WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   469,486:   100,205    174,441    110,674    208,787    139,785    419,666    424,901:    49,819     44,585
Old  :   444,556:    92,463    173,691    104,433    200,138    126,268    397,034    404,392:    47,521     40,163
Other:    24,930:    11,575      4,583      2,408      8,648     13,517     22,632     20,508:     2,298      4,422
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -64,123:     2,658     20,236    -46,642    -22,635    -38,862    -66,619    -65,268:     2,495      1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       37.2       23.6       44.5       29.8       89.4       90.5:      10.6        9.5
Old  :     100.0:      20.8       39.1       23.5       45.0       28.4       89.3       91.0:      10.7        9.0
Other:     100.0:      46.4       18.4        9.7       34.7       54.2       90.8       82.3:       9.2       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       121        138        120        121        108        320        299:
Old  :       411:       125        138        114        121        105        314        295:
Other:       102:        15         26         16         25         47         56         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       10.6       21.0       18.6       12.1        8.4       18.5       14.8
Old  :                 13.8       10.5       21.7       18.9       12.8        8.9       18.8       15.6
Other:                 49.0       29.0       61.1       43.7       49.0       24.8       58.9       37.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   228,591:    71,834     88,487     35,846    100,529     79,240    208,208    203,573:    20,383     25,019
Old  :   218,043:    69,924     88,166     33,938     94,834     72,784    198,696    194,888:    19,347     23,154
Other:    10,549:     3,471      1,881        347      5,694      6,456      9,513      8,684:     1,036      1,864
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -14,377:    -1,465      9,725     -6,751     -5,734    -15,262    -13,950    -12,287:      -427     -2,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       38.7       15.7       44.0       34.7       91.1       89.1:       8.9       10.9
Old  :     100.0:      32.1       40.4       15.6       43.5       33.4       91.1       89.4:       8.9       10.6
Other:     100.0:      32.9       17.8        3.3       54.0       61.2       90.2       82.3:       9.8       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        65         67         54         93         76        179        180:
Old  :       243:        64         66         53         93         75        177        178:
Other:        72:        11         10          8         19         37         34         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       17.3       23.5       27.2       12.8       14.6       19.7       23.0
Old  :                 15.2       18.1       24.1       28.5       13.1       15.3       19.8       24.1
Other:                 48.1       56.6       71.8       66.8       48.1       54.0       71.8       64.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,770,114:   428,071    137,754    442,580    726,926    932,367  1,597,577  1,512,701:   172,537    257,413
Old  :   799,342:   232,244    159,780    147,104    353,186    422,029    732,534    728,913:    66,808     70,429
Other:   970,772:   304,955     87,102    186,348    373,740    510,337    865,043    783,788:   105,729    186,984
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :  -275,705:   -70,610    -16,218   -127,179    -71,437   -108,483   -269,226   -251,880:    -6,479    -23,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.8       25.0       41.1       52.7       90.3       85.5:       9.7       14.5
Old  :     100.0:      29.1       20.0       18.4       44.2       52.8       91.6       91.2:       8.4        8.8
Other:     100.0:      31.4        9.0       19.2       38.5       52.6       89.1       80.7:      10.9       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       819:       241        126        241        333        379        678        660:
Old  :       682:       168        124        149        266        304        507        508:
Other:       736:       210        111        162        264        358        535        572:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       12.9       17.9       19.7        8.0        7.4       13.5       12.7
Old  :                 12.1       17.5       21.2       27.5       11.7       14.7       19.8       22.8
Other:                 12.2       11.9       19.7       19.1        8.1        8.0       13.9       12.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,821:     2,182      3,114      1,459      3,789      4,229      7,430      8,802:     3,390      2,018
Old  :    10,821:     2,182      3,114      1,459      3,789      4,229      7,430      8,802:     3,390      2,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :      -629:        20        501       -297        -90       -590       -367       -386:      -262       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       28.8       13.5       35.0       39.1       68.7       81.3:      31.3       18.7
Old  :     100.0:      20.2       28.8       13.5       35.0       39.1       68.7       81.3:      31.3       18.7
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  :        47:        14         15          8         16         12         33         32:
Old  :        47:        14         15          8         16         12         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       43.2       46.6       56.0       24.9       32.8       31.0       41.5
Old  :                 34.9       43.2       46.6       56.0       24.9       32.8       31.0       41.5
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, June 28, 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  : 1,100,046:   280,625     48,197    348,063    405,561    586,874  1,034,249    983,135:    65,797    116,911
Old  :   195,356:    62,221     12,288     64,066     53,820     97,003    180,107    173,358:    15,249     21,998
Other:   904,690:   245,581     63,085    256,820    351,741    489,871    854,142    809,777:    50,547     94,913
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :  -182,090:    -8,377     -5,156   -110,058    -57,795    -62,539   -176,230   -177,753:    -5,861     -4,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        4.4       31.6       36.9       53.3       94.0       89.4:       6.0       10.6
Old  :     100.0:      31.9        6.3       32.8       27.5       49.7       92.2       88.7:       7.8       11.3
Other:     100.0:      27.1        7.0       28.4       38.9       54.1       94.4       89.5:       5.6       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       705:       245        150        223        226        270        570        555:
Old  :       474:       133         96        110        130        190        314        349:
Other:       678:       218        170        190        192        258        509        520:
     :----------------------------------------------------------------------------------------------------
     :             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       12.1       21.0       21.2        9.0        8.3       13.4       13.7
Old  :                 15.4       15.6       25.8       24.6       13.7       10.7       21.3       16.0
Other:                 14.1       12.5       22.0       21.5       10.2        9.2       15.0       14.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    34,029:     9,079      4,685         54         12      9,981      9,145     14,720:    24,884     19,309
Old  :     1,713:       774        349          0          8        201        782        550:       931      1,163
Other:    32,316:     8,359      4,390          0          4      9,780      8,363     14,170:    23,953     18,146
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :      -713:      -390       -103         31          0        192       -359        120:      -354       -833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       13.8        0.2        0.0       29.3       26.9       43.3:      73.1       56.7
Old  :     100.0:      45.2       20.4        0.0        0.5       11.7       45.7       32.1:      54.3       67.9
Other:     100.0:      25.9       13.6        0.0        0.0       30.3       25.9       43.8:      74.1       56.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3         16          1          4         27          7         44:
Old  :        38:         2         15          0          2         20          4         35:
Other:        46:         3         16          0          2         27          5         43:
     :----------------------------------------------------------------------------------------------------
     :             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       12.3       26.9       18.2       26.7       12.3       26.7       18.2
Old  :                 45.7       16.9       45.7       22.8       45.4       16.9       45.4       22.8
Other:                 25.9       12.4       25.9       18.6       25.9       12.4       25.9       18.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   404,603:    85,528     58,644     92,805    191,099    223,731    369,432    375,180:    35,171     29,423
Old  :   128,288:    36,060     14,201     24,657     55,985     79,273    116,702    118,132:    11,587     10,156
Other:   276,315:    68,647     63,621     48,969    135,114    144,457    252,731    257,048:    23,584     19,267
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -43,287:   -10,744      5,561    -24,270     -7,653    -24,678    -42,667    -43,387:      -620        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       14.5       22.9       47.2       55.3       91.3       92.7:       8.7        7.3
Old  :     100.0:      28.1       11.1       19.2       43.6       61.8       91.0       92.1:       9.0        7.9
Other:     100.0:      24.8       23.0       17.7       48.9       52.3       91.5       93.0:       8.5        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        80         78        109         91         80        240        226:
Old  :       201:        47         52         61         67         65        147        156:
Other:       258:        71         73         84         74         65        198        184:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.0       25.2       15.7       32.8        8.6       21.7       14.5       27.5
Old  :                 15.4       24.5       26.9       36.8       15.2       22.4       26.7       32.5
Other:                 11.7       27.8       20.0       35.7       11.5       25.1       19.2       32.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   666,548:   135,138     69,318     67,250    296,871    380,899    499,259    517,467:   167,289    149,081
Old  :   666,548:   135,138     69,318     67,250    296,871    380,899    499,259    517,467:   167,289    149,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -71,272:   -29,345      5,063    -21,575    -14,540    -50,299    -65,460    -66,811:    -5,813     -4,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.4       10.1       44.5       57.1       74.9       77.6:      25.1       22.4
Old  :     100.0:      20.3       10.4       10.1       44.5       57.1       74.9       77.6:      25.1       22.4
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  :       146:        36         27         35         61         68        112        115:
Old  :       146:        36         27         35         61         68        112        115:
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  :                 14.0       19.8       22.6       28.4       11.4       14.8       18.4       22.0
Old  :                 14.0       19.8       22.6       28.4       11.4       14.8       18.4       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   583,890:    50,641    143,744      7,884    384,650    359,985    443,175    511,613:   140,715     72,277
Old  :   583,890:    50,641    143,744      7,884    384,650    359,985    443,175    511,613:   140,715     72,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -9,988:    -1,384      6,129     -1,010     -3,924    -16,123     -6,318    -11,004:    -3,670      1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       24.6        1.4       65.9       61.7       75.9       87.6:      24.1       12.4
Old  :     100.0:       8.7       24.6        1.4       65.9       61.7       75.9       87.6:      24.1       12.4
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  :        98:        13         16          9         52         52         71         71:
Old  :        98:        13         16          9         52         52         71         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  :                 23.8       43.8       38.5       54.5       21.0       43.8       30.9       53.0
Old  :                 23.8       43.8       38.5       54.5       21.0       43.8       30.9       53.0
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, June 28, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,941:     2,329        710        876      1,397      3,184      4,602      4,770:       339        171
Old  :     4,941:     2,329        710        876      1,397      3,184      4,602      4,770:       339        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :      -214:      -170        135          6        -55       -347       -219       -206:         5         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1       14.4       17.7       28.3       64.4       93.1       96.5:       6.9        3.5
Old  :     100.0:      47.1       14.4       17.7       28.3       64.4       93.1       96.5:       6.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        15          6          4         10         13         28         20:
Old  :        37:        15          6          4         10         13         28         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  :                 45.9       51.6       68.1       78.6       38.5       44.9       56.0       59.2
Old  :                 45.9       51.6       68.1       78.6       38.5       44.9       56.0       59.2
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, June 28, 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  :   459,444:   103,930     20,716    110,045    193,969    297,300    407,944    428,061:    51,499     31,383
Old  :   144,652:    36,242      4,600     32,796     56,237     93,258    125,276    130,654:    19,376     13,998
Other:   314,792:    87,479     35,906     57,459    137,731    204,041    282,669    297,406:    32,123     17,385
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -46,930:    -3,539     -2,485    -26,379    -10,620    -17,114    -40,537    -45,978:    -6,393       -953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        4.5       24.0       42.2       64.7       88.8       93.2:      11.2        6.8
Old  :     100.0:      25.1        3.2       22.7       38.9       64.5       86.6       90.3:      13.4        9.7
Other:     100.0:      27.8       11.4       18.3       43.8       64.8       89.8       94.5:      10.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        91         54         87         99        101        244        206:
Old  :       214:        74         27         44         80         81        170        137:
Other:       262:        81         66         72         85         84        211        178:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       29.6       19.4       38.7        9.9       26.2       14.1       30.5
Old  :                 14.5       27.0       25.3       39.2       12.9       25.9       19.4       33.8
Other:                 12.7       31.7       20.4       41.4       11.3       27.0       16.8       33.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    10,223:     2,057      1,836        840      5,081      5,842      7,978      8,519:     2,245      1,704
Old  :       846:        97        349          0        491        420        588        769:       258         77
Other:     9,377:     1,997      1,524        803      4,590      5,422      7,390      7,750:     1,987      1,627
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :      -813:       -31        427       -220       -173     -1,001       -424       -794:      -389        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       18.0        8.2       49.7       57.1       78.0       83.3:      22.0       16.7
Old  :     100.0:      11.5       41.3        0.0       58.0       49.6       69.5       90.9:      30.5        9.1
Other:     100.0:      21.3       16.3        8.6       48.9       57.8       78.8       82.7:      21.2       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        17         18         10         22         16         46         38:
Old  :        17:         4          3          0          6          4         10          7:
Other:        59:        17         16          9         21         16         44         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.3       39.0       50.3       52.0       36.9       36.3       46.2       47.0
Old  :                 61.1       83.3       68.0       90.9       61.1       83.3       68.0       90.9
Other:                 42.6       38.2       53.7       52.4       40.2       37.7       50.1       50.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,005,734:   240,469    224,407     41,269    605,347    609,419    887,084    875,095:   118,650    130,640
Old  : 1,005,734:   240,469    224,407     41,269    605,347    609,419    887,084    875,095:   118,650    130,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -48,987:   -30,643     -6,640    -10,396        494    -19,774    -40,545    -36,810:    -8,442    -12,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       22.3        4.1       60.2       60.6       88.2       87.0:      11.8       13.0
Old  :     100.0:      23.9       22.3        4.1       60.2       60.6       88.2       87.0:      11.8       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  :       236:        44         57         42         86        103        157        175:
Old  :       236:        44         57         42         86        103        157        175:
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  :                 26.3       20.2       37.4       28.9       24.6       20.0       33.2       27.1
Old  :                 26.3       20.2       37.4       28.9       24.6       20.0       33.2       27.1
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, June 28, 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  : 3,454,366:   623,989    574,326    376,175  2,062,297  2,064,451  3,062,460  3,014,952:   391,906    439,414
Old  : 3,454,366:   623,989    574,326    376,175  2,062,297  2,064,451  3,062,460  3,014,952:   391,906    439,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -81,639:   -57,683      5,800    -37,640     16,319    -35,311    -79,003    -67,151:    -2,636    -14,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       16.6       10.9       59.7       59.8       88.7       87.3:      11.3       12.7
Old  :     100.0:      18.1       16.6       10.9       59.7       59.8       88.7       87.3:      11.3       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  :       362:        74         83         96        163        173        294        295:
Old  :       362:        74         83         96        163        173        294        295:
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  :                 24.7       15.9       33.2       24.0       21.2       11.7       26.5       17.7
Old  :                 24.7       15.9       33.2       24.0       21.2       11.7       26.5       17.7
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, June 28, 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  :   143,518:    24,398     11,111        117     70,733     66,441     95,247     77,669:    48,271     65,850
Old  :   143,518:    24,398     11,111        117     70,733     66,441     95,247     77,669:    48,271     65,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -5,762:     2,404       -105        -35       -112     -3,063      2,256     -3,203:    -8,019     -2,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        7.7        0.1       49.3       46.3       66.4       54.1:      33.6       45.9
Old  :     100.0:      17.0        7.7        0.1       49.3       46.3       66.4       54.1:      33.6       45.9
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  :        33:         4          2          1         18         17         22         20:
Old  :        33:         4          2          1         18         17         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       28.5       44.7       38.3       26.4       28.5       42.4       37.9
Old  :                 27.1       28.5       44.7       38.3       26.4       28.5       42.4       37.9
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, June 28, 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  : 2,837,431:   416,202    506,767    140,648  1,988,083  1,867,307  2,544,933  2,514,722:   292,497    322,708
Old  : 2,837,431:   416,202    506,767    140,648  1,988,083  1,867,307  2,544,933  2,514,722:   292,497    322,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :  -151,928:   -66,989    -16,917    -59,162    -34,390    -65,641   -160,541   -141,720:     8,613    -10,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.9        5.0       70.1       65.8       89.7       88.6:      10.3       11.4
Old  :     100.0:      14.7       17.9        5.0       70.1       65.8       89.7       88.6:      10.3       11.4
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  :       281:        48         57         52        110        156        188        235:
Old  :       281:        48         57         52        110        156        188        235:
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  :                 37.6       19.8       46.9       28.8       34.2       19.2       42.7       28.1
Old  :                 37.6       19.8       46.9       28.8       34.2       19.2       42.7       28.1
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, June 28, 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  :   956,940:    94,721    126,321    191,782    646,740    587,166    933,243    905,269:    23,696     51,671
Old  :   956,940:    94,721    126,321    191,782    646,740    587,166    933,243    905,269:    23,696     51,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -66,388:    12,336    -20,424     -2,664    -77,172    -38,972    -67,500    -62,060:     1,112     -4,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       13.2       20.0       67.6       61.4       97.5       94.6:       2.5        5.4
Old  :     100.0:       9.9       13.2       20.0       67.6       61.4       97.5       94.6:       2.5        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  :       134:        19         42         34         51         69         89        128:
Old  :       134:        19         42         34         51         69         89        128:
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  :                 33.1       21.3       50.7       34.1       22.3       10.0       32.0       16.4
Old  :                 33.1       21.3       50.7       34.1       22.3       10.0       32.0       16.4
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, June 28, 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  :    48,379:    24,896      4,641        750     15,603     36,811     41,248     42,202:     7,131      6,177
Old  :    48,379:    24,896      4,641        750     15,603     36,811     41,248     42,202:     7,131      6,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -8,910:    -7,490     -6,013        -67       -180     -1,251     -7,738     -7,332:    -1,172     -1,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        9.6        1.6       32.3       76.1       85.3       87.2:      14.7       12.8
Old  :     100.0:      51.5        9.6        1.6       32.3       76.1       85.3       87.2:      14.7       12.8
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  :        99:        32         18          5         27         31         62         51:
Old  :        99:        32         18          5         27         31         62         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       40.8       47.4       55.6       35.4       40.8       46.7       55.6
Old  :                 35.4       40.8       47.4       55.6       35.4       40.8       46.7       55.6
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, June 28, 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  :    96,758:    49,791      9,282      1,500     31,205     73,622     82,497     84,404:    14,262     12,354
Old  :    96,758:    49,791      9,282      1,500     31,205     73,622     82,497     84,404:    14,262     12,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -17,821:   -14,981    -12,027       -135       -360     -2,502    -15,476    -14,664:    -2,345     -3,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        9.6        1.6       32.3       76.1       85.3       87.2:      14.7       12.8
Old  :     100.0:      51.5        9.6        1.6       32.3       76.1       85.3       87.2:      14.7       12.8
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  :        99:        32         18          5         27         31         62         51:
Old  :        99:        32         18          5         27         31         62         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       40.8       47.4       55.6       35.4       40.8       46.7       55.6
Old  :                 35.4       40.8       47.4       55.6       35.4       40.8       46.7       55.6
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, June 28, 2016                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,233:    13,452     15,295        896      1,697          0     16,045     16,191:       188         42
Old  :    16,233:    13,452     15,295        896      1,697          0     16,045     16,191:       188         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -3,573:    -3,679     -3,670         71         55          0     -3,553     -3,599:       -20         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9       94.2        5.5       10.5        0.0       98.8       99.7:       1.2        0.3
Old  :     100.0:      82.9       94.2        5.5       10.5        0.0       98.8       99.7:       1.2        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  :        32:        23          7          2          2          0         26          8:
Old  :        32:        23          7          2          2          0         26          8:
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  :                 65.7       83.1       84.9       99.7       62.6       80.7       81.8       94.2
Old  :                 65.7       83.1       84.9       99.7       62.6       80.7       81.8       94.2
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, June 28, 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  :    25,709:    14,272     10,015        278     11,083     15,318     25,633     25,611:        76         98
Old  :    25,709:    14,272     10,015        278     11,083     15,318     25,633     25,611:        76         98
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -1,043:    -1,244       -848         30        200       -228     -1,014     -1,046:       -29          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5       39.0        1.1       43.1       59.6       99.7       99.6:       0.3        0.4
Old  :     100.0:      55.5       39.0        1.1       43.1       59.6       99.7       99.6:       0.3        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  :        46:         8         15          1          5         20         14         35:
Old  :        46:         8         15          1          5         20         14         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.4       50.7       96.8       70.5       83.4       50.7       95.3       70.5
Old  :                 83.4       50.7       96.8       70.5       83.4       50.7       95.3       70.5
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, June 28, 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  :    24,868:    15,179      9,753         49      9,591     14,974     24,819     24,776:        49         92
Old  :    24,868:    15,179      9,753         49      9,591     14,974     24,819     24,776:        49         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -1,288:       250       -860         -6     -1,481       -439     -1,237     -1,305:       -51         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       39.2        0.2       38.6       60.2       99.8       99.6:       0.2        0.4
Old  :     100.0:      61.0       39.2        0.2       38.6       60.2       99.8       99.6:       0.2        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  :        31:         9          9          1          5          9         14         19:
Old  :        31:         9          9          1          5          9         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.2       67.3       95.7       89.5       87.2       67.3       94.2       89.5
Old  :                 87.2       67.3       95.7       89.5       87.2       67.3       94.2       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 1, 2016