WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   518,973:    91,091    171,936    164,571    217,150    141,051    472,811    477,558:    46,161     41,415
Old  :   512,277:    90,742    172,043    162,598    213,902    137,709    467,242    472,350:    45,036     39,927
Other:     6,695:     1,272        816      1,049      3,248      3,342      5,570      5,208:     1,125      1,487
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    17,350:    -1,446      7,975     12,789      1,097     -1,347     12,440     19,417:     4,911     -2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       33.1       31.7       41.8       27.2       91.1       92.0:       8.9        8.0
Old  :     100.0:      17.7       33.6       31.7       41.8       26.9       91.2       92.2:       8.8        7.8
Other:     100.0:      19.0       12.2       15.7       48.5       49.9       83.2       77.8:      16.8       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       129        144        139        115        100        325        311:
Old  :       416:       131        143        138        115         99        324        310:
Other:        64:        12         11          9         17         29         34         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9        9.9       19.6       18.7       11.0        8.5       16.9       14.1
Old  :                 13.0        9.9       19.8       18.7       11.3        8.6       17.2       14.3
Other:                 36.6       38.8       51.8       55.7       35.2       35.0       47.3       47.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   228,015:    61,045     78,212     39,591    106,845     85,403    207,480    203,206:    20,535     24,809
Old  :   225,491:    61,063     78,346     39,253    104,967     83,747    205,283    201,347:    20,208     24,144
Other:     2,524:       232        116         87      1,877      1,656      2,197      1,859:       327        665
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    13,619:     1,749      7,148      6,241      5,940        662     13,930     14,052:      -311       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       34.3       17.4       46.9       37.5       91.0       89.1:       9.0       10.9
Old  :     100.0:      27.1       34.7       17.4       46.6       37.1       91.0       89.3:       9.0       10.7
Other:     100.0:       9.2        4.6        3.5       74.4       65.6       87.0       73.7:      13.0       26.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        70         72         68         88         75        191        191:
Old  :       251:        70         74         68         88         73        191        189:
Other:        49:         9          5          6         13         26         25         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       21.9       24.7       32.1       11.0       15.0       17.6       22.6
Old  :                 16.1       22.2       24.6       32.4       11.2       15.6       17.8       23.2
Other:                 60.3       39.8       74.3       57.6       60.3       39.8       73.9       55.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,787,262:   359,208    224,817    470,822    777,440    857,277  1,607,470  1,552,917:   179,792    234,345
Old  : 1,130,602:   320,013    255,170    222,534    482,826    544,232  1,025,373  1,021,936:   105,229    108,666
Other:   656,660:   144,200     74,653    143,282    294,614    313,045    582,097    530,981:    74,563    125,679
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :   -24,244:   -28,992     13,275     -1,750      3,991    -30,860    -26,752    -19,335:     2,508     -4,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       12.6       26.3       43.5       48.0       89.9       86.9:      10.1       13.1
Old  :     100.0:      28.3       22.6       19.7       42.7       48.1       90.7       90.4:       9.3        9.6
Other:     100.0:      22.0       11.4       21.8       44.9       47.7       88.6       80.9:      11.4       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       219        152        240        305        341        652        627:
Old  :       716:       193        159        173        263        298        554        534:
Other:       621:       146        112        125        218        305        422        489:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       14.1       19.9       21.3        7.5        7.5       12.5       12.4
Old  :                 11.7       16.8       21.0       26.0       11.1       13.8       18.9       21.8
Other:                 19.3       16.0       27.3       22.6       12.9       10.1       19.3       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    11,213:     2,470      3,586      1,229      4,236      4,092      7,935      8,906:     3,278      2,307
Old  :    11,213:     2,470      3,586      1,229      4,236      4,092      7,935      8,906:     3,278      2,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       818:       -32        799         12        307       -150        287        662:       531        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       32.0       11.0       37.8       36.5       70.8       79.4:      29.2       20.6
Old  :     100.0:      22.0       32.0       11.0       37.8       36.5       70.8       79.4:      29.2       20.6
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  :        43:        12         14          7         12         11         25         31:
Old  :        43:        12         14          7         12         11         25         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  :                 41.7       36.6       54.1       51.7       33.3       32.7       39.3       42.2
Old  :                 41.7       36.6       54.1       51.7       33.3       32.7       39.3       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,201,469:   320,313     74,163    427,576    386,261    565,158  1,134,150  1,066,897:    67,318    134,572
Old  :   665,139:   242,787     92,123    214,903    168,397    305,348    626,087    612,374:    39,052     52,765
Other:   536,329:   141,606     46,121    148,593    217,864    259,810    508,063    454,523:    28,266     81,806
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :   101,540:    32,923     -5,464     57,977      6,063     41,974     96,963     94,487:     4,577      7,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        6.2       35.6       32.1       47.0       94.4       88.8:       5.6       11.2
Old  :     100.0:      36.5       13.9       32.3       25.3       45.9       94.1       92.1:       5.9        7.9
Other:     100.0:      26.4        8.6       27.7       40.6       48.4       94.7       84.7:       5.3       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       748:       244        200        253        193        263        576        596:
Old  :       698:       213        200        182        133        239        458        516:
Other:       577:       165        149        166        156        235        397        476:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       11.7       18.9       19.5        6.8        7.8       11.3       12.8
Old  :                 10.9       13.6       18.4       23.1        8.4       11.9       14.4       18.9
Other:                 17.9       11.5       26.0       18.7       13.7        7.5       19.8       12.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    29,519:    17,193      2,516         21        117      6,530     17,331      9,067:    12,188     20,452
Old  :     5,288:     4,633        540         20        114        688      4,767      1,248:       521      4,040
Other:    24,231:    12,560      1,976          1          3      5,842     12,564      7,819:    11,667     16,412
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     4,593:     4,611      1,152         -3         93      1,888      4,701      3,037:      -108      1,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.2        8.5        0.1        0.4       22.1       58.7       30.7:      41.3       69.3
Old  :     100.0:      87.6       10.2        0.4        2.2       13.0       90.1       23.6:       9.9       76.4
Other:     100.0:      51.8        8.2        0.0        0.0       24.1       51.9       32.3:      48.1       67.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          7          2          3         18          8         27:
Old  :        29:         5          6          1          3         18          8         25:
Other:        30:         5          7          1          1         18          6         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.3       11.8       58.7       17.3       55.2       11.8       58.2       17.3
Old  :                 87.6       12.3       90.1       18.1       87.2       12.3       89.2       17.6
Other:                 48.3       12.6       51.9       18.9       48.3       12.6       51.8       18.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   455,419:   135,119     42,390    125,085    153,068    264,807    413,271    432,282:    42,147     23,137
Old  :   311,427:   131,058     62,757     59,570     94,669    173,446    285,296    295,772:    26,130     15,655
Other:   143,992:    44,361     19,933     25,215     58,400     91,362    127,975    136,510:    16,017      7,482
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -5,630:    -5,535     -7,663      3,948     -4,999      1,231     -6,586     -2,485:       956     -3,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.3       27.5       33.6       58.1       90.7       94.9:       9.3        5.1
Old  :     100.0:      42.1       20.2       19.1       30.4       55.7       91.6       95.0:       8.4        5.0
Other:     100.0:      30.8       13.8       17.5       40.6       63.4       88.9       94.8:      11.1        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       106         77        118         82         83        267        226:
Old  :       307:       114         77         88         75         79        233        208:
Other:       187:        57         39         49         58         54        148        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.3       28.5       14.2       35.1        8.1       25.9       13.8       30.8
Old  :                  9.1       26.3       16.3       33.7        9.1       23.8       16.0       30.3
Other:                 15.3       35.9       24.0       45.9       15.2       33.1       23.4       41.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   615,635:   113,534     57,038     58,132    278,484    353,505    450,150    468,674:   165,486    146,961
Old  :   615,635:   113,534     57,038     58,132    278,484    353,505    450,150    468,674:   165,486    146,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    22,888:    -1,446     -7,861     10,281      2,466     15,604     11,302     18,025:    11,587      4,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        9.3        9.4       45.2       57.4       73.1       76.1:      26.9       23.9
Old  :     100.0:      18.4        9.3        9.4       45.2       57.4       73.1       76.1:      26.9       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  :       156:        39         29         39         69         76        125        127:
Old  :       156:        39         29         39         69         76        125        127:
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  :                 16.1       20.1       24.4       28.7       12.5       15.1       19.3       21.2
Old  :                 16.1       20.1       24.4       28.7       12.5       15.1       19.3       21.2
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, May 10, 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  :   632,315:    49,184    155,730     12,138    435,756    390,467    497,077    558,334:   135,237     73,980
Old  :   632,315:    49,184    155,730     12,138    435,756    390,467    497,077    558,334:   135,237     73,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    10,034:       667     -4,035      3,081      1,258     11,043      5,006     10,089:     5,028        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       24.6        1.9       68.9       61.8       78.6       88.3:      21.4       11.7
Old  :     100.0:       7.8       24.6        1.9       68.9       61.8       78.6       88.3:      21.4       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        11         17         11         56         51         75         71:
Old  :        98:        11         17         11         56         51         75         71:
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  :                 24.8       45.5       40.0       55.1       22.4       45.1       33.6       54.5
Old  :                 24.8       45.5       40.0       55.1       22.4       45.1       33.6       54.5
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, May 10, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,248:     1,613      1,320        451      2,809      3,303      4,873      5,074:       375        174
Old  :     5,248:     1,613      1,320        451      2,809      3,303      4,873      5,074:       375        174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       264:       201        -99          8         39        323        248        232:        16         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       25.2        8.6       53.5       62.9       92.9       96.7:       7.1        3.3
Old  :     100.0:      30.7       25.2        8.6       53.5       62.9       92.9       96.7:       7.1        3.3
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  :        34:         9          6          2         11         16         21         23:
Old  :        34:         9          6          2         11         16         21         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  :                 48.3       61.9       75.7       80.6       46.7       59.5       70.9       70.5
Old  :                 48.3       61.9       75.7       80.6       46.7       59.5       70.9       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   449,673:   104,455     32,330    106,793    181,960    279,183    393,209    418,306:    56,464     31,366
Old  :   297,766:    93,853     27,195     57,934    105,916    190,913    257,703    276,042:    40,064     21,725
Other:   151,906:    25,132     19,665     34,330     76,044     88,271    135,506    142,265:    16,400      9,641
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    25,503:    11,109     -6,583     12,321     -1,120     19,748     22,310     25,486:     3,193         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.2       23.7       40.5       62.1       87.4       93.0:      12.6        7.0
Old  :     100.0:      31.5        9.1       19.5       35.6       64.1       86.5       92.7:      13.5        7.3
Other:     100.0:      16.5       12.9       22.6       50.1       58.1       89.2       93.7:      10.8        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       105         64         93         92         86        253        201:
Old  :       283:       107         63         67         86         82        227        180:
Other:       199:        57         42         46         75         57        162        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       32.0       20.4       43.0       11.1       27.4       15.3       33.1
Old  :                 13.7       33.7       20.7       44.5       12.2       30.6       17.5       36.7
Other:                 15.9       33.8       27.3       45.2       13.4       28.1       20.2       35.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    10,274:     1,722      1,789        673      5,477      6,255      7,872      8,716:     2,402      1,558
Old  :     7,845:     1,658      1,718        154      4,012      4,863      5,824      6,735:     2,021      1,110
Other:     2,429:       206        213        376      1,465      1,392      2,047      1,981:       381        448
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :      -296:        76       -319          1       -503        211       -426       -108:       130       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       17.4        6.5       53.3       60.9       76.6       84.8:      23.4       15.2
Old  :     100.0:      21.1       21.9        2.0       51.1       62.0       74.2       85.8:      25.8       14.2
Other:     100.0:       8.5        8.8       15.5       60.3       57.3       84.3       81.6:      15.7       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        17         13          8         21         17         42         36:
Old  :        53:        17         12          5         18         12         37         27:
Other:        28:         4          5          5          9         14         16         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       40.3       47.5       55.2       33.6       38.1       41.8       48.1
Old  :                 38.0       49.4       47.7       65.1       36.4       48.8       45.5       62.2
Other:                 54.2       43.1       70.8       63.0       53.1       37.2       61.5       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,143,031:   148,082    236,134     60,798    813,933    701,476  1,022,814    998,408:   120,217    144,623
Old  : 1,143,031:   148,082    236,134     60,798    813,933    701,476  1,022,814    998,408:   120,217    144,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    57,177:    11,453     -1,458     11,826     35,506     51,041     58,784     61,409:    -1,608     -4,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       20.7        5.3       71.2       61.4       89.5       87.3:      10.5       12.7
Old  :     100.0:      13.0       20.7        5.3       71.2       61.4       89.5       87.3:      10.5       12.7
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  :       253:        49         60         44         91        118        167        195:
Old  :       253:        49         60         44         91        118        167        195:
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  :                 27.7       18.7       39.9       27.9       25.5       17.8       34.9       26.2
Old  :                 27.7       18.7       39.9       27.9       25.5       17.8       34.9       26.2
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, May 10, 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  : 3,226,145:   410,247    497,446    336,245  2,127,222  1,958,344  2,873,714  2,792,036:   352,431    434,109
Old  : 3,226,145:   410,247    497,446    336,245  2,127,222  1,958,344  2,873,714  2,792,036:   352,431    434,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :   124,166:     8,029     -8,684     52,775     51,731     71,887    112,536    115,978:    11,629      8,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.4       10.4       65.9       60.7       89.1       86.5:      10.9       13.5
Old  :     100.0:      12.7       15.4       10.4       65.9       60.7       89.1       86.5:      10.9       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:        81         87        107        164        173        305        307:
Old  :       370:        81         87        107        164        173        305        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       15.8       35.0       21.8       24.3       11.9       30.2       17.4
Old  :                 26.9       15.8       35.0       21.8       24.3       11.9       30.2       17.4
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :   124,590:    15,212     12,140        200     65,453     49,468     80,865     61,808:    43,725     62,782
Old  :   124,590:    15,212     12,140        200     65,453     49,468     80,865     61,808:    43,725     62,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    10,910:      -327        530         13      8,737      2,430      8,423      2,973:     2,487      7,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.7        0.2       52.5       39.7       64.9       49.6:      35.1       50.4
Old  :     100.0:      12.2        9.7        0.2       52.5       39.7       64.9       49.6:      35.1       50.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          1         14         11         17         15:
Old  :        24:         3          3          1         14         11         17         15:
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  :                 33.0       30.8       51.5       40.5       32.9       30.5       49.7       39.5
Old  :                 33.0       30.8       51.5       40.5       32.9       30.5       49.7       39.5
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, May 10, 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  : 2,712,362:   263,008    486,886    133,149  2,002,117  1,740,264  2,398,274  2,360,299:   314,088    352,063
Old  : 2,712,362:   263,008    486,886    133,149  2,002,117  1,740,264  2,398,274  2,360,299:   314,088    352,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :   109,974:   -16,886     28,790     13,457     88,703     47,832     85,274     90,079:    24,700     19,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       18.0        4.9       73.8       64.2       88.4       87.0:      11.6       13.0
Old  :     100.0:       9.7       18.0        4.9       73.8       64.2       88.4       87.0:      11.6       13.0
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  :       285:        39         78         56        115        146        189        245:
Old  :       285:        39         78         56        115        146        189        245:
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  :                 34.0       13.7       44.2       23.4       30.4       13.3       39.1       21.1
Old  :                 34.0       13.7       44.2       23.4       30.4       13.3       39.1       21.1
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :   934,004:    30,117    140,890    198,065    679,449    534,503    907,631    873,458:    26,373     60,546
Old  :   934,004:    30,117    140,890    198,065    679,449    534,503    907,631    873,458:    26,373     60,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    94,662:    12,479    -11,394     49,512     32,814     50,575     94,805     88,693:      -143      5,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       15.1       21.2       72.7       57.2       97.2       93.5:       2.8        6.5
Old  :     100.0:       3.2       15.1       21.2       72.7       57.2       97.2       93.5:       2.8        6.5
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  :       124:        13         44         32         48         65         82        121:
Old  :       124:        13         44         32         48         65         82        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       25.2       55.8       37.5       29.3        9.8       35.9       16.2
Old  :                 36.9       25.2       55.8       37.5       29.3        9.8       35.9       16.2
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, May 10, 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  :    66,763:    28,809     16,420      1,364     27,692     39,731     57,864     57,515:     8,898      9,248
Old  :    66,763:    28,809     16,420      1,364     27,692     39,731     57,864     57,515:     8,898      9,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     2,761:     2,079       -628        255       -843      2,797      1,491      2,423:     1,270        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       24.6        2.0       41.5       59.5       86.7       86.1:      13.3       13.9
Old  :     100.0:      43.2       24.6        2.0       41.5       59.5       86.7       86.1:      13.3       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        38         27         11         33         30         75         64:
Old  :       118:        38         27         11         33         30         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  :                 29.0       38.2       42.3       54.3       29.0       38.0       42.2       54.1
Old  :                 29.0       38.2       42.3       54.3       29.0       38.0       42.2       54.1
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, May 10, 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  :   133,526:    57,618     32,839      2,727     55,383     79,463    115,729    115,029:    17,797     18,496
Old  :   133,526:    57,618     32,839      2,727     55,383     79,463    115,729    115,029:    17,797     18,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     5,522:     4,159     -1,257        509     -1,686      5,594      2,982      4,846:     2,540        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       24.6        2.0       41.5       59.5       86.7       86.1:      13.3       13.9
Old  :     100.0:      43.2       24.6        2.0       41.5       59.5       86.7       86.1:      13.3       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        38         27         11         33         30         75         64:
Old  :       118:        38         27         11         33         30         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  :                 29.0       38.2       42.3       54.3       29.0       38.0       42.2       54.1
Old  :                 29.0       38.2       42.3       54.3       29.0       38.0       42.2       54.1
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, May 10, 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  :    23,182:    20,739     21,447      1,034      1,280        645     23,053     23,126:       129         56
Old  :    23,182:    20,739     21,447      1,034      1,280        645     23,053     23,126:       129         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     1,163:     1,512        946        183       -524          0      1,171      1,129:        -8         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.5       92.5        4.5        5.5        2.8       99.4       99.8:       0.6        0.2
Old  :     100.0:      89.5       92.5        4.5        5.5        2.8       99.4       99.8:       0.6        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  :        34:        21         12          3          1          1         23         15:
Old  :        34:        21         12          3          1          1         23         15:
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  :                 71.1       67.5       88.5       89.9       68.3       67.5       82.9       88.2
Old  :                 71.1       67.5       88.5       89.9       68.3       67.5       82.9       88.2
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, May 10, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    25,116:    17,796     10,210        295      6,841     14,520     24,932     25,025:       184         91
Old  :    25,116:    17,796     10,210        295      6,841     14,520     24,932     25,025:       184         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       651:       104        195        -16        587        477        675        656:       -24         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.9       40.7        1.2       27.2       57.8       99.3       99.6:       0.7        0.4
Old  :     100.0:      70.9       40.7        1.2       27.2       57.8       99.3       99.6:       0.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         14          1          6         19         14         33:
Old  :        44:         7         14          1          6         19         14         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.2       48.8       95.2       68.2       85.2       48.8       94.6       68.2
Old  :                 85.2       48.8       95.2       68.2       85.2       48.8       94.6       68.2
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, May 10, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,673:    21,070     13,425          0      8,523     16,081     29,593     29,506:        80        167
Old  :    29,673:    21,070     13,425          0      8,523     16,081     29,593     29,506:        80        167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :      -894:      -223       -103         -1       -674       -837       -898       -941:         4         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       45.2        0.0       28.7       54.2       99.7       99.4:       0.3        0.6
Old  :     100.0:      71.0       45.2        0.0       28.7       54.2       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8         16          0          4         11         12         27:
Old  :        38:         8         16          0          4         11         12         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.4       61.5       97.8       82.3       89.4       61.5       96.5       82.3
Old  :                 89.4       61.5       97.8       82.3       89.4       61.5       96.5       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 13, 2016