WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :   520,417:    98,832    192,489    140,343    231,351    141,271    470,526    474,103:    49,891     46,315
Old  :   493,533:    91,172    192,211    132,825    222,418    126,304    446,416    451,341:    47,117     42,192
Other:    26,884:    12,523      5,141      2,654      8,933     14,967     24,110     22,761:     2,775      4,123
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    50,932:    -1,374     18,047     29,669     22,564      1,485     50,860     49,202:        72      1,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       37.0       27.0       44.5       27.1       90.4       91.1:       9.6        8.9
Old  :     100.0:      18.5       38.9       26.9       45.1       25.6       90.5       91.5:       9.5        8.5
Other:     100.0:      46.6       19.1        9.9       33.2       55.7       89.7       84.7:      10.3       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       452:       156        138        141        127        106        354        325:
Old  :       450:       160        138        137        127        101        350        318:
Other:       108:        18         24         15         26         49         56         79:
     :----------------------------------------------------------------------------------------------------
     :             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       10.3       20.5       17.9       11.1        8.0       17.0       14.3
Old  :                 13.1       10.0       21.1       17.9       11.7        8.5       17.5       15.2
Other:                 46.5       27.8       58.0       44.0       46.3       25.9       55.4       39.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :   238,479:    75,397     92,031     39,136    102,571     82,425    217,103    213,591:    21,376     24,887
Old  :   225,382:    73,674     91,582     36,163     95,710     74,874    205,547    202,619:    19,836     22,764
Other:    13,096:     3,935      2,662        760      6,861      7,551     11,556     10,973:     1,540      2,124
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :     9,887:     3,563      3,544      3,290      2,042      3,185      8,895     10,019:       992       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       38.6       16.4       43.0       34.6       91.0       89.6:       9.0       10.4
Old  :     100.0:      32.7       40.6       16.0       42.5       33.2       91.2       89.9:       8.8       10.1
Other:     100.0:      30.0       20.3        5.8       52.4       57.7       88.2       83.8:      11.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        64         71         61         86         77        179        186:
Old  :       241:        66         69         57         86         75        175        180:
Other:        79:        10         15          8         22         38         38         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       18.0       24.5       27.7       12.9       14.4       20.0       23.4
Old  :                 15.9       18.8       25.8       28.7       13.7       15.0       21.0       24.6
Other:                 42.9       49.1       63.8       59.2       42.9       46.0       63.8       55.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  : 1,788,889:   377,259    164,578    496,282    749,548    865,313  1,623,089  1,526,173:   165,800    262,716
Old  :   771,222:   215,023    174,616    161,262    339,220    368,411    715,505    704,289:    55,716     66,933
Other: 1,017,667:   275,281    103,007    221,975    410,328    496,902    907,583    821,884:   110,084    195,783
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    18,775:   -50,812     26,824     53,702     22,622    -67,054     25,512     13,472:    -6,737      5,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        9.2       27.7       41.9       48.4       90.7       85.3:       9.3       14.7
Old  :     100.0:      27.9       22.6       20.9       44.0       47.8       92.8       91.3:       7.2        8.7
Other:     100.0:      27.1       10.1       21.8       40.3       48.8       89.2       80.8:      10.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       795:       211        146        235        329        355        655        638:
Old  :       656:       166        116        124        243        271        461        463:
Other:       726:       191        125        164        278        339        542        560:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       12.8       17.2       18.9        7.4        6.7       12.7       11.3
Old  :                 11.2       18.4       19.7       28.3       11.1       15.0       19.0       23.2
Other:                 12.3       11.9       20.5       18.6        7.9        7.2       13.4       11.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :    10,894:     2,177      3,140      1,286      3,946      4,038      7,409      8,465:     3,485      2,430
Old  :    10,894:     2,177      3,140      1,286      3,946      4,038      7,409      8,465:     3,485      2,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :        74:        -5         26       -173        157       -191        -21       -338:        95        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       28.8       11.8       36.2       37.1       68.0       77.7:      32.0       22.3
Old  :     100.0:      20.0       28.8       11.8       36.2       37.1       68.0       77.7:      32.0       22.3
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:        12         15          5         17         12         32         29:
Old  :        46:        12         15          5         17         12         32         29:
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  :                 33.2       43.0       44.4       55.7       25.6       35.8       34.0       44.1
Old  :                 33.2       43.0       44.4       55.7       25.6       35.8       34.0       44.1
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, July 05, 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  : 1,072,802:   262,081     57,691    340,914    411,272    557,716  1,014,267    956,321:    58,534    116,481
Old  :   182,195:    49,218     13,441     65,582     56,256     86,202    171,057    165,225:    11,138     16,970
Other:   890,607:   237,070     68,456    251,125    355,016    471,514    843,211    791,096:    47,396     99,511
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :   -27,244:   -18,544      9,494     -7,149      5,711    -29,159    -19,982    -26,814:    -7,262       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.4       31.8       38.3       52.0       94.5       89.1:       5.5       10.9
Old  :     100.0:      27.0        7.4       36.0       30.9       47.3       93.9       90.7:       6.1        9.3
Other:     100.0:      26.6        7.7       28.2       39.9       52.9       94.7       88.8:       5.3       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       710:       249        160        230        217        266        563        565:
Old  :       468:       117        108        105        121        181        292        343:
Other:       689:       231        165        199        193        260        515        536:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       12.2       22.2       21.3        9.3        8.5       13.6       13.3
Old  :                 20.0       17.8       31.7       27.5       15.9       13.2       22.8       17.8
Other:                 14.5       12.1       22.5       21.0       10.2        8.5       14.8       13.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :    34,209:     9,825      4,650         21          8     10,278      9,854     14,949:    24,355     19,260
Old  :     1,036:       746        192          0          4        267        750        459:       286        577
Other:    33,173:     9,099      4,478          1          4     10,011      9,104     14,490:    24,069     18,683
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :       180:       746        -35        -33         -4        297        709        229:      -529        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       13.6        0.1        0.0       30.0       28.8       43.7:      71.2       56.3
Old  :     100.0:      72.0       18.5        0.0        0.4       25.8       72.4       44.3:      27.6       55.7
Other:     100.0:      27.4       13.5        0.0        0.0       30.2       27.4       43.7:      72.6       56.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3         16          4          3         27          8         45:
Old  :        32:         4          9          0          1         19          5         28:
Other:        46:         3         16          1          2         27          5         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       12.5       28.8       18.5       28.7       12.5       28.7       18.5
Old  :                 72.3       23.6       72.4       33.5       72.0       23.6       72.0       33.5
Other:                 27.4       12.2       27.4       18.4       27.4       12.2       27.4       18.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :   401,688:    83,650     72,349     87,216    197,714    208,872    368,580    368,437:    33,108     33,251
Old  :   113,752:    27,330     16,498     19,180     58,083     67,655    104,593    103,333:     9,158     10,419
Other:   287,937:    74,283     73,814     50,074    139,630    141,217    263,987    265,105:    23,950     22,832
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    -2,915:    -1,878     13,705     -5,589      6,615    -14,859       -852     -6,743:    -2,063      3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.0       21.7       49.2       52.0       91.8       91.7:       8.2        8.3
Old  :     100.0:      24.0       14.5       16.9       51.1       59.5       91.9       90.8:       8.1        9.2
Other:     100.0:      25.8       25.6       17.4       48.5       49.0       91.7       92.1:       8.3        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        79         86        105         87         78        233        221:
Old  :       185:        42         50         51         64         63        135        140:
Other:       266:        80         76         83         75         64        202        187:
     :----------------------------------------------------------------------------------------------------
     :             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       23.6       16.0       30.9        8.4       19.4       14.7       25.2
Old  :                 19.4       23.5       30.8       34.6       16.5       20.0       26.5       28.7
Other:                 11.0       26.2       19.9       34.1       10.6       23.5       18.7       30.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :   696,024:   166,482     74,527     79,025    287,130    390,233    532,637    543,785:   163,387    152,239
Old  :   696,024:   166,482     74,527     79,025    287,130    390,233    532,637    543,785:   163,387    152,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    29,476:    31,344      5,210     11,775     -9,741      9,334     33,378     26,318:    -3,902      3,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.7       11.4       41.3       56.1       76.5       78.1:      23.5       21.9
Old  :     100.0:      23.9       10.7       11.4       41.3       56.1       76.5       78.1:      23.5       21.9
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  :       159:        45         28         43         65         69        127        123:
Old  :       159:        45         28         43         65         69        127        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       19.5       23.7       28.2       11.9       14.7       19.5       21.4
Old  :                 15.4       19.5       23.7       28.2       11.9       14.7       19.5       21.4
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, July 05, 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  :   582,316:    54,772    133,777      6,290    377,192    355,173    438,254    495,240:   144,062     87,076
Old  :   582,316:    54,772    133,777      6,290    377,192    355,173    438,254    495,240:   144,062     87,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    -1,574:     4,131     -9,967     -1,594     -7,459     -4,812     -4,922    -16,373:     3,348     14,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       23.0        1.1       64.8       61.0       75.3       85.0:      24.7       15.0
Old  :     100.0:       9.4       23.0        1.1       64.8       61.0       75.3       85.0:      24.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        14         10          8         50         52         68         66:
Old  :        92:        14         10          8         50         52         68         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       43.3       37.6       54.1       19.7       43.2       29.9       52.5
Old  :                 22.7       43.3       37.6       54.1       19.7       43.2       29.9       52.5
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, July 05, 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  :     5,155:     2,601        683        968      1,314      3,335      4,883      4,986:       272        169
Old  :     5,155:     2,601        683        968      1,314      3,335      4,883      4,986:       272        169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :       214:       272        -27         92        -83        151        281        216:       -67         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       13.2       18.8       25.5       64.7       94.7       96.7:       5.3        3.3
Old  :     100.0:      50.5       13.2       18.8       25.5       64.7       94.7       96.7:       5.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          5          4         10         13         28         19:
Old  :        36:        15          5          4         10         13         28         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  :                 48.2       51.4       68.7       79.4       38.6       42.7       56.1       58.2
Old  :                 48.2       51.4       68.7       79.4       38.6       42.7       56.1       58.2
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, July 05, 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  :   455,064:   102,225     22,489    107,726    195,651    293,682    405,602    423,898:    49,462     31,166
Old  :   134,603:    35,482      3,204     31,076     49,622     89,072    116,180    123,352:    18,423     11,251
Other:   320,461:    86,217     38,759     57,178    146,028    204,610    289,422    300,546:    31,039     19,915
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    -4,380:    -1,705      1,773     -2,319      1,682     -3,618     -2,342     -4,163:    -2,038       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.9       23.7       43.0       64.5       89.1       93.2:      10.9        6.8
Old  :     100.0:      26.4        2.4       23.1       36.9       66.2       86.3       91.6:      13.7        8.4
Other:     100.0:      26.9       12.1       17.8       45.6       63.8       90.3       93.8:       9.7        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        97         49         86         95         96        241        200:
Old  :       203:        80         15         42         74         79        160        130:
Other:       267:        82         70         74         88         80        220        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       29.7       19.0       38.7        9.7       26.0       14.1       30.5
Old  :                 14.2       27.9       25.3       40.5       11.8       26.8       19.1       35.6
Other:                 12.4       31.1       19.8       40.5       11.3       25.9       16.6       32.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :    10,302:     2,218      2,158        989      5,083      5,498      8,291      8,645:     2,011      1,657
Old  :    10,302:     2,218      2,158        989      5,083      5,498      8,291      8,645:     2,011      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :        79:       162        322        149          2       -344        313        126:      -234        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       20.9        9.6       49.3       53.4       80.5       83.9:      19.5       16.1
Old  :     100.0:      21.5       20.9        9.6       49.3       53.4       80.5       83.9:      19.5       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  :        65:        19         21         10         22         15         47         41:
Old  :        65:        19         21         10         22         15         47         41:
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       37.9       51.0       51.2       38.9       35.3       48.7       48.2
Old  :                 40.9       37.9       51.0       51.2       38.9       35.3       48.7       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  : 1,120,584:   340,309    236,282     41,304    604,748    701,587    986,361    979,174:   134,223    141,411
Old  : 1,120,584:   340,309    236,282     41,304    604,748    701,587    986,361    979,174:   134,223    141,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :   114,850:    99,840     11,875         35       -598     92,169     99,277    104,079:    15,573     10,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       21.1        3.7       54.0       62.6       88.0       87.4:      12.0       12.6
Old  :     100.0:      30.4       21.1        3.7       54.0       62.6       88.0       87.4:      12.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        47         63         40         91        108        164        185:
Old  :       249:        47         63         40         91        108        164        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       20.2       40.5       28.7       27.9       20.0       37.0       27.5
Old  :                 29.0       20.2       40.5       28.7       27.9       20.0       37.0       27.5
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, July 05, 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  : 3,475,741:   627,173    540,312    380,913  2,090,877  2,124,121  3,098,964  3,045,346:   376,778    430,395
Old  : 3,475,741:   627,173    540,312    380,913  2,090,877  2,124,121  3,098,964  3,045,346:   376,778    430,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    21,376:     3,185    -34,015      4,738     28,581     59,670     36,504     30,394:   -15,128     -9,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       15.5       11.0       60.2       61.1       89.2       87.6:      10.8       12.4
Old  :     100.0:      18.0       15.5       11.0       60.2       61.1       89.2       87.6:      10.8       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  :       377:        83         86        104        166        176        308        307:
Old  :       377:        83         86        104        166        176        308        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       17.9       34.3       26.6       21.7       13.4       27.7       19.2
Old  :                 25.2       17.9       34.3       26.6       21.7       13.4       27.7       19.2
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, July 05, 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  :   139,287:    19,542     13,472        343     63,739     54,802     83,624     68,617:    55,663     70,670
Old  :   139,287:    19,542     13,472        343     63,739     54,802     83,624     68,617:    55,663     70,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :    -4,231:    -4,856      2,361        226     -6,994    -11,639    -11,623     -9,052:     7,392      4,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        9.7        0.2       45.8       39.3       60.0       49.3:      40.0       50.7
Old  :     100.0:      14.0        9.7        0.2       45.8       39.3       60.0       49.3:      40.0       50.7
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  :        27:         3          2          1         17         14         20         17:
Old  :        27:         3          2          1         17         14         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       29.9       44.0       39.3       27.0       29.6       41.3       38.8
Old  :                 27.9       29.9       44.0       39.3       27.0       29.6       41.3       38.8
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, July 05, 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  : 2,805,426:   372,261    567,956    119,092  2,035,999  1,777,976  2,527,352  2,465,023:   278,074    340,403
Old  : 2,805,426:   372,261    567,956    119,092  2,035,999  1,777,976  2,527,352  2,465,023:   278,074    340,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :   -32,005:   -43,941     61,189    -21,556     47,916    -89,332    -17,581    -49,699:   -14,423     17,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       20.2        4.2       72.6       63.4       90.1       87.9:       9.9       12.1
Old  :     100.0:      13.3       20.2        4.2       72.6       63.4       90.1       87.9:       9.9       12.1
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  :       284:        48         63         52        110        149        188        234:
Old  :       284:        48         63         52        110        149        188        234:
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  :                 39.0       19.3       48.3       28.7       35.2       19.2       44.1       28.0
Old  :                 39.0       19.3       48.3       28.7       35.2       19.2       44.1       28.0
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, July 05, 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  :   837,890:    75,055    120,056    178,607    564,575    489,972    818,237    788,636:    19,652     49,254
Old  :   837,890:    75,055    120,056    178,607    564,575    489,972    818,237    788,636:    19,652     49,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :  -119,050:   -19,666     -6,265    -13,175    -82,165    -97,194   -115,006   -116,634:    -4,044     -2,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.3       21.3       67.4       58.5       97.7       94.1:       2.3        5.9
Old  :     100.0:       9.0       14.3       21.3       67.4       58.5       97.7       94.1:       2.3        5.9
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  :       128:        14         46         37         47         64         87        124:
Old  :       128:        14         46         37         47         64         87        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       20.8       52.5       33.7       20.2       11.4       32.4       17.4
Old  :                 34.0       20.8       52.5       33.7       20.2       11.4       32.4       17.4
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, July 05, 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  :    50,850:    27,693      4,873        764     15,228     36,434     43,686     42,071:     7,164      8,779
Old  :    50,850:    27,693      4,873        764     15,228     36,434     43,686     42,071:     7,164      8,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :     2,471:     2,798        232         14       -375       -377      2,437       -131:        34      2,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5        9.6        1.5       29.9       71.6       85.9       82.7:      14.1       17.3
Old  :     100.0:      54.5        9.6        1.5       29.9       71.6       85.9       82.7:      14.1       17.3
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  :       100:        36         19          5         23         29         63         49:
Old  :       100:        36         19          5         23         29         63         49:
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  :                 33.7       38.0       45.6       52.9       33.3       38.0       45.1       52.9
Old  :                 33.7       38.0       45.6       52.9       33.3       38.0       45.1       52.9
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, July 05, 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  :   101,700:    55,386      9,747      1,529     30,456     72,867     87,371     84,143:    14,329     17,557
Old  :   101,700:    55,386      9,747      1,529     30,456     72,867     87,371     84,143:    14,329     17,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :     4,942:     5,595        465         28       -749       -754      4,874       -261:        67      5,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5        9.6        1.5       29.9       71.6       85.9       82.7:      14.1       17.3
Old  :     100.0:      54.5        9.6        1.5       29.9       71.6       85.9       82.7:      14.1       17.3
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  :       100:        36         19          5         23         29         63         49:
Old  :       100:        36         19          5         23         29         63         49:
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  :                 33.7       38.0       45.6       52.9       33.3       38.0       45.1       52.9
Old  :                 33.7       38.0       45.6       52.9       33.3       38.0       45.1       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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  :    16,466:    13,739     15,515        909      1,697          0     16,345     16,424:       121         42
Old  :    16,466:    13,739     15,515        909      1,697          0     16,345     16,424:       121         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :       233:       287        220         13          0          0        300        233:       -67          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.4       94.2        5.5       10.3        0.0       99.3       99.7:       0.7        0.3
Old  :     100.0:      83.4       94.2        5.5       10.3        0.0       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  :        34:        24          8          2          2          0         27          9:
Old  :        34:        24          8          2          2          0         27          9:
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  :                 67.0       81.3       83.7       97.8       63.8       78.9       80.5       94.2
Old  :                 67.0       81.3       83.7       97.8       63.8       78.9       80.5       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, July 05, 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  :    25,914:    14,324     10,664        278     11,223     14,861     25,825     25,803:        89        111
Old  :    25,914:    14,324     10,664        278     11,223     14,861     25,825     25,803:        89        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :       205:        52        649          0        140       -457        192        192:        13         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.3       41.2        1.1       43.3       57.3       99.7       99.6:       0.3        0.4
Old  :     100.0:      55.3       41.2        1.1       43.3       57.3       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  :        43:         6         16          1          5         18         12         34:
Old  :        43:         6         16          1          5         18         12         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  :                 83.2       50.3       97.1       69.0       83.2       50.3       96.2       69.0
Old  :                 83.2       50.3       97.1       69.0       83.2       50.3       96.2       69.0
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, July 05, 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  :    26,769:    18,163      9,597         49      8,511     17,061     26,723     26,707:        46         62
Old  :    26,769:    18,163      9,597         49      8,511     17,061     26,723     26,707:        46         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2016                        :
     :     1,901:     2,984       -156          0     -1,080      2,087      1,904      1,931:        -3        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9       35.9        0.2       31.8       63.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      67.9       35.9        0.2       31.8       63.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         10          1          4         10         14         21:
Old  :        33:        10         10          1          4         10         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.4       64.5       97.1       87.2       89.0       64.5       95.4       87.2
Old  :                 89.4       64.5       97.1       87.2       89.0       64.5       95.4       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 8, 2016