WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  :   551,337:   113,850    216,473    165,190    211,736    122,183    490,776    503,846:    60,561     47,491
Old  :   515,411:   108,107    220,427    151,005    199,296    102,062    458,409    473,494:    57,002     41,917
Other:    35,926:    16,610      6,913      3,318     12,440     20,122     32,367     30,352:     3,559      5,574
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :   -34,513:    -3,621    -11,922    -13,165    -19,873     -9,533    -36,659    -34,621:     2,146        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       39.3       30.0       38.4       22.2       89.0       91.4:      11.0        8.6
Old  :     100.0:      21.0       42.8       29.3       38.7       19.8       88.9       91.9:      11.1        8.1
Other:     100.0:      46.2       19.2        9.2       34.6       56.0       90.1       84.5:       9.9       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       478:       169        144        149        136        119        380        346:
Old  :       475:       168        146        142        136        112        375        334:
Other:       129:        32         21         19         33         58         74         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6        8.7       15.5       16.4        8.1        8.2       13.3       15.3
Old  :                  9.9        9.2       16.2       17.4        8.6        8.8       13.8       16.4
Other:                 38.3       27.4       52.6       40.8       38.3       26.4       50.6       39.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  :   258,228:    68,343     89,001     44,634    120,184     99,368    233,161    233,003:    25,068     25,226
Old  :   237,674:    68,945     88,049     38,313    107,594     88,536    214,853    214,898:    22,821     22,775
Other:    20,554:     4,713      6,266      1,006     12,590     10,832     18,308     18,104:     2,246      2,450
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     1,710:    -1,172     -1,107     -3,516      5,180      6,879        491      2,256:     1,218       -547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       34.5       17.3       46.5       38.5       90.3       90.2:       9.7        9.8
Old  :     100.0:      29.0       37.0       16.1       45.3       37.3       90.4       90.4:       9.6        9.6
Other:     100.0:      22.9       30.5        4.9       61.3       52.7       89.1       88.1:      10.9       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        73         61         70         94         81        198        193:
Old  :       259:        74         61         63         94         78        193        185:
Other:       104:        15         17         14         31         51         54         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  :                 13.6       18.7       22.4       29.4       12.8       16.1       20.8       26.0
Old  :                 14.7       20.1       24.1       31.3       13.8       17.3       22.3       28.1
Other:                 34.5       43.6       54.9       58.5       34.5       40.5       54.4       55.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  : 1,846,059:   323,003    341,793    539,842    789,964    705,741  1,652,809  1,587,376:   193,249    258,683
Old  :   483,630:   121,094    146,101    129,122    184,186    170,500    434,402    445,722:    49,228     37,908
Other: 1,362,429:   301,138    294,921    311,492    605,778    535,241  1,218,408  1,141,654:   144,022    220,775
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    33,737:    -2,458     37,620      6,227     21,126     -9,870     24,895     33,977:     8,842       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       18.5       29.2       42.8       38.2       89.5       86.0:      10.5       14.0
Old  :     100.0:      25.0       30.2       26.7       38.1       35.3       89.8       92.2:      10.2        7.8
Other:     100.0:      22.1       21.6       22.9       44.5       39.3       89.4       83.8:      10.6       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       825:       211        179        246        347        344        690        662:
Old  :       615:       181         86        108        262        209        477        372:
Other:       781:       188        180        205        302        336        600        621:
     :----------------------------------------------------------------------------------------------------
     :             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       11.3       16.2       17.1        6.5        6.4       11.1       10.2
Old  :                  8.8       21.0       14.8       30.3        6.6       19.4       10.6       26.9
Other:                 11.6       10.5       18.1       16.7        8.2        5.5       13.3        9.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,459:     2,391      3,930        946      4,702      4,454      8,040      9,331:     3,419      2,128
Old  :    11,459:     2,391      3,930        946      4,702      4,454      8,040      9,331:     3,419      2,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :       561:      -183        517        -35        153       -260        -65        222:       626        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       34.3        8.3       41.0       38.9       70.2       81.4:      29.8       18.6
Old  :     100.0:      20.9       34.3        8.3       41.0       38.9       70.2       81.4:      29.8       18.6
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  :        49:        15         15          6         17         12         32         33:
Old  :        49:        15         15          6         17         12         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       39.9       43.2       53.3       26.2       39.1       36.7       48.3
Old  :                 28.8       39.9       43.2       53.3       26.2       39.1       36.7       48.3
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, August 09, 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  :   948,122:   202,065     57,344    303,958    385,682    481,701    891,705    843,003:    56,416    105,119
Old  :   910,020:   190,544     55,361    293,492    373,678    458,521    857,714    807,373:    52,306    102,647
Other:    38,101:    18,069      8,531      3,918     12,004     23,180     33,991     35,630:     4,110      2,472
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    -9,734:     1,459     -4,772      1,613    -11,111     -4,276     -8,039     -7,435:    -1,695     -2,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        6.0       32.1       40.7       50.8       94.0       88.9:       6.0       11.1
Old  :     100.0:      20.9        6.1       32.3       41.1       50.4       94.3       88.7:       5.7       11.3
Other:     100.0:      47.4       22.4       10.3       31.5       60.8       89.2       93.5:      10.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       684:       227        159        231        204        261        543        550:
Old  :       684:       225        162        230        199        261        537        550:
Other:       233:        47         36         25         50        122        105        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       13.4       23.1       22.1       11.1        8.7       15.3       12.7
Old  :                 15.7       13.3       23.5       22.3       12.0        8.7       16.4       12.7
Other:                 36.0       50.0       49.3       70.3       34.1       49.6       46.7       67.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  :    33,002:    10,085      3,701         57         12     11,100     10,154     14,858:    22,848     18,144
Old  :    32,084:     9,959      3,605         56         12     10,784     10,027     14,445:    22,057     17,639
Other:       918:       126         96          1          0        316        127        413:       791        505
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :      -377:       246       -523         19          1        121        266       -383:      -643          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       11.2        0.2        0.0       33.6       30.8       45.0:      69.2       55.0
Old  :     100.0:      31.0       11.2        0.2        0.0       33.6       31.3       45.0:      68.7       55.0
Other:     100.0:      13.7       10.5        0.1        0.0       34.4       13.8       45.0:      86.2       55.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4         11          3          3         30          8         43:
Old  :        45:         4         11          3          3         30          8         43:
Other:        26:         2          5          1          0         19          2         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       13.3       30.8       19.6       30.6       13.2       30.6       19.5
Old  :                 31.2       13.3       31.3       19.2       31.0       13.2       31.0       19.2
Other:                 13.8       27.8       13.8       35.5       13.7       27.8       13.7       35.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  :   403,604:    89,965     63,310     93,002    186,415    218,090    369,382    374,402:    34,222     29,202
Old  :    61,148:    18,858      9,137     10,034     26,563     37,725     55,455     56,896:     5,693      4,252
Other:   342,456:    83,880     66,945     70,195    159,851    180,365    313,927    317,505:    28,529     24,950
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     2,297:     5,826    -15,065      5,443    -10,349     14,880        920      5,258:     1,377     -2,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       15.7       23.0       46.2       54.0       91.5       92.8:       8.5        7.2
Old  :     100.0:      30.8       14.9       16.4       43.4       61.7       90.7       93.0:       9.3        7.0
Other:     100.0:      24.5       19.5       20.5       46.7       52.7       91.7       92.7:       8.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        94         77        110         89         80        252        218:
Old  :       158:        47         33         32         43         50        105        102:
Other:       288:        83         86        101         84         76        236        206:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.4       27.4       15.2       34.5        7.9       23.4       14.2       29.1
Old  :                 20.0       30.5       32.0       46.5       17.4       28.7       27.9       39.6
Other:                  9.4       29.0       17.0       36.4        9.0       25.9       15.7       31.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  :   692,715:   147,193     87,891     61,233    315,254    383,798    523,681    532,922:   169,034    159,793
Old  :   692,715:   147,193     87,891     61,233    315,254    383,798    523,681    532,922:   169,034    159,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    18,391:     8,229     16,530     -4,054       -226      2,663      3,949     15,139:    14,442      3,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       12.7        8.8       45.5       55.4       75.6       76.9:      24.4       23.1
Old  :     100.0:      21.2       12.7        8.8       45.5       55.4       75.6       76.9:      24.4       23.1
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  :       154:        37         33         41         67         69        127        120:
Old  :       154:        37         33         41         67         69        127        120:
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  :                 14.5       21.5       23.1       31.3       10.2       14.4       16.8       21.3
Old  :                 14.5       21.5       23.1       31.3       10.2       14.4       16.8       21.3
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, August 09, 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  :   609,994:    44,232    149,179      9,631    416,757    370,868    470,620    529,678:   139,374     80,316
Old  :   609,994:    44,232    149,179      9,631    416,757    370,868    470,620    529,678:   139,374     80,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     7,613:    -1,337      4,790        587      7,259      2,779      6,508      8,155:     1,105       -542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       24.5        1.6       68.3       60.8       77.2       86.8:      22.8       13.2
Old  :     100.0:       7.3       24.5        1.6       68.3       60.8       77.2       86.8:      22.8       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        13         15         12         52         54         74         72:
Old  :        98:        13         15         12         52         54         74         72:
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  :                 24.6       40.3       39.1       52.4       20.8       40.3       31.0       48.7
Old  :                 24.6       40.3       39.1       52.4       20.8       40.3       31.0       48.7
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, August 09, 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  :     4,520:     1,996        740      1,007      1,314      2,559      4,317      4,306:       203        214
Old  :     4,520:     1,996        740      1,007      1,314      2,559      4,317      4,306:       203        214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :       279:        28        269         79        168       -146        275        202:         4         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       16.4       22.3       29.1       56.6       95.5       95.3:       4.5        4.7
Old  :     100.0:      44.2       16.4       22.3       29.1       56.6       95.5       95.3:       4.5        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        11          5          3          8         10         20         17:
Old  :        28:        11          5          3          8         10         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  :                 53.2       53.1       74.1       78.9       40.7       36.4       51.6       51.8
Old  :                 53.2       53.1       74.1       78.9       40.7       36.4       51.6       51.8
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, August 09, 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  :   426,012:    91,975     23,860     87,427    200,059    285,817    379,461    397,104:    46,551     28,909
Old  :    71,194:    14,469      5,023     16,234     30,704     43,898     61,406     65,155:     9,788      6,039
Other:   354,818:    86,469     27,801     62,229    169,356    241,918    318,055    331,948:    36,764     22,870
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    -2,660:    -4,722     -2,290        248        -19        413     -4,494     -1,629:     1,834     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.6       20.5       47.0       67.1       89.1       93.2:      10.9        6.8
Old  :     100.0:      20.3        7.1       22.8       43.1       61.7       86.3       91.5:      13.7        8.5
Other:     100.0:      24.4        7.8       17.5       47.7       68.2       89.6       93.6:      10.4        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        83         47         83         99         97        231        193:
Old  :       179:        55         23         27         63         66        129        105:
Other:       255:        79         59         73         93         87        216        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  :                 12.3       33.7       20.0       42.7       10.9       29.7       16.3       33.4
Old  :                 18.2       24.3       28.4       37.2       14.8       22.7       22.7       32.0
Other:                 13.0       36.1       20.5       44.6       11.6       31.6       18.0       35.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,732:     2,228      4,992      1,194      6,888      4,439     10,310     10,625:     2,422      2,107
Old  :    12,732:     2,228      4,992      1,194      6,888      4,439     10,310     10,625:     2,422      2,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :       616:        99        509        -81        634        282        652        710:       -35        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       39.2        9.4       54.1       34.9       81.0       83.5:      19.0       16.5
Old  :     100.0:      17.5       39.2        9.4       54.1       34.9       81.0       83.5:      19.0       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        21         29         12         23         16         49         56:
Old  :        79:        21         29         12         23         16         49         56:
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  :                 39.9       27.5       51.3       41.1       39.2       26.7       48.9       39.5
Old  :                 39.9       27.5       51.3       41.1       39.2       26.7       48.9       39.5
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, August 09, 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  : 1,137,244:   309,591    218,312     75,701    635,590    699,494  1,020,881    993,507:   116,363    143,737
Old  : 1,137,244:   309,591    218,312     75,701    635,590    699,494  1,020,881    993,507:   116,363    143,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    24,404:    12,039    -29,392     29,375    -16,028     19,128     25,387     19,110:      -982      5,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       19.2        6.7       55.9       61.5       89.8       87.4:      10.2       12.6
Old  :     100.0:      27.2       19.2        6.7       55.9       61.5       89.8       87.4:      10.2       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  :       253:        54         56         44         89        114        170        187:
Old  :       253:        54         56         44         89        114        170        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       16.9       33.2       24.8       21.0       16.1       30.4       23.2
Old  :                 21.8       16.9       33.2       24.8       21.0       16.1       30.4       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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  : 3,354,322:   595,088    486,333    330,540  2,037,475  2,091,756  2,963,102  2,908,630:   391,220    445,693
Old  : 3,354,322:   595,088    486,333    330,540  2,037,475  2,091,756  2,963,102  2,908,630:   391,220    445,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    99,078:    40,791     28,043     20,279     41,030     43,820    102,100     92,143:    -3,022      6,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.5        9.9       60.7       62.4       88.3       86.7:      11.7       13.3
Old  :     100.0:      17.7       14.5        9.9       60.7       62.4       88.3       86.7:      11.7       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        90         81        102        152        170        293        302:
Old  :       367:        90         81        102        152        170        293        302:
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  :                 26.4       17.4       35.4       26.1       24.0       11.8       29.6       18.9
Old  :                 26.4       17.4       35.4       26.1       24.0       11.8       29.6       18.9
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, August 09, 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  :   177,237:    21,988     13,699      1,031     99,354     87,000    122,373    101,730:    54,865     75,508
Old  :   177,237:    21,988     13,699      1,031     99,354     87,000    122,373    101,730:    54,865     75,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     3,188:    -1,353       -376        855      4,891      1,206      4,393      1,685:    -1,205      1,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.7        0.6       56.1       49.1       69.0       57.4:      31.0       42.6
Old  :     100.0:      12.4        7.7        0.6       56.1       49.1       69.0       57.4:      31.0       42.6
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  :        32:         4          2          2         20         15         24         19:
Old  :        32:         4          2          2         20         15         24         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  :                 36.8       34.3       50.5       45.1       35.6       33.4       48.3       44.1
Old  :                 36.8       34.3       50.5       45.1       35.6       33.4       48.3       44.1
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, August 09, 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  : 2,947,095:   415,613    599,570    121,458  2,143,792  1,877,795  2,680,863  2,598,824:   266,232    348,271
Old  : 2,947,095:   415,613    599,570    121,458  2,143,792  1,877,795  2,680,863  2,598,824:   266,232    348,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    46,628:    13,154      6,536     13,716     29,756     15,889     56,626     36,140:    -9,999     10,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.3        4.1       72.7       63.7       91.0       88.2:       9.0       11.8
Old  :     100.0:      14.1       20.3        4.1       72.7       63.7       91.0       88.2:       9.0       11.8
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  :       306:        52         74         54        120        151        208        243:
Old  :       306:        52         74         54        120        151        208        243:
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  :                 38.2       18.9       47.3       28.5       34.8       17.8       43.7       26.8
Old  :                 38.2       18.9       47.3       28.5       34.8       17.8       43.7       26.8
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, August 09, 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  :   815,733:    37,129    122,485    158,112    595,400    476,940    790,641    757,538:    25,091     58,195
Old  :   815,733:    37,129    122,485    158,112    595,400    476,940    790,641    757,538:    25,091     58,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    47,397:     5,968     -5,388     -6,711     43,695     49,420     42,953     37,321:     4,444     10,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       15.0       19.4       73.0       58.5       96.9       92.9:       3.1        7.1
Old  :     100.0:       4.6       15.0       19.4       73.0       58.5       96.9       92.9:       3.1        7.1
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  :       134:        13         43         35         56         72         95        128:
Old  :       134:        13         43         35         56         72         95        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  :                 28.0       19.2       45.1       32.3       19.8       11.4       29.4       16.1
Old  :                 28.0       19.2       45.1       32.3       19.8       11.4       29.4       16.1
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, August 09, 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  :    71,943:    44,947      7,416        920     17,338     53,789     63,205     62,124:     8,738      9,819
Old  :    71,943:    44,947      7,416        920     17,338     53,789     63,205     62,124:     8,738      9,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     1,220:       848      1,699        318        339       -905      1,506      1,112:      -286        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       10.3        1.3       24.1       74.8       87.9       86.4:      12.1       13.6
Old  :     100.0:      62.5       10.3        1.3       24.1       74.8       87.9       86.4:      12.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        47         27          6         26         30         77         59:
Old  :       122:        47         27          6         26         30         77         59:
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       41.1       48.4       54.2       34.9       41.1       48.4       54.2
Old  :                 34.9       41.1       48.4       54.2       34.9       41.1       48.4       54.2
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, August 09, 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  :   143,886:    89,893     14,831      1,841     34,676    107,577    126,410    124,249:    17,476     19,638
Old  :   143,886:    89,893     14,831      1,841     34,676    107,577    126,410    124,249:    17,476     19,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     2,439:     1,696      3,398        636        679     -1,810      3,011      2,224:      -572        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       10.3        1.3       24.1       74.8       87.9       86.4:      12.1       13.6
Old  :     100.0:      62.5       10.3        1.3       24.1       74.8       87.9       86.4:      12.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        47         27          6         26         30         77         59:
Old  :       122:        47         27          6         26         30         77         59:
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       41.1       48.4       54.2       34.9       41.1       48.4       54.2
Old  :                 34.9       41.1       48.4       54.2       34.9       41.1       48.4       54.2
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, August 09, 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  :    18,128:    15,117     17,488        633      2,205          0     17,955     18,121:       173          7
Old  :    18,128:    15,117     17,488        633      2,205          0     17,955     18,121:       173          7
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     1,175:       761      1,877       -101        522       -600      1,182      1,176:        -7         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.4       96.5        3.5       12.2        0.0       99.0      100.0:       1.0        0.0
Old  :     100.0:      83.4       96.5        3.5       12.2        0.0       99.0      100.0:       1.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        23          7          2          1          0         25          8:
Old  :        31:        23          7          2          1          0         25          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  :                 66.6       83.1       85.7      100.0       65.2       81.5       84.4       96.5
Old  :                 66.6       83.1       85.7      100.0       65.2       81.5       84.4       96.5
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, August 09, 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  :    24,977:    12,873      7,633        249     11,712     16,958     24,834     24,840:       143        137
Old  :    24,977:    12,873      7,633        249     11,712     16,958     24,834     24,840:       143        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :        36:      -134       -149        -23        182        195         25         23:        11         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5       30.6        1.0       46.9       67.9       99.4       99.5:       0.6        0.5
Old  :     100.0:      51.5       30.6        1.0       46.9       67.9       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         7         12          1          5         17         13         29:
Old  :        39:         7         12          1          5         17         13         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  :                 79.7       51.3       95.1       69.8       79.7       51.3       95.1       69.8
Old  :                 79.7       51.3       95.1       69.8       79.7       51.3       95.1       69.8
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, August 09, 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  :    34,904:    24,874      7,305         54      9,868     27,467     34,796     34,826:       108         78
Old  :    34,904:    24,874      7,305         54      9,868     27,467     34,796     34,826:       108         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :      -459:      -417       -463          5        -80        -10       -492       -468:        33          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3       20.9        0.2       28.3       78.7       99.7       99.8:       0.3        0.2
Old  :     100.0:      71.3       20.9        0.2       28.3       78.7       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8         12          1          5         11         13         24:
Old  :        35:         8         12          1          5         11         13         24:
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       74.5       96.4       90.6       89.4       74.5       95.2       90.6
Old  :                 89.4       74.5       96.4       90.6       89.4       74.5       95.2       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 12, 2016