WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   505,986:    81,528    169,667    155,925    222,552    139,555    460,004    465,147:    45,982     40,840
Old  :   496,044:    80,877    170,449    152,008    218,499    134,655    451,383    457,111:    44,661     38,933
Other:     9,942:     2,693      1,260      1,875      4,053      4,901      8,621      8,036:     1,321      1,906
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     2,246:    -8,919      2,170        -83     11,607        -41      2,605      2,046:      -359        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       33.5       30.8       44.0       27.6       90.9       91.9:       9.1        8.1
Old  :     100.0:      16.3       34.4       30.6       44.0       27.1       91.0       92.2:       9.0        7.8
Other:     100.0:      27.1       12.7       18.9       40.8       49.3       86.7       80.8:      13.3       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       123        136        136        121        109        327        308:
Old  :       410:       123        138        135        121        106        326        305:
Other:        76:        16         11         11         21         33         45         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       11.1       20.9       19.0       11.4        7.9       17.4       13.6
Old  :                 13.6       10.9       21.1       19.0       11.7        8.0       17.9       13.8
Other:                 33.5       42.6       48.3       62.6       28.7       35.0       39.4       46.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   240,135:    63,969     87,491     43,836    111,366     83,357    219,171    214,684:    20,965     25,451
Old  :   237,365:    63,776     87,462     43,747    109,277     81,636    216,800    212,844:    20,565     24,521
Other:     2,770:       218         55         64      2,089      1,721      2,371      1,840:       399        930
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     2,201:    -3,587      1,876      2,041      3,189     -2,915      1,643      1,001:       558      1,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       36.4       18.3       46.4       34.7       91.3       89.4:       8.7       10.6
Old  :     100.0:      26.9       36.8       18.4       46.0       34.4       91.3       89.7:       8.7       10.3
Other:     100.0:       7.9        2.0        2.3       75.4       62.1       85.6       66.4:      14.4       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        70         67         64         92         71        189        182:
Old  :       246:        70         68         64         92         71        189        182:
Other:        48:         9          5          6         16         22         27         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       21.8       25.0       31.4       11.5       15.1       17.7       23.5
Old  :                 16.7       22.0       24.8       31.8       11.4       15.5       17.8       24.1
Other:                 56.0       51.3       71.4       59.6       56.0       47.0       69.8       54.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,840,059:   382,292    205,347    468,156    799,699    925,760  1,650,147  1,599,262:   189,912    240,797
Old  : 1,117,559:   328,586    245,383    204,080    477,539    561,462  1,010,204  1,010,925:   107,354    106,634
Other:   722,500:   172,662     78,919    145,121    322,160    364,298    639,942    588,337:    82,558    134,163
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    11,365:    14,135    -15,293    -10,300      6,985     31,738     10,819      6,145:       546      5,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       11.2       25.4       43.5       50.3       89.7       86.9:      10.3       13.1
Old  :     100.0:      29.4       22.0       18.3       42.7       50.2       90.4       90.5:       9.6        9.5
Other:     100.0:      23.9       10.9       20.1       44.6       50.4       88.6       81.4:      11.4       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       798:       226        151        246        311        350        669        636:
Old  :       727:       186        168        180        271        308        571        544:
Other:       647:       165        109        132        218        318        440        504:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       18.8       21.5        7.3        7.9       12.7       13.2
Old  :                 11.4       17.2       20.3       26.4       10.8       14.7       19.2       23.5
Other:                 18.3       16.7       26.2       23.5       11.8       10.2       18.3       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    11,638:     2,352      3,729      1,465      3,914      3,912      7,731      9,106:     3,908      2,532
Old  :    11,638:     2,352      3,729      1,465      3,914      3,912      7,731      9,106:     3,908      2,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :        84:      -126        -22        163       -342       -372       -305       -232:       389        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       32.0       12.6       33.6       33.6       66.4       78.2:      33.6       21.8
Old  :     100.0:      20.2       32.0       12.6       33.6       33.6       66.4       78.2:      33.6       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        11         15          7         13         12         27         31:
Old  :        44:        11         15          7         13         12         27         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  :                 37.7       36.8       48.6       50.2       25.9       30.8       31.7       39.2
Old  :                 37.7       36.8       48.6       50.2       25.9       30.8       31.7       39.2
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 24, 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  : 1,185,742:   304,732     63,904    366,770    442,978    624,014  1,114,480  1,054,688:    71,262    131,054
Old  :   579,564:   206,273     75,149    161,194    173,994    297,655    541,460    533,998:    38,103     45,565
Other:   606,178:   151,830     42,125    152,205    268,984    326,359    573,019    520,689:    33,159     85,489
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :   -46,177:    -1,711      4,778    -66,520     21,610     16,068    -46,622    -45,675:       444       -502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        5.4       30.9       37.4       52.6       94.0       88.9:       6.0       11.1
Old  :     100.0:      35.6       13.0       27.8       30.0       51.4       93.4       92.1:       6.6        7.9
Other:     100.0:      25.0        6.9       25.1       44.4       53.8       94.5       85.9:       5.5       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       246        169        247        209        263        571        580:
Old  :       657:       198        177        161        141        234        428        488:
Other:       591:       172        141        171        170        240        419        483:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       10.6       18.9       18.5        8.0        7.6       12.1       12.5
Old  :                  9.8       12.3       17.5       20.9        8.9       11.4       15.4       18.7
Other:                 18.5       10.9       26.9       19.3       15.3        7.2       22.3       12.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    31,449:     9,734      3,176         23         92      7,812      9,849     11,011:    21,600     20,438
Old  :     5,082:       738        533         20         87        907        845      1,460:     4,237      3,622
Other:    26,367:     8,996      2,643          3          5      6,905      9,004      9,551:    17,363     16,816
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :       409:       960        319         17         -1        159        976        495:      -567        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       10.1        0.1        0.3       24.8       31.3       35.0:      68.7       65.0
Old  :     100.0:      14.5       10.5        0.4        1.7       17.8       16.6       28.7:      83.4       71.3
Other:     100.0:      34.1       10.0        0.0        0.0       26.2       34.1       36.2:      65.9       63.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         10          3          5         21          9         34:
Old  :        35:         4         10          1          4         21          8         32:
Other:        35:         4         10          2          3         21          7         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       12.1       31.3       17.9       31.0       12.1       31.0       17.8
Old  :                 15.5       14.4       16.6       21.3       15.0       14.3       15.6       20.8
Other:                 34.1       12.5       34.1       18.9       34.1       12.5       34.1       18.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   457,478:   107,647     56,205    117,225    195,009    257,254    419,881    430,684:    37,597     26,794
Old  :   302,536:    96,538     73,637     59,277    124,855    150,057    280,671    282,970:    21,865     19,566
Other:   154,943:    46,844     18,303     22,213     70,154    107,198    139,211    147,714:    15,732      7,228
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     1,370:   -20,774     17,307     -4,685     30,342    -14,168      4,883     -1,545:    -3,513      2,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       12.3       25.6       42.6       56.2       91.8       94.1:       8.2        5.9
Old  :     100.0:      31.9       24.3       19.6       41.3       49.6       92.8       93.5:       7.2        6.5
Other:     100.0:      30.2       11.8       14.3       45.3       69.2       89.8       95.3:      10.2        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        84         92        107         90         79        249        225:
Old  :       299:        88         93         76         80         75        211        208:
Other:       202:        63         41         49         66         59        164        123:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.4       27.6       14.8       34.9        8.1       23.9       13.9       29.1
Old  :                  9.2       23.5       16.6       32.2        8.8       19.9       15.7       27.1
Other:                 15.1       38.6       24.0       47.9       14.9       34.6       23.5       43.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   608,582:   125,778     55,977     43,497    261,718    345,768    430,994    445,242:   177,588    163,340
Old  :   608,582:   125,778     55,977     43,497    261,718    345,768    430,994    445,242:   177,588    163,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :   -18,670:     4,314     -3,617    -14,062    -28,842    -22,658    -38,590    -40,338:    19,920     21,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        9.2        7.1       43.0       56.8       70.8       73.2:      29.2       26.8
Old  :     100.0:      20.7        9.2        7.1       43.0       56.8       70.8       73.2:      29.2       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        35         22         32         59         65        108        106:
Old  :       135:        35         22         32         59         65        108        106:
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  :                 16.9       19.9       25.3       29.0       13.1       14.5       20.0       21.3
Old  :                 16.9       19.9       25.3       29.0       13.1       14.5       20.0       21.3
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 24, 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  :   633,371:    50,011    140,837      8,261    427,155    402,146    485,427    551,244:   147,945     82,128
Old  :   633,371:    50,011    140,837      8,261    427,155    402,146    485,427    551,244:   147,945     82,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -1,071:    -2,019    -13,650     -2,603     -4,957      8,034     -9,579     -8,219:     8,508      7,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       22.2        1.3       67.4       63.5       76.6       87.0:      23.4       13.0
Old  :     100.0:       7.9       22.2        1.3       67.4       63.5       76.6       87.0:      23.4       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  :        86:        12         12          8         52         48         69         63:
Old  :        86:        12         12          8         52         48         69         63:
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  :                 24.4       45.8       39.1       57.4       21.8       45.8       32.5       55.5
Old  :                 24.4       45.8       39.1       57.4       21.8       45.8       32.5       55.5
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 24, 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  :     5,226:     1,936        991        596      2,225      3,461      4,757      5,048:       469        178
Old  :     5,226:     1,936        991        596      2,225      3,461      4,757      5,048:       469        178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :       -47:       250       -424        138       -532        250       -144        -36:        97        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       19.0       11.4       42.6       66.2       91.0       96.6:       9.0        3.4
Old  :     100.0:      37.0       19.0       11.4       42.6       66.2       91.0       96.6:       9.0        3.4
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  :        34:        12          5          3         10         14         24         20:
Old  :        34:        12          5          3         10         14         24         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  :                 40.9       60.7       71.2       80.0       38.6       55.4       63.0       68.7
Old  :                 40.9       60.7       71.2       80.0       38.6       55.4       63.0       68.7
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 24, 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  :   463,115:   110,316     26,780    108,701    188,860    296,616    407,878    432,096:    55,237     31,018
Old  :   284,103:    86,034     22,754     57,825    102,664    182,526    246,523    263,105:    37,580     20,998
Other:   179,012:    38,046     17,790     37,112     86,196    114,090    161,354    168,991:    17,657     10,021
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -4,246:     1,172       -482     -8,487      4,654      3,449     -2,661     -5,521:    -1,585      1,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        5.8       23.5       40.8       64.0       88.1       93.3:      11.9        6.7
Old  :     100.0:      30.3        8.0       20.4       36.1       64.2       86.8       92.6:      13.2        7.4
Other:     100.0:      21.3        9.9       20.7       48.2       63.7       90.1       94.4:       9.9        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       116         53         86         99         98        259        203:
Old  :       292:       109         58         66         93         95        236        185:
Other:       207:        62         40         47         76         69        164        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       30.6       19.3       41.9       10.1       28.0       14.2       32.9
Old  :                 12.9       29.7       20.1       41.5       11.4       28.3       17.0       34.9
Other:                 15.3       34.6       26.5       46.3       13.1       29.8       22.0       36.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    10,890:     1,860      1,142        957      5,129      7,313      7,946      9,412:     2,943      1,477
Old  :     7,527:     1,788      1,230        164      3,172      5,152      5,124      6,546:     2,403        981
Other:     3,363:       394        234        472      1,956      2,161      2,822      2,867:       541        496
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :      -227:         5       -191        -80       -108         29       -183       -242:       -43         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.5        8.8       47.1       67.2       73.0       86.4:      27.0       13.6
Old  :     100.0:      23.8       16.3        2.2       42.1       68.5       68.1       87.0:      31.9       13.0
Other:     100.0:      11.7        7.0       14.0       58.2       64.2       83.9       85.2:      16.1       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        16         12          7         21         15         41         30:
Old  :        47:        17          9          4         15         11         32         24:
Other:        28:         5          5          5         12         13         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.1       43.5       43.4       61.5       29.7       42.3       37.9       53.6
Old  :                 34.1       55.6       44.2       68.7       32.2       53.9       42.3       66.5
Other:                 51.0       45.8       67.9       65.0       50.2       41.3       60.8       54.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,198,701:   134,926    283,723     76,793    859,705    664,924  1,071,424  1,025,441:   127,276    173,260
Old  : 1,198,701:   134,926    283,723     76,793    859,705    664,924  1,071,424  1,025,441:   127,276    173,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    32,691:    -5,878     21,475      3,714     26,775     -9,170     24,611     16,019:     8,080     16,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       23.7        6.4       71.7       55.5       89.4       85.5:      10.6       14.5
Old  :     100.0:      11.3       23.7        6.4       71.7       55.5       89.4       85.5:      10.6       14.5
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  :       246:        46         65         44         97        114        168        199:
Old  :       246:        46         65         44         97        114        168        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       17.0       36.5       25.2       21.7       15.2       30.4       22.1
Old  :                 24.0       17.0       36.5       25.2       21.7       15.2       30.4       22.1
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 24, 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  : 3,173,949:   446,048    539,523    288,525  2,038,391  1,836,340  2,772,964  2,664,388:   400,985    509,561
Old  : 3,173,949:   446,048    539,523    288,525  2,038,391  1,836,340  2,772,964  2,664,388:   400,985    509,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :   -84,572:    10,682    -27,408    -52,233    -72,556    -77,714   -114,107   -157,356:    29,536     72,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.0        9.1       64.2       57.9       87.4       83.9:      12.6       16.1
Old  :     100.0:      14.1       17.0        9.1       64.2       57.9       87.4       83.9:      12.6       16.1
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  :       345:        70         85         97        142        165        270        290:
Old  :       345:        70         85         97        142        165        270        290:
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       15.3       35.8       21.7       25.1       11.2       31.4       17.2
Old  :                 27.8       15.3       35.8       21.7       25.1       11.2       31.4       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   150,894:    17,294     18,837        278     81,660     60,311     99,232     79,426:    51,662     71,468
Old  :   150,894:    17,294     18,837        278     81,660     60,311     99,232     79,426:    51,662     71,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    11,496:    -6,912      6,850        -50     10,654       -958      3,692      5,842:     7,805      5,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       12.5        0.2       54.1       40.0       65.8       52.6:      34.2       47.4
Old  :     100.0:      11.5       12.5        0.2       54.1       40.0       65.8       52.6:      34.2       47.4
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  :        31:         4          6          3         15         14         20         22:
Old  :        31:         4          6          3         15         14         20         22:
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  :                 33.8       27.8       50.6       36.6       33.8       26.4       48.7       34.9
Old  :                 33.8       27.8       50.6       36.6       33.8       26.4       48.7       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 2,913,732:   291,349    402,215    211,742  2,023,101  1,803,529  2,526,193  2,417,487:   387,540    496,246
Old  : 2,913,732:   291,349    402,215    211,742  2,023,101  1,803,529  2,526,193  2,417,487:   387,540    496,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :   121,613:   -20,153    -52,457     58,320     10,735    -25,237     48,902    -19,373:    72,711    140,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       13.8        7.3       69.4       61.9       86.7       83.0:      13.3       17.0
Old  :     100.0:      10.0       13.8        7.3       69.4       61.9       86.7       83.0:      13.3       17.0
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:        52         62         60        113        152        196        244:
Old  :       285:        52         62         60        113        152        196        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       15.2       42.0       25.3       30.2       13.5       37.3       21.1
Old  :                 34.2       15.2       42.0       25.3       30.2       13.5       37.3       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 24, 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  :   960,923:    20,109    149,281    226,089    687,976    533,826    934,174    909,196:    26,749     51,727
Old  :   960,923:    20,109    149,281    226,089    687,976    533,826    934,174    909,196:    26,749     51,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    18,997:   -12,626      4,965     27,037      4,886     -1,668     19,297     30,335:      -301    -11,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       15.5       23.5       71.6       55.6       97.2       94.6:       2.8        5.4
Old  :     100.0:       2.1       15.5       23.5       71.6       55.6       97.2       94.6:       2.8        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        14         48         40         54         67         95        129:
Old  :       131:        14         48         40         54         67         95        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       26.0       53.8       36.9       26.4        9.2       34.1       14.4
Old  :                 35.3       26.0       53.8       36.9       26.4        9.2       34.1       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    60,337:    27,293     13,426      1,383     23,856     35,573     52,532     50,382:     7,805      9,955
Old  :    60,337:    27,293     13,426      1,383     23,856     35,573     52,532     50,382:     7,805      9,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     2,449:     3,173     -1,350        -74       -631      3,061      2,469      1,637:       -20        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       22.3        2.3       39.5       59.0       87.1       83.5:      12.9       16.5
Old  :     100.0:      45.2       22.3        2.3       39.5       59.0       87.1       83.5:      12.9       16.5
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  :       114:        41         24         11         32         27         76         60:
Old  :       114:        41         24         11         32         27         76         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       38.0       43.5       52.9       29.8       37.8       43.4       52.6
Old  :                 30.0       38.0       43.5       52.9       29.8       37.8       43.4       52.6
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 24, 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  :   120,674:    54,586     26,852      2,766     47,713     71,147    105,065    100,765:    15,609     19,909
Old  :   120,674:    54,586     26,852      2,766     47,713     71,147    105,065    100,765:    15,609     19,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     4,898:     6,347     -2,700       -148     -1,261      6,121      4,938      3,274:       -40      1,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       22.3        2.3       39.5       59.0       87.1       83.5:      12.9       16.5
Old  :     100.0:      45.2       22.3        2.3       39.5       59.0       87.1       83.5:      12.9       16.5
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  :       114:        41         24         11         32         27         76         60:
Old  :       114:        41         24         11         32         27         76         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       38.0       43.5       52.9       29.8       37.8       43.4       52.6
Old  :                 30.0       38.0       43.5       52.9       29.8       37.8       43.4       52.6
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 24, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,512:    16,849     17,933        925      1,243        645     19,017     19,503:       495          9
Old  :    19,512:    16,849     17,933        925      1,243        645     19,017     19,503:       495          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -3,509:    -3,463     -3,397       -113          8          0     -3,568     -3,510:        59          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.4       91.9        4.7        6.4        3.3       97.5      100.0:       2.5        0.0
Old  :     100.0:      86.4       91.9        4.7        6.4        3.3       97.5      100.0:       2.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        19         10          3          2          1         22         13:
Old  :        31:        19         10          3          2          1         22         13:
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  :                 72.5       74.9       88.7       93.6       69.8       74.9       82.4       90.3
Old  :                 72.5       74.9       88.7       93.6       69.8       74.9       82.4       90.3
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 24, 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  :    28,321:    20,914     11,072        185      7,032     16,993     28,131     28,250:       190         71
Old  :    28,321:    20,914     11,072        185      7,032     16,993     28,131     28,250:       190         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     1,801:     1,745      1,148       -110        144        784      1,779      1,822:        22        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       39.1        0.7       24.8       60.0       99.3       99.7:       0.7        0.3
Old  :     100.0:      73.8       39.1        0.7       24.8       60.0       99.3       99.7:       0.7        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  :        46:         9         13          1          6         20         15         34:
Old  :        46:         9         13          1          6         20         15         34:
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  :                 85.9       49.6       95.2       68.3       85.9       49.6       94.8       68.3
Old  :                 85.9       49.6       95.2       68.3       85.9       49.6       94.8       68.3
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 24, 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  :    31,517:    23,923     12,376          4      7,540     18,988     31,467     31,368:        50        149
Old  :    31,517:    23,923     12,376          4      7,540     18,988     31,467     31,368:        50        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     1,464:       938        738          4        565        756      1,507      1,498:       -43        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.9       39.3        0.0       23.9       60.2       99.8       99.5:       0.2        0.5
Old  :     100.0:      75.9       39.3        0.0       23.9       60.2       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7         14          1          4         12         12         26:
Old  :        36:         7         14          1          4         12         12         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  :                 92.2       59.8       99.0       80.8       92.2       59.8       97.3       80.8
Old  :                 92.2       59.8       99.0       80.8       92.2       59.8       97.3       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 27, 2016