21.4       44.9       32.6       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :     4,484:       624        460        984      2,634      2,828      4,242      4,272:       242        212
Old  :     4,484:       624        460        984      2,634      2,828      4,242      4,272:       242        212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :       -40:      -305        -82        213          8       -134        -84         -3:        44        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       10.3       21.9       58.7       63.1       94.6       95.3:       5.4        4.7
Old  :     100.0:      13.9       10.3       21.9       58.7       63.1       94.6       95.3:       5.4        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          4          5         12         12         22         20:
Old  :        29:         9          4          5         12         12         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       55.3       75.2       77.7       42.1       43.6       52.2       54.4
Old  :                 58.0       55.3       75.2       77.7       42.1       43.6       52.2       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   461,698:    59,120    119,804    103,146    242,976    190,823    405,242    413,774:    56,456     47,924
Old  :   382,865:    62,095    113,336     75,907    198,548    154,157    336,550    343,400:    46,315     39,465
Other:    78,833:     7,550     16,993     16,715     44,428     36,666     68,693     70,374:    10,140      8,459
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :   -32,518:    -6,096       -522    -18,318     -6,617    -15,384    -31,030    -34,224:    -1,487      1,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       25.9       22.3       52.6       41.3       87.8       89.6:      12.2       10.4
Old  :     100.0:      16.2       29.6       19.8       51.9       40.3       87.9       89.7:      12.1       10.3
Other:     100.0:       9.6       21.6       21.2       56.4       46.5       87.1       89.3:      12.9       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        65        106        104        104         87        239        251:
Old  :       309:        82         94        101        102         77        234        237:
Other:       141:        19         43         36         66         38        114         89:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       23.6       23.6       30.0       12.7       17.4       18.3       22.0
Old  :                 14.7       23.0       22.7       28.8       13.8       19.1       19.4       24.6
Other:                 21.1       32.7       35.0       50.5       19.8       28.0       30.4       37.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    12,818:     1,221      4,637      1,479      7,857      5,046     10,557     11,162:     2,261      1,656
Old  :    12,649:     1,305      4,716      1,313      7,829      5,005     10,447     11,033:     2,202      1,616
Other:       169:        80         86          1         28         42        109        129:        60         40
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -1,631:        13        305     -1,080       -608       -628     -1,674     -1,403:        44       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       36.2       11.5       61.3       39.4       82.4       87.1:      17.6       12.9
Old  :     100.0:      10.3       37.3       10.4       61.9       39.6       82.6       87.2:      17.4       12.8
Other:     100.0:      47.3       51.0        0.9       16.6       24.6       64.8       76.5:      35.2       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        15         29         20         21         12         51         52:
Old  :        75:        17         28         19         21         12         51         51:
Other:        12:         1          5          1          2          4          4          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       36.8       51.3       50.4       42.0       33.8       49.3       45.4
Old  :                 42.9       37.3       51.9       51.1       42.6       34.2       50.2       46.0
Other:                 64.8       53.0       64.8       76.1       63.9       52.1       63.9       75.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,160,928:   193,472    242,014     42,003    779,707    718,558  1,015,183  1,002,575:   145,745    158,353
Old  : 1,160,928:   193,472    242,014     42,003    779,707    718,558  1,015,183  1,002,575:   145,745    158,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :   -68,554:    17,118      4,265    -17,507    -85,528    -55,745    -85,917    -68,986:    17,362        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       20.8        3.6       67.2       61.9       87.4       86.4:      12.6       13.6
Old  :     100.0:      16.7       20.8        3.6       67.2       61.9       87.4       86.4:      12.6       13.6
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  :       254:        51         57         48         99        111        177        190:
Old  :       254:        51         57         48         99        111        177        190:
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  :                 22.8       18.3       32.9       27.7       21.9       16.7       29.2       25.7
Old  :                 22.8       18.3       32.9       27.7       21.9       16.7       29.2       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 3,515,002:   517,614    446,008    309,687  2,252,996  2,296,739  3,080,297  3,052,433:   434,705    462,568
Old  : 3,515,002:   517,614    446,008    309,687  2,252,996  2,296,739  3,080,297  3,052,433:   434,705    462,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :  -412,626:    42,491    -25,517   -242,094   -230,563   -138,359   -430,166   -405,970:    17,540     -6,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       12.7        8.8       64.1       65.3       87.6       86.8:      12.4       13.2
Old  :     100.0:      14.7       12.7        8.8       64.1       65.3       87.6       86.8:      12.4       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  :       364:        82         80         98        158        173        290        301:
Old  :       364:        82         80         98        158        173        290        301:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       18.7       36.2       26.7       25.3       15.5       31.7       20.5
Old  :                 27.8       18.7       36.2       26.7       25.3       15.5       31.7       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 2,807,833:   301,249    432,026    127,997  2,039,767  1,836,825  2,469,013  2,396,848:   338,820    410,985
Old  : 2,807,833:   301,249    432,026    127,997  2,039,767  1,836,825  2,469,013  2,396,848:   338,820    410,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :  -322,820:    12,070    -51,462   -173,915   -184,349   -156,588   -346,193   -381,965:    23,374     59,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.4        4.6       72.6       65.4       87.9       85.4:      12.1       14.6
Old  :     100.0:      10.7       15.4        4.6       72.6       65.4       87.9       85.4:      12.1       14.6
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  :       284:        53         58         64        118        149        204        238:
Old  :       284:        53         58         64        118        149        204        238:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       14.6       42.1       25.0       29.1       14.0       35.7       23.6
Old  :                 33.3       14.6       42.1       25.0       29.1       14.0       35.7       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   816,828:    29,962    111,380    142,071    622,829    521,580    794,863    775,031:    21,965     41,797
Old  :   816,828:    29,962    111,380    142,071    622,829    521,580    794,863    775,031:    21,965     41,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    21,338:    -2,259     10,611      1,699     22,028     11,806     21,468     24,116:      -130     -2,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       13.6       17.4       76.2       63.9       97.3       94.9:       2.7        5.1
Old  :     100.0:       3.7       13.6       17.4       76.2       63.9       97.3       94.9:       2.7        5.1
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  :       107:        17         31         35         44         55         83        102:
Old  :       107:        17         31         35         44         55         83        102:
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  :                 52.6       31.5       64.8       44.0       38.9       16.4       42.0       26.2
Old  :                 52.6       31.5       64.8       44.0       38.9       16.4       42.0       26.2
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 with Delta-adjusted Options and Futures Combined, February 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  :    31,789:     6,929      5,573      1,410     18,520     17,172     26,859     24,154:     4,930      7,635
Old  :    31,789:     6,929      5,573      1,410     18,520     17,172     26,859     24,154:     4,930      7,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -3,090:       285     -1,481       -778     -2,624     -1,406     -3,117     -3,665:        27        575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       17.5        4.4       58.3       54.0       84.5       76.0:      15.5       24.0
Old  :     100.0:      21.8       17.5        4.4       58.3       54.0       84.5       76.0:      15.5       24.0
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  :        86:        19         19          6         33         25         55         47:
Old  :        86:        19         19          6         33         25         55         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       22.0       32.7       36.1       19.2       22.0       29.8       35.8
Old  :                 21.3       22.0       32.7       36.1       19.2       22.0       29.8       35.8
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 with Delta-adjusted Options and Futures Combined, February 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  :    63,578:    13,857     11,145      2,820     37,041     34,343     53,718     48,309:     9,860     15,269
Old  :    63,578:    13,857     11,145      2,820     37,041     34,343     53,718     48,309:     9,860     15,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -6,180:       570     -2,962     -1,556     -5,248     -2,811     -6,233     -7,329:        53      1,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       17.5        4.4       58.3       54.0       84.5       76.0:      15.5       24.0
Old  :     100.0:      21.8       17.5        4.4       58.3       54.0       84.5       76.0:      15.5       24.0
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  :        86:        19         19          6         33         25         55         47:
Old  :        86:        19         19          6         33         25         55         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       22.0       32.7       36.1       19.2       22.0       29.8       35.8
Old  :                 21.3       22.0       32.7       36.1       19.2       22.0       29.8       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    17,247:    14,252     15,480        938      1,737        680     16,927     17,098:       320        149
Old  :    17,247:    14,252     15,480        938      1,737        680     16,927     17,098:       320        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :       947:       420        925         22        600          0      1,042        947:       -95          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       89.8        5.4       10.1        3.9       98.1       99.1:       1.9        0.9
Old  :     100.0:      82.6       89.8        5.4       10.1        3.9       98.1       99.1:       1.9        0.9
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  :        28:        13         13          4          2          1         16         17:
Old  :        28:        13         13          4          2          1         16         17:
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  :                 81.1       60.5       93.6       86.9       77.3       60.2       85.1       85.4
Old  :                 81.1       60.5       93.6       86.9       77.3       60.2       85.1       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    30,694:    21,203     12,357        277      9,105     17,954     30,585     30,588:       109        106
Old  :    30,694:    21,203     12,357        277      9,105     17,954     30,585     30,588:       109        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :       980:       -47        781          0      1,058        187      1,011        968:       -31         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.1       40.3        0.9       29.7       58.5       99.6       99.7:       0.4        0.3
Old  :     100.0:      69.1       40.3        0.9       29.7       58.5       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         9         17          1          6         20         16         37:
Old  :        50:         9         17          1          6         20         16         37:
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  :                 83.1       47.1       92.7       66.1       83.1       47.1       92.7       66.1
Old  :                 83.1       47.1       92.7       66.1       83.1       47.1       92.7       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    40,086:    36,294     13,703          0      3,659     26,286     39,953     39,989:       133         97
Old  :    40,086:    36,294     13,703          0      3,659     26,286     39,953     39,989:       133         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :     2,361:     2,608        448          0       -310      1,886      2,298      2,334:        63         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.5       34.2        0.0        9.1       65.6       99.7       99.8:       0.3        0.2
Old  :     100.0:      90.5       34.2        0.0        9.1       65.6       99.7       99.8:       0.3        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  :        38:        10         12          0          4         14         14         26:
Old  :        38:        10         12          0          4         14         14         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.8       69.5       98.2       86.7       92.8       69.5       97.6       86.7
Old  :                 92.8       69.5       98.2       86.7       92.8       69.5       97.6       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 26, 2016