WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   409,308:   134,738    121,445     77,579    153,528    167,815    365,845    366,839:    43,463     42,469
Old  :   393,412:   133,525    122,499     72,599    146,419    159,729    352,543    354,827:    40,869     38,585
Other:    15,896:     4,706      2,439      1,487      7,109      8,086     13,302     12,012:     2,594      3,884
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     2,131:    -1,587        847      5,685     -1,802     -3,577      2,296      2,955:      -165       -824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       29.7       19.0       37.5       41.0       89.4       89.6:      10.6       10.4
Old  :     100.0:      33.9       31.1       18.5       37.2       40.6       89.6       90.2:      10.4        9.8
Other:     100.0:      29.6       15.3        9.4       44.7       50.9       83.7       75.6:      16.3       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       132        120        126         89        113        287        305:
Old  :       403:       128        125        117         88        113        277        303:
Other:       118:        28         17          9         30         51         66         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       11.7       21.9       20.8       13.0        9.9       21.7       17.3
Old  :                 13.4       12.1       22.4       21.6       13.2       10.4       22.2       18.2
Other:                 27.4       28.7       40.7       40.2       27.4       28.0       39.8       38.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   199,141:    58,413     49,491     29,540     91,544     91,955    179,497    170,986:    19,644     28,155
Old  :   187,406:    58,563     48,658     26,863     82,833     86,437    168,259    161,958:    19,147     25,448
Other:    11,735:     2,084      3,067        443      8,711      5,518     11,238      9,028:       497      2,707
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     7,078:     2,128      6,556      1,864      2,407     -2,191      6,399      6,229:       679        849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       24.9       14.8       46.0       46.2       90.1       85.9:       9.9       14.1
Old  :     100.0:      31.2       26.0       14.3       44.2       46.1       89.8       86.4:      10.2       13.6
Other:     100.0:      17.8       26.1        3.8       74.2       47.0       95.8       76.9:       4.2       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        45         55         53         64         73        143        159:
Old  :       207:        48         53         49         64         72        140        156:
Other:        70:         5         17          4         15         36         24         53:
     :----------------------------------------------------------------------------------------------------
     :             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       23.4       32.1       30.5       15.4       12.6       24.0       19.3
Old  :                 20.1       24.8       31.0       32.4       16.4       16.5       25.4       23.5
Other:                 80.3       33.3       89.2       47.4       80.3       31.6       87.8       44.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,386,008:   484,416    160,922    204,654    581,722    789,311  1,270,792  1,154,887:   115,216    231,121
Old  :   515,138:   273,322    147,648     12,457    192,995    302,880    478,774    462,985:    36,364     52,153
Other:   870,870:   330,683    132,863     72,608    388,727    486,431    792,018    691,902:    78,852    178,968
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    36,961:    38,625    -26,639      6,557     -6,648     48,715     38,534     28,633:    -1,573      8,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       11.6       14.8       42.0       56.9       91.7       83.3:       8.3       16.7
Old  :     100.0:      53.1       28.7        2.4       37.5       58.8       92.9       89.9:       7.1       10.1
Other:     100.0:      38.0       15.3        8.3       44.6       55.9       90.9       79.4:       9.1       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       756:       202        142        167        211        325        504        569:
Old  :       609:       137        120         20        138        250        282        384:
Other:       697:       188        131         97        168        305        404        490:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       11.4       19.1       17.9        9.5        7.7       15.9       13.2
Old  :                 15.0       22.2       25.1       33.0       15.0       22.2       25.0       32.9
Other:                 14.6        8.3       21.9       14.7       12.5        6.8       19.8       11.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,240:     1,018      2,194        181      5,299      3,948      6,498      6,323:     1,742      1,917
Old  :     8,240:     1,018      2,194        181      5,299      3,948      6,498      6,323:     1,742      1,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :       495:       -11        311        100        391       -101        480        310:        15        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       26.6        2.2       64.3       47.9       78.9       76.7:      21.1       23.3
Old  :     100.0:      12.4       26.6        2.2       64.3       47.9       78.9       76.7:      21.1       23.3
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  :        39:         7         12          4         17         10         26         24:
Old  :        39:         7         12          4         17         10         26         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  :                 38.6       45.7       55.7       64.0       36.8       41.1       49.2       54.5
Old  :                 38.6       45.7       55.7       64.0       36.8       41.1       49.2       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   679,722:   201,175     87,254    104,887    320,939    405,343    627,001    597,484:    52,721     82,238
Old  :    68,738:    25,346     21,471        594     34,837     37,894     60,777     59,959:     7,961      8,779
Other:   610,984:   189,638     79,592     90,484    286,102    367,449    566,224    537,525:    44,760     73,459
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     3,278:     3,958     -2,917      2,421     -4,415      3,275      1,964      2,779:     1,314        499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       12.8       15.4       47.2       59.6       92.2       87.9:       7.8       12.1
Old  :     100.0:      36.9       31.2        0.9       50.7       55.1       88.4       87.2:      11.6       12.8
Other:     100.0:      31.0       13.0       14.8       46.8       60.1       92.7       88.0:       7.3       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       565:       174        145        160        159        208        425        437:
Old  :       294:        77         55          7         79         97        158        157:
Other:       557:       167        153        142        127        199        375        423:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       16.2       22.2       27.2       11.5       14.2       18.4       22.7
Old  :                 29.2       33.3       41.9       49.6       28.9       32.8       41.7       48.9
Other:                 14.8       16.5       23.9       26.7       12.2       16.3       19.6       25.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,177:    13,441        289         39          0      4,564     13,480      4,892:     4,697     13,285
Old  :     1,936:     1,792          5          0          0         81      1,792         86:       144      1,850
Other:    16,241:    11,650        285         38          0      4,483     11,688      4,806:     4,553     11,435
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :        89:       217          7         -4          0         -1        213          2:      -124         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9        1.6        0.2        0.0       25.1       74.2       26.9:      25.8       73.1
Old  :     100.0:      92.6        0.3        0.0        0.0        4.2       92.6        4.4:       7.4       95.6
Other:     100.0:      71.7        1.8        0.2        0.0       27.6       72.0       29.6:      28.0       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          1          2          0         14          5         17:
Old  :        12:         3          2          0          0          7          3          9:
Other:        20:         5          1          2          0         14          5         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 73.0       12.8       74.2       18.8       72.8       12.8       73.9       18.8
Old  :                 92.6        3.8       92.6        4.4       92.6        3.8       92.6        4.4
Other:                 70.7       14.1       72.0       20.6       70.4       14.1       71.7       20.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   375,448:   116,713     65,227     68,083    157,606    216,610    342,402    349,920:    33,046     25,528
Old  :    83,626:    32,547     15,919      1,430     41,857     59,879     75,834     77,228:     7,792      6,398
Other:   291,822:   101,531     66,673     49,288    115,749    156,731    266,568    272,692:    25,254     19,130
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :      -615:    -1,203     11,429       -789        142     -9,181     -1,850      1,459:     1,235     -2,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       17.4       18.1       42.0       57.7       91.2       93.2:       8.8        6.8
Old  :     100.0:      38.9       19.0        1.7       50.1       71.6       90.7       92.3:       9.3        7.7
Other:     100.0:      34.8       22.8       16.9       39.7       53.7       91.3       93.4:       8.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        99         64         97         80         66        235        195:
Old  :       173:        62         30         22         54         44        121         92:
Other:       270:        89         75         78         69         53        206        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       31.3       16.7       38.6        9.1       28.8       16.4       35.6
Old  :                 20.3       40.6       32.5       54.0       20.3       38.3       32.1       49.5
Other:                 12.0       29.8       21.2       37.7       11.9       28.1       21.1       35.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   508,180:    62,755     68,026      7,662    314,244    290,207    384,661    365,895:   123,519    142,285
Old  :   508,180:    62,755     68,026      7,662    314,244    290,207    384,661    365,895:   123,519    142,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    23,332:     8,543      8,871        397     16,169     15,680     25,109     24,948:    -1,777     -1,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       13.4        1.5       61.8       57.1       75.7       72.0:      24.3       28.0
Old  :     100.0:      12.3       13.4        1.5       61.8       57.1       75.7       72.0:      24.3       28.0
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  :       152:        27         33         20         60         72         98        114:
Old  :       152:        27         33         20         60         72         98        114:
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  :                 26.8       16.5       37.2       25.8       24.2       14.7       32.8       23.7
Old  :                 26.8       16.5       37.2       25.8       24.2       14.7       32.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   607,965:    52,166     97,829      9,020    438,902    409,419    500,088    516,268:   107,877     91,697
Old  :   607,965:    52,166     97,829      9,020    438,902    409,419    500,088    516,268:   107,877     91,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     2,648:       298      2,000        362      2,598      4,848      3,258      7,210:      -610     -4,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       16.1        1.5       72.2       67.3       82.3       84.9:      17.7       15.1
Old  :     100.0:       8.6       16.1        1.5       72.2       67.3       82.3       84.9:      17.7       15.1
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  :       102:        13         16         11         51         55         69         77:
Old  :       102:        13         16         11         51         55         69         77:
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  :                 25.4       38.7       42.0       48.6       24.0       38.3       35.7       47.0
Old  :                 25.4       38.7       42.0       48.6       24.0       38.3       35.7       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,107:     2,538        268        893      2,273      4,737      5,704      5,898:       403        209
Old  :     6,107:     2,538        268        893      2,273      4,737      5,704      5,898:       403        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :      -764:      -641         76         35       -116       -854       -722       -743:       -42        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        4.4       14.6       37.2       77.6       93.4       96.6:       6.6        3.4
Old  :     100.0:      41.6        4.4       14.6       37.2       77.6       93.4       96.6:       6.6        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17          4          6         11         17         32         25:
Old  :        42:        17          4          6         11         17         32         25:
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  :                 39.2       55.4       61.9       73.3       36.0       47.4       49.2       57.9
Old  :                 39.2       55.4       61.9       73.3       36.0       47.4       49.2       57.9
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   412,469:   149,312     44,829     55,254    158,016    284,421    362,582    384,504:    49,887     27,965
Old  :   100,718:    44,881      8,440      4,676     37,305     77,283     86,862     90,399:    13,856     10,319
Other:   311,751:   126,987     58,945     28,022    120,711    207,138    275,720    294,105:    36,031     17,646
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     9,843:     7,634     -5,977      2,718        157     12,193     10,509      8,934:      -666        909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       10.9       13.4       38.3       69.0       87.9       93.2:      12.1        6.8
Old  :     100.0:      44.6        8.4        4.6       37.0       76.7       86.2       89.8:      13.8       10.2
Other:     100.0:      40.7       18.9        9.0       38.7       66.4       88.4       94.3:      11.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       111         57         85         84         88        251        193:
Old  :       207:        75         28         27         63         65        149        111:
Other:       279:       103         61         67         76         75        220        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       35.3       16.9       43.9        9.0       28.6       14.1       36.4
Old  :                 18.2       35.0       31.0       45.8       18.2       34.7       29.3       45.5
Other:                 12.6       36.8       19.4       45.2        9.9       29.0       16.1       36.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,726:     1,385      4,573        444      4,816      2,485      6,645      7,502:     2,081      1,224
Old  :     8,726:     1,385      4,573        444      4,816      2,485      6,645      7,502:     2,081      1,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :      -330:       -19       -292         19       -293        -86       -293       -359:       -37         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       52.4        5.1       55.2       28.5       76.2       86.0:      23.8       14.0
Old  :     100.0:      15.9       52.4        5.1       55.2       28.5       76.2       86.0:      23.8       14.0
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  :        62:        15         24          7         15          6         35         35:
Old  :        62:        15         24          7         15          6         35         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       31.0       50.1       50.5       38.4       31.0       46.8       48.2
Old  :                 41.0       31.0       50.1       50.5       38.4       31.0       46.8       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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,298,790:   439,923    323,600     26,447    721,365    802,838  1,187,735  1,152,885:   111,055    145,905
Old  : 1,298,790:   439,923    323,600     26,447    721,365    802,838  1,187,735  1,152,885:   111,055    145,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    16,964:     7,299      5,420         99     22,174     16,144     29,572     21,663:   -12,608     -4,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       24.9        2.0       55.5       61.8       91.4       88.8:       8.6       11.2
Old  :     100.0:      33.9       24.9        2.0       55.5       61.8       91.4       88.8:       8.6       11.2
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  :       289:        49         68         27         99        134        162        215:
Old  :       289:        49         68         27         99        134        162        215:
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  :                 21.1       21.2       34.8       30.2       21.1       21.2       34.7       28.9
Old  :                 21.1       21.2       34.8       30.2       21.1       21.2       34.7       28.9
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,732,943:   459,575    432,175     65,102  1,930,041  1,800,601  2,454,718  2,297,878:   278,225    435,065
Old  : 2,732,943:   459,575    432,175     65,102  1,930,041  1,800,601  2,454,718  2,297,878:   278,225    435,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    36,188:    32,025       -974      9,845     11,446     27,806     53,316     36,677:   -17,128       -489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       15.8        2.4       70.6       65.9       89.8       84.1:      10.2       15.9
Old  :     100.0:      16.8       15.8        2.4       70.6       65.9       89.8       84.1:      10.2       15.9
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  :       387:        67        104         56        149        165        253        288:
Old  :       387:        67        104         56        149        165        253        288:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       18.5       46.6       27.3       34.6       16.2       42.1       22.7
Old  :                 37.0       18.5       46.6       27.3       34.6       16.2       42.1       22.7
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,228,777:   400,271    527,723     71,459  1,507,274  1,276,489  1,979,004  1,875,671:   249,773    353,106
Old  : 2,228,777:   400,271    527,723     71,459  1,507,274  1,276,489  1,979,004  1,875,671:   249,773    353,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    88,880:    25,003     61,902      3,329     88,990     17,585    117,322     82,816:   -28,442      6,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       23.7        3.2       67.6       57.3       88.8       84.2:      11.2       15.8
Old  :     100.0:      18.0       23.7        3.2       67.6       57.3       88.8       84.2:      11.2       15.8
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  :       281:        43         68         32        106        131        170        210:
Old  :       281:        43         68         32        106        131        170        210:
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  :                 28.4       13.6       41.9       23.4       25.8       13.4       34.2       20.3
Old  :                 28.4       13.6       41.9       23.4       25.8       13.4       34.2       20.3
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   888,107:    40,427    190,161    141,481    685,439    500,643    867,347    832,285:    20,760     55,822
Old  :   888,107:    40,427    190,161    141,481    685,439    500,643    867,347    832,285:    20,760     55,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :    -1,115:     6,734     -7,466     -7,245       -365     14,421       -876       -290:      -239       -825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       21.4       15.9       77.2       56.4       97.7       93.7:       2.3        6.3
Old  :     100.0:       4.6       21.4       15.9       77.2       56.4       97.7       93.7:       2.3        6.3
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  :       135:        19         45         30         53         65         88        127:
Old  :       135:        19         45         30         53         65         88        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       18.3       61.6       29.6       35.4       13.4       42.8       18.9
Old  :                 49.5       18.3       61.6       29.6       35.4       13.4       42.8       18.9
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,433:    10,570      9,301        310     29,854     31,537     40,734     41,147:     6,699      6,286
Old  :    47,433:    10,570      9,301        310     29,854     31,537     40,734     41,147:     6,699      6,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :       -79:    -3,043        208        -69      2,103        465     -1,009        604:       930       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       19.6        0.7       62.9       66.5       85.9       86.7:      14.1       13.3
Old  :     100.0:      22.3       19.6        0.7       62.9       66.5       85.9       86.7:      14.1       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  :        87:        24         17          6         30         22         57         42:
Old  :        87:        24         17          6         30         22         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       42.0       47.9       59.5       35.6       41.8       47.9       58.8
Old  :                 35.6       42.0       47.9       59.5       35.6       41.8       47.9       58.8
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    94,865:    21,140     18,601        620     59,707     63,073     81,467     82,294:    13,398     12,571
Old  :    94,865:    21,140     18,601        620     59,707     63,073     81,467     82,294:    13,398     12,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :      -157:    -6,086        415       -137      4,206        929     -2,017      1,207:     1,860     -1,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       19.6        0.7       62.9       66.5       85.9       86.7:      14.1       13.3
Old  :     100.0:      22.3       19.6        0.7       62.9       66.5       85.9       86.7:      14.1       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  :        87:        24         17          6         30         22         57         42:
Old  :        87:        24         17          6         30         22         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       42.0       47.9       59.5       35.6       41.8       47.9       58.8
Old  :                 35.6       42.0       47.9       59.5       35.6       41.8       47.9       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    20,180:    17,381     19,059        420      1,961        678     19,762     20,157:       418         23
Old  :    20,180:    17,381     19,059        420      1,961        678     19,762     20,157:       418         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :      -367:       -73       -293        -79       -400          0       -552       -372:       185          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.1       94.4        2.1        9.7        3.4       97.9       99.9:       2.1        0.1
Old  :     100.0:      86.1       94.4        2.1        9.7        3.4       97.9       99.9:       2.1        0.1
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  :        33:        19         12          2          2          1         21         15:
Old  :        33:        19         12          2          2          1         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       73.1       86.4       88.9       67.2       73.1       85.2       88.2
Old  :                 67.7       73.1       86.4       88.9       67.2       73.1       85.2       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,354:    39,281     25,526         21     10,982     24,663     50,284     50,210:        70        144
Old  :    50,354:    39,281     25,526         21     10,982     24,663     50,284     50,210:        70        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :     1,911:       526      2,034          0      1,403       -182      1,929      1,852:       -18         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       50.7        0.0       21.8       49.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      78.0       50.7        0.0       21.8       49.0       99.9       99.7:       0.1        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  :        45:         5         20          1          5         15         10         36:
Old  :        45:         5         20          1          5         15         10         36:
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  :                 95.0       58.3       99.4       76.6       95.0       58.3       99.4       76.6
Old  :                 95.0       58.3       99.4       76.6       95.0       58.3       99.4       76.6
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 - Futures Only, July 21, 2015                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,299:    27,353     13,333        936      5,913     19,960     34,202     34,229:        97         70
Old  :    34,299:    27,353     13,333        936      5,913     19,960     34,202     34,229:        97         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2015                        :
     :        16:      -763      1,255         97        635     -1,305        -31         47:        47        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7       38.9        2.7       17.2       58.2       99.7       99.8:       0.3        0.2
Old  :     100.0:      79.7       38.9        2.7       17.2       58.2       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  :        38:         9         15          2          3         11         12         28:
Old  :        38:         9         15          2          3         11         12         28:
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  :                 95.8       72.4       99.1       84.6       93.4       72.4       96.4       84.6
Old  :                 95.8       72.4       99.1       84.6       93.4       72.4       96.4       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 25, 2015