WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 11, 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  :   422,938:   120,432    131,829     95,600    170,213    152,754    386,245    380,183:    36,693     42,755
Old  :   393,294:   113,763    132,108     85,794    159,641    136,808    359,198    354,710:    34,096     38,584
Other:    29,644:    14,786      7,838      1,689     10,572     15,946     27,047     25,473:     2,597      4,171
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :     2,958:      -736        931      4,516      1,820       -446      5,600      5,001:    -2,642     -2,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       31.2       22.6       40.2       36.1       91.3       89.9:       8.7       10.1
Old  :     100.0:      28.9       33.6       21.8       40.6       34.8       91.3       90.2:       8.7        9.8
Other:     100.0:      49.9       26.4        5.7       35.7       53.8       91.2       85.9:       8.8       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       127        114        143         87        106        298        303:
Old  :       399:       134        113        136         87        103        292        297:
Other:       139:        29         38         12         28         50         67         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       10.3       20.4       19.1       12.0        9.1       20.2       15.6
Old  :                 12.4       10.7       21.1       20.0       12.3        9.7       20.8       17.0
Other:                 49.7       33.9       61.8       49.4       49.7       33.9       61.8       48.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 11, 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  :   198,333:    61,951     70,418     25,689     89,178     76,337    176,818    172,444:    21,515     25,889
Old  :   181,634:    62,931     69,351     21,778     76,063     67,539    160,772    158,668:    20,862     22,966
Other:    16,699:     2,405      4,452        526     13,115      8,798     16,046     13,776:       653      2,923
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    -3,885:        97      3,285       -478     -4,194     -6,062     -4,575     -3,255:       690       -630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       35.5       13.0       45.0       38.5       89.2       86.9:      10.8       13.1
Old  :     100.0:      34.6       38.2       12.0       41.9       37.2       88.5       87.4:      11.5       12.6
Other:     100.0:      14.4       26.7        3.1       78.5       52.7       96.1       82.5:       3.9       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        47         66         54         69         69        145        170:
Old  :       216:        54         62         51         68         67        143        165:
Other:        85:         7         24          5         22         37         34         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       19.5       28.4       29.2       16.2       14.1       25.4       23.0
Old  :                 17.7       21.3       27.6       31.9       17.7       19.6       27.3       29.4
Other:                 72.0       30.2       83.0       46.1       72.0       30.2       82.8       43.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 11, 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  : 1,390,718:   435,826    238,566    219,554    617,278    726,011  1,272,658  1,184,131:   118,060    206,587
Old  :   338,664:   196,561     83,545      6,317    102,234    217,460    305,112    307,322:    33,552     31,342
Other: 1,052,054:   349,492    265,248    103,010    515,044    508,551    967,546    876,809:    84,508    175,245
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    22,682:       488     44,860      2,493     15,198    -13,450     18,179     33,903:     4,503    -11,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       17.2       15.8       44.4       52.2       91.5       85.1:       8.5       14.9
Old  :     100.0:      58.0       24.7        1.9       30.2       64.2       90.1       90.7:       9.9        9.3
Other:     100.0:      33.2       25.2        9.8       49.0       48.3       92.0       83.3:       8.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       172        147        166        268        307        540        555:
Old  :       547:       131         83         17        166        203        300        300:
Other:       700:       173        149        116        205        296        436        510:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       13.2       18.1       19.7        8.9        8.4       15.3       14.7
Old  :                 12.2       30.4       22.2       42.7       12.2       30.2       22.1       42.2
Other:                 12.8        9.6       21.3       16.0       11.0        7.6       18.1       12.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 11, 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  :     8,618:     1,210      2,684         57      5,365      3,842      6,632      6,583:     1,986      2,035
Old  :     8,618:     1,210      2,684         57      5,365      3,842      6,632      6,583:     1,986      2,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :       590:        88         88          6        270        352        364        446:       226        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       31.1        0.7       62.3       44.6       77.0       76.4:      23.0       23.6
Old  :     100.0:      14.0       31.1        0.7       62.3       44.6       77.0       76.4:      23.0       23.6
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  :        40:        10         11          3         17         10         27         24:
Old  :        40:        10         11          3         17         10         27         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  :                 40.6       52.3       56.6       63.2       37.2       45.6       50.1       55.6
Old  :                 40.6       52.3       56.6       63.2       37.2       45.6       50.1       55.6
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, August 11, 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  :   648,712:   182,191     77,808    108,689    311,657    389,364    602,537    575,861:    46,175     72,851
Old  :   632,034:   180,274     76,373    106,058    301,973    379,695    588,305    562,126:    43,729     69,908
Other:    16,678:     4,187      3,705        361      9,684      9,669     14,232     13,735:     2,446      2,943
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :     6,139:     6,025    -10,555      1,417     -2,582     21,435      4,860     12,297:     1,279     -6,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       12.0       16.8       48.0       60.0       92.9       88.8:       7.1       11.2
Old  :     100.0:      28.5       12.1       16.8       47.8       60.1       93.1       88.9:       6.9       11.1
Other:     100.0:      25.1       22.2        2.2       58.1       58.0       85.3       82.4:      14.7       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       539:       150        137        153        144        194        386        416:
Old  :       537:       151        138        149        142        194        381        413:
Other:       176:        30         35         10         31         85         66        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       17.3       22.5       28.8       10.5       15.8       17.3       23.4
Old  :                 14.9       17.3       22.7       28.6       10.4       15.7       17.3       23.1
Other:                 35.6       54.8       49.7       62.6       35.5       54.7       49.6       62.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 11, 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  :    16,103:    11,757        449         16          4      4,440     11,777      4,905:     4,326     11,198
Old  :    15,633:    11,404        431         16          4      4,332     11,424      4,779:     4,209     10,854
Other:       470:       353         18          0          0        108        353        126:       117        344
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        2.8        0.1        0.0       27.6       73.1       30.5:      26.9       69.5
Old  :     100.0:      72.9        2.8        0.1        0.0       27.7       73.1       30.6:      26.9       69.4
Other:     100.0:      75.1        3.8        0.0        0.0       23.0       75.1       26.8:      24.9       73.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          2          2         14          6         18:
Old  :        20:         4          2          2          2         14          6         18:
Other:        14:         2          2          0          0         10          2         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 73.1       13.8       73.1       20.3       73.0       13.7       73.0       20.3
Old  :                 73.1       13.8       73.1       20.4       72.9       13.8       72.9       20.4
Other:                 75.1       18.7       75.1       25.3       75.1       18.7       75.1       25.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 11, 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  :   379,351:   117,479     92,862     62,982    171,765    190,993    352,226    346,837:    27,125     32,514
Old  :    53,479:    16,031     11,179         43     32,867     37,894     48,941     49,116:     4,538      4,363
Other:   325,872:   108,917     89,152     55,470    138,898    153,099    303,285    297,721:    22,587     28,151
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :       724:     3,687        935      1,655     -2,873     -1,344      2,469      1,246:    -1,745       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       24.5       16.6       45.3       50.3       92.8       91.4:       7.2        8.6
Old  :     100.0:      30.0       20.9        0.1       61.5       70.9       91.5       91.8:       8.5        8.2
Other:     100.0:      33.4       27.4       17.0       42.6       47.0       93.1       91.4:       6.9        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:       103         69         95         84         64        236        203:
Old  :       153:        49         27          3         43         38         93         67:
Other:       291:        92         80         86         77         58        219        190:
     :----------------------------------------------------------------------------------------------------
     :             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       27.0       16.8       34.7        8.7       24.8       16.0       32.2
Old  :                 34.0       41.8       44.6       55.3       34.0       41.8       44.6       55.3
Other:                 10.6       25.6       18.6       33.5       10.4       23.4       18.5       31.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 11, 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  :   531,279:    70,253     58,641     11,436    323,201    310,215    404,890    380,292:   126,389    150,987
Old  :   531,279:    70,253     58,641     11,436    323,201    310,215    404,890    380,292:   126,389    150,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :     5,111:     5,515      8,125      2,555        680     -4,071      8,750      6,609:    -3,639     -1,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       11.0        2.2       60.8       58.4       76.2       71.6:      23.8       28.4
Old  :     100.0:      13.2       11.0        2.2       60.8       58.4       76.2       71.6:      23.8       28.4
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  :       149:        33         24         17         61         74        102        107:
Old  :       149:        33         24         17         61         74        102        107:
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       19.1       37.3       29.0       25.2       17.5       32.3       25.3
Old  :                 28.4       19.1       37.3       29.0       25.2       17.5       32.3       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 11, 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  :   609,376:    49,071     84,427      9,554    424,830    416,787    483,455    510,768:   125,921     98,608
Old  :   609,376:    49,071     84,427      9,554    424,830    416,787    483,455    510,768:   125,921     98,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :     4,201:     1,386    -13,027      2,168     -7,782     17,464     -4,228      6,605:     8,429     -2,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       13.9        1.6       69.7       68.4       79.3       83.8:      20.7       16.2
Old  :     100.0:       8.1       13.9        1.6       69.7       68.4       79.3       83.8:      20.7       16.2
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  :        94:        10         14         10         52         51         68         69:
Old  :        94:        10         14         10         52         51         68         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       41.0       40.6       50.0       23.6       40.5       34.3       49.1
Old  :                 25.2       41.0       40.6       50.0       23.6       40.5       34.3       49.1
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, August 11, 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  :     5,524:     1,599        110      1,020      2,513      3,983      5,132      5,113:       392        411
Old  :     5,524:     1,599        110      1,020      2,513      3,983      5,132      5,113:       392        411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :      -102:      -232          8         28        128       -245        -76       -209:       -26        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        2.0       18.5       45.5       72.1       92.9       92.6:       7.1        7.4
Old  :     100.0:      28.9        2.0       18.5       45.5       72.1       92.9       92.6:       7.1        7.4
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  :        33:        14          1          5         10         15         27         20:
Old  :        33:        14          1          5         10         15         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       52.9       66.1       72.6       34.7       40.0       44.3       52.1
Old  :                 44.8       52.9       66.1       72.6       34.7       40.0       44.3       52.1
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, August 11, 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  :   391,719:   143,345     48,121     45,690    153,105    270,685    342,140    364,496:    49,579     27,223
Old  :    62,493:    31,669      3,717        448     20,344     51,611     52,461     55,776:    10,032      6,717
Other:   329,226:   126,259     58,987     30,659    132,761    219,074    289,679    308,720:    39,547     20,506
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    10,664:    -1,502      3,296      6,928      4,741      4,585     10,167     14,809:       497     -4,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       12.3       11.7       39.1       69.1       87.3       93.1:      12.7        6.9
Old  :     100.0:      50.7        5.9        0.7       32.6       82.6       83.9       89.3:      16.1       10.7
Other:     100.0:      38.4       17.9        9.3       40.3       66.5       88.0       93.8:      12.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       109         63         84         85         81        246        195:
Old  :       176:        60         21          6         50         51        111         77:
Other:       290:       106         69         74         79         73        225        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       36.7       17.2       44.5        9.3       30.9       15.1       38.3
Old  :                 23.7       40.2       36.5       54.5       23.7       39.8       36.5       54.2
Other:                 12.2       37.1       19.2       44.2       10.9       30.3       16.9       36.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 11, 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  :    10,093:     1,313      3,970      1,655      4,621      3,094      7,589      8,719:     2,504      1,374
Old  :    10,093:     1,313      3,970      1,655      4,621      3,094      7,589      8,719:     2,504      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :       675:       -76       -183        426         36        467        386        710:       289        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       39.3       16.4       45.8       30.7       75.2       86.4:      24.8       13.6
Old  :     100.0:      13.0       39.3       16.4       45.8       30.7       75.2       86.4:      24.8       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  :        67:        14         25         16         15          7         44         41:
Old  :        67:        14         25         16         15          7         44         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       30.2       43.9       45.5       33.1       29.5       39.7       42.2
Old  :                 34.0       30.2       43.9       45.5       33.1       29.5       39.7       42.2
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, August 11, 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  : 1,392,222:   475,108    312,234     27,348    777,282    902,525  1,279,738  1,242,107:   112,484    150,115
Old  : 1,392,222:   475,108    312,234     27,348    777,282    902,525  1,279,738  1,242,107:   112,484    150,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    43,611:    52,364    -12,249     -1,426     -5,760     53,408     45,178     39,733:    -1,567      3,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       22.4        2.0       55.8       64.8       91.9       89.2:       8.1       10.8
Old  :     100.0:      34.1       22.4        2.0       55.8       64.8       91.9       89.2:       8.1       10.8
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:        61         69         31         98        141        173        227:
Old  :       306:        61         69         31         98        141        173        227:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       18.4       34.7       27.8       22.6       18.4       34.0       26.5
Old  :                 22.6       18.4       34.7       27.8       22.6       18.4       34.0       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 11, 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  : 2,977,165:   500,158    452,351     71,870  2,092,381  1,981,475  2,664,409  2,505,696:   312,756    471,469
Old  : 2,977,165:   500,158    452,351     71,870  2,092,381  1,981,475  2,664,409  2,505,696:   312,756    471,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    53,527:    19,758      4,449     -3,216     27,420     43,305     43,962     44,538:     9,565      8,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       15.2        2.4       70.3       66.6       89.5       84.2:      10.5       15.8
Old  :     100.0:      16.8       15.2        2.4       70.3       66.6       89.5       84.2:      10.5       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  :       392:        62        106         53        150        178        253        296:
Old  :       392:        62        106         53        150        178        253        296:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       21.2       47.5       29.2       35.6       19.3       43.9       24.6
Old  :                 37.6       21.2       47.5       29.2       35.6       19.3       43.9       24.6
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, August 11, 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  : 2,362,321:   427,892    509,587     83,770  1,564,024  1,396,947  2,075,686  1,990,304:   286,635    372,017
Old  : 2,362,321:   427,892    509,587     83,770  1,564,024  1,396,947  2,075,686  1,990,304:   286,635    372,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    12,552:    -8,100    -54,176      9,849     -2,099     63,120       -350     18,793:    12,902     -6,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       21.6        3.5       66.2       59.1       87.9       84.3:      12.1       15.7
Old  :     100.0:      18.1       21.6        3.5       66.2       59.1       87.9       84.3:      12.1       15.7
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  :       291:        42         71         33        108        142        172        224:
Old  :       291:        42         71         33        108        142        172        224:
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  :                 28.6       14.5       40.8       23.3       25.6       13.8       34.4       20.3
Old  :                 28.6       14.5       40.8       23.3       25.6       13.8       34.4       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, August 11, 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  :   877,169:    76,500    166,462    134,823    642,050    523,735    853,373    825,020:    23,796     52,149
Old  :   877,169:    76,500    166,462    134,823    642,050    523,735    853,373    825,020:    23,796     52,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    80,234:    25,010     27,908     -1,267     52,369     48,685     76,112     75,326:     4,122      4,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       19.0       15.4       73.2       59.7       97.3       94.1:       2.7        5.9
Old  :     100.0:       8.7       19.0       15.4       73.2       59.7       97.3       94.1:       2.7        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        19         40         32         54         62         89        120:
Old  :       126:        19         40         32         54         62         89        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  :                 43.8       19.2       56.0       31.9       29.5       12.5       36.1       18.5
Old  :                 43.8       19.2       56.0       31.9       29.5       12.5       36.1       18.5
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, August 11, 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  :    47,419:    10,418     15,837         59     30,656     25,015     41,133     40,911:     6,287      6,509
Old  :    47,419:    10,418     15,837         59     30,656     25,015     41,133     40,911:     6,287      6,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :      -747:      -404      3,725       -128         52     -4,814       -479     -1,216:      -268        469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       33.4        0.1       64.6       52.8       86.7       86.3:      13.3       13.7
Old  :     100.0:      22.0       33.4        0.1       64.6       52.8       86.7       86.3:      13.3       13.7
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  :        95:        25         21          4         34         20         62         42:
Old  :        95:        25         21          4         34         20         62         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  :                 28.5       45.8       41.5       61.5       28.5       45.6       41.5       61.3
Old  :                 28.5       45.8       41.5       61.5       28.5       45.6       41.5       61.3
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, August 11, 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  :    94,838:    20,835     31,673        118     61,312     50,030     82,265     81,821:    12,573     13,017
Old  :    94,838:    20,835     31,673        118     61,312     50,030     82,265     81,821:    12,573     13,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    -1,494:      -807      7,450       -255        104     -9,627       -958     -2,432:      -536        938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       33.4        0.1       64.6       52.8       86.7       86.3:      13.3       13.7
Old  :     100.0:      22.0       33.4        0.1       64.6       52.8       86.7       86.3:      13.3       13.7
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  :        95:        25         21          4         34         20         62         42:
Old  :        95:        25         21          4         34         20         62         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  :                 28.5       45.8       41.5       61.5       28.5       45.6       41.5       61.3
Old  :                 28.5       45.8       41.5       61.5       28.5       45.6       41.5       61.3
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, August 11, 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  :    21,022:    18,138     19,936        369      2,120        678     20,627     20,983:       395         39
Old  :    21,022:    18,138     19,936        369      2,120        678     20,627     20,983:       395         39
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :       375:       396        391         -5        -26          0        365        386:        10        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       94.8        1.8       10.1        3.2       98.1       99.8:       1.9        0.2
Old  :     100.0:      86.3       94.8        1.8       10.1        3.2       98.1       99.8:       1.9        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  :        36:        21         13          2          2          1         23         16:
Old  :        36:        21         13          2          2          1         23         16:
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  :                 62.7       74.9       84.7       92.2       62.4       74.9       83.9       91.6
Old  :                 62.7       74.9       84.7       92.2       62.4       74.9       83.9       91.6
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, August 11, 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  :    53,504:    40,172     30,134         21     13,209     23,275     53,402     53,430:       102         74
Old  :    53,504:    40,172     30,134         21     13,209     23,275     53,402     53,430:       102         74
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :     2,262:       880      1,586          0      1,365        681      2,245      2,267:        17         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       56.3        0.0       24.7       43.5       99.8       99.9:       0.2        0.1
Old  :     100.0:      75.1       56.3        0.0       24.7       43.5       99.8       99.9:       0.2        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  :        47:         5         20          1          6         16         11         37:
Old  :        47:         5         20          1          6         16         11         37:
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  :                 93.9       55.5       98.4       72.6       93.9       55.5       98.4       72.6
Old  :                 93.9       55.5       98.4       72.6       93.9       55.5       98.4       72.6
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, August 11, 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  :    36,141:    25,951     15,690      1,102      8,923     19,268     35,976     36,060:       165         81
Old  :    36,141:    25,951     15,690      1,102      8,923     19,268     35,976     36,060:       165         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :       481:    -1,130        769         65      1,539       -341        474        493:         7        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.8       43.4        3.0       24.7       53.3       99.5       99.8:       0.5        0.2
Old  :     100.0:      71.8       43.4        3.0       24.7       53.3       99.5       99.8:       0.5        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  :        39:         5         19          1          4         11          9         31:
Old  :        39:         5         19          1          4         11          9         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.2       67.9       99.4       80.8       93.2       67.9       96.4       80.6
Old  :                 96.2       67.9       99.4       80.8       93.2       67.9       96.4       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 14, 2015