WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   591,604:   108,763    150,351    216,172    224,529    178,046    549,465    544,570:    42,139     47,034
Old  :   580,868:   108,818    149,335    212,943    217,940    174,327    539,701    536,606:    41,166     44,262
Other:    10,736:       795      1,866      2,380      6,589      3,719      9,763      7,964:       973      2,772
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -1,784:    -2,379     11,123     -4,194      4,289     -8,847     -2,284     -1,917:       500        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       25.4       36.5       38.0       30.1       92.9       92.0:       7.1        8.0
Old  :     100.0:      18.7       25.7       36.7       37.5       30.0       92.9       92.4:       7.1        7.6
Other:     100.0:       7.4       17.4       22.2       61.4       34.6       90.9       74.2:       9.1       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       127        136        172        112        109        350        324:
Old  :       412:       130        136        172        112        109        350        324:
Other:        81:         5         27         17         21         36         42         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9        8.5       18.1       16.0        8.7        6.7       14.3       12.2
Old  :                 10.8        8.6       18.1       16.0        8.7        6.8       14.3       12.4
Other:                 53.7       30.0       69.6       41.8       44.2       19.9       56.0       26.0
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                     Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :     6,685:     3,901      4,431      1,180      1,331      1,007      6,412      6,618:       273         67
Old  :     6,685:     3,901      4,431      1,180      1,331      1,007      6,412      6,618:       273         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :       168:       498        270       -109       -222         71        167        232:         1        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       66.3       17.6       19.9       15.1       95.9       99.0:       4.1        1.0
Old  :     100.0:      58.4       66.3       17.6       19.9       15.1       95.9       99.0:       4.1        1.0
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  :        22:         9          8          9          2          5         17         16:
Old  :        22:         9          8          9          2          5         17         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  :                 67.0       69.3       83.6       89.1       56.3       57.7       68.9       71.0
Old  :                 67.0       69.3       83.6       89.1       56.3       57.7       68.9       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   184,872:    44,654     54,410     42,112     78,657     62,654    165,423    159,176:    19,449     25,696
Old  :   179,550:    43,721     54,168     40,547     76,018     60,936    160,286    155,651:    19,264     23,899
Other:     5,322:     2,018      1,327        480      2,639      1,718      5,137      3,525:       185      1,797
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :     4,677:     3,561      3,945        404      1,712      1,410      5,677      5,760:    -1,001     -1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       29.4       22.8       42.5       33.9       89.5       86.1:      10.5       13.9
Old  :     100.0:      24.4       30.2       22.6       42.3       33.9       89.3       86.7:      10.7       13.3
Other:     100.0:      37.9       24.9        9.0       49.6       32.3       96.5       66.2:       3.5       33.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        47         55         62         69         60        147        155:
Old  :       190:        50         54         60         69         60        146        153:
Other:        44:         4         14          8         12         16         22         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       16.6       24.3       27.2       13.5       12.2       21.4       20.2
Old  :                 14.9       17.1       24.8       27.9       13.9       12.7       22.0       21.0
Other:                 74.5       25.9       85.8       40.6       74.5       24.4       83.6       37.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 2,015,048:   386,508    463,947    589,128    866,155    692,934  1,841,791  1,746,009:   173,256    269,038
Old  : 1,106,011:   269,158    425,914    262,547    479,773    318,423  1,011,478  1,006,884:    94,533     99,126
Other:   909,037:   229,692    150,376    214,239    386,382    374,511    830,313    739,125:    78,723    169,912
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    32,785:    -2,954     35,905     19,126     13,211    -19,038     29,383     35,993:     3,402     -3,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.0       29.2       43.0       34.4       91.4       86.6:       8.6       13.4
Old  :     100.0:      24.3       38.5       23.7       43.4       28.8       91.5       91.0:       8.5        9.0
Other:     100.0:      25.3       16.5       23.6       42.5       41.2       91.3       81.3:       8.7       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       783:       206        201        244        296        292        625        637:
Old  :       696:       189        179        170        256        240        526        513:
Other:       643:       160        152        142        209        261        443        485:
     :----------------------------------------------------------------------------------------------------
     :             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        9.4       17.5       15.7        6.8        6.3       11.3       11.2
Old  :                 10.6       10.5       17.9       18.4        8.2       10.3       14.6       16.9
Other:                 12.8       14.2       19.8       21.4        8.7        7.6       14.4       13.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    10,007:     1,103        962        993      5,972      6,171      8,068      8,125:     1,939      1,881
Old  :    10,007:     1,103        962        993      5,972      6,171      8,068      8,125:     1,939      1,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :      -145:       -68        -56         -5       -303       -261       -375       -322:       231        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.6        9.9       59.7       61.7       80.6       81.2:      19.4       18.8
Old  :     100.0:      11.0        9.6        9.9       59.7       61.7       80.6       81.2:      19.4       18.8
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  :        36:         6         10          6         20         13         29         26:
Old  :        36:         6         10          6         20         13         29         26:
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  :                 35.8       42.7       54.0       60.8       26.4       27.1       36.3       38.5
Old  :                 35.8       42.7       54.0       60.8       26.4       27.1       36.3       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   993,940:   197,539    199,845    319,302    421,604    349,011    938,444    868,158:    55,496    125,782
Old  :   354,871:    88,954     86,226    110,860    131,214    120,520    331,028    317,606:    23,843     37,265
Other:   639,069:   146,302    151,336    170,724    290,390    228,492    607,416    550,552:    31,653     88,517
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :     1,967:    12,366     -6,212      7,789    -15,534      6,692      4,621      8,268:    -2,654     -6,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.1       32.1       42.4       35.1       94.4       87.3:       5.6       12.7
Old  :     100.0:      25.1       24.3       31.2       37.0       34.0       93.3       89.5:       6.7       10.5
Other:     100.0:      22.9       23.7       26.7       45.4       35.8       95.0       86.1:       5.0       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       185        234        267        176        200        520        557:
Old  :       522:       167        152        156        140        144        375        385:
Other:       577:       147        210        198        137        178        407        470:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0        9.1       15.9       15.2        6.5        6.8       11.6       11.0
Old  :                 10.8       12.4       19.7       20.5        9.9       10.9       16.3       17.0
Other:                 13.4        9.6       21.4       16.3       11.4        7.9       18.2       13.3
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :     2,521:       583        313        635        751        989      1,969      1,937:       552        584
Old  :     2,177:       597        313        621        751        989      1,969      1,922:       208        254
Other:       344:         0         14          0          0          0          0         14:       344        330
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       12.4       25.2       29.8       39.2       78.1       76.8:      21.9       23.2
Old  :     100.0:      27.4       14.4       28.5       34.5       45.4       90.5       88.3:       9.5       11.7
Other:     100.0:       0.0        4.2        0.0        0.0        0.0        0.0        4.2:     100.0       95.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          2          7          6          8         14         17:
Old  :        20:         8          2          7          6          8         14         17:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.0       55.8       73.0       70.4       35.0       43.4       45.3       46.7
Old  :                 67.2       64.0       84.5       80.9       40.5       50.3       53.1       54.1
Other:                  0.0        4.2        0.0        4.2        0.0        4.2        0.0        4.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   453,141:   135,285     63,939    104,078    173,578    258,517    412,941    426,533:    40,200     26,608
Old  :   199,919:    72,423     45,834     38,074     70,098    101,126    180,595    185,035:    19,324     14,884
Other:   253,222:    91,383     46,625     37,483    103,480    157,391    232,346    241,498:    20,876     11,724
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :   -10,027:   -15,671     19,095       -518     11,747    -23,377     -4,442     -4,800:    -5,584     -5,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       14.1       23.0       38.3       57.1       91.1       94.1:       8.9        5.9
Old  :     100.0:      36.2       22.9       19.0       35.1       50.6       90.3       92.6:       9.7        7.4
Other:     100.0:      36.1       18.4       14.8       40.9       62.2       91.8       95.4:       8.2        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       109         79        129         85         86        272        252:
Old  :       290:       116         62         82         76         75        222        195:
Other:       261:        79         90         84         61         59        197        179:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       27.0       16.3       34.5        9.1       22.8       15.4       29.6
Old  :                 12.4       19.6       19.5       29.1       10.1       17.8       16.2       26.8
Other:                 14.9       36.3       24.9       44.5       14.7       33.7       24.7       41.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   610,906:    69,997     51,106     74,136    326,623    321,171    470,756    446,412:   140,149    164,493
Old  :   610,906:    69,997     51,106     74,136    326,623    321,171    470,756    446,412:   140,149    164,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -2,962:       901      9,788       -854     -9,637     -6,077     -9,590      2,857:     6,628     -5,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        8.4       12.1       53.5       52.6       77.1       73.1:      22.9       26.9
Old  :     100.0:      11.5        8.4       12.1       53.5       52.6       77.1       73.1:      22.9       26.9
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  :       156:        30         32         44         70         82        122        136:
Old  :       156:        30         32         44         70         82        122        136:
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  :                 21.7       13.0       31.1       21.3       18.7       12.1       26.2       18.1
Old  :                 21.7       13.0       31.1       21.3       18.7       12.1       26.2       18.1
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 with Delta-adjusted Options and Futures Combined, June 16, 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  :   610,860:    55,469     81,512      7,663    430,776    422,263    493,908    511,438:   116,952     99,422
Old  :   610,860:    55,469     81,512      7,663    430,776    422,263    493,908    511,438:   116,952     99,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -6,167:      -265     -6,614        348     -8,489     -3,443     -8,406     -9,709:     2,239      3,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.3        1.3       70.5       69.1       80.9       83.7:      19.1       16.3
Old  :     100.0:       9.1       13.3        1.3       70.5       69.1       80.9       83.7:      19.1       16.3
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  :        94:        12         15         10         50         52         67         72:
Old  :        94:        12         15         10         50         52         67         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       39.5       41.5       49.6       24.2       38.7       34.2       47.0
Old  :                 27.2       39.5       41.5       49.6       24.2       38.7       34.2       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 with Delta-adjusted Options and Futures Combined, June 16, 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  :     7,146:     2,930        448      1,340      2,567      5,053      6,837      6,841:       309        305
Old  :     7,146:     2,930        448      1,340      2,567      5,053      6,837      6,841:       309        305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :      -294:      -141       -268         83       -236       -186       -294       -371:         0         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        6.3       18.8       35.9       70.7       95.7       95.7:       4.3        4.3
Old  :     100.0:      41.0        6.3       18.8       35.9       70.7       95.7       95.7:       4.3        4.3
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  :        38:        15          5          7         13         15         33         23:
Old  :        38:        15          5          7         13         15         33         23:
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  :                 43.9       58.9       66.9       75.2       38.1       45.9       53.6       57.3
Old  :                 43.9       58.9       66.9       75.2       38.1       45.9       53.6       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   471,308:   114,919     82,004    104,244    199,279    249,718    418,442    435,966:    52,866     35,342
Old  :   210,196:    61,741     34,123     42,496     79,565    113,613    183,802    190,233:    26,394     19,963
Other:   261,113:    76,240     70,942     38,686    119,714    136,105    234,641    245,733:    26,472     15,379
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :     4,224:     9,076     -5,678        534     -5,818     11,317      3,791      6,173:       433     -1,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       17.4       22.1       42.3       53.0       88.8       92.5:      11.2        7.5
Old  :     100.0:      29.4       16.2       20.2       37.9       54.1       87.4       90.5:      12.6        9.5
Other:     100.0:      29.2       27.2       14.8       45.8       52.1       89.9       94.1:      10.1        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        84         83         99         88         98        239        229:
Old  :       266:        77         70         74         79         90        200        194:
Other:       233:        68         67         54         73         64        175        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       22.6       18.0       31.1        7.8       16.3       12.4       22.6
Old  :                 14.0       18.2       23.1       25.9       11.5       17.7       19.4       23.2
Other:                 12.0       27.7       19.4       37.3        9.5       20.6       16.1       28.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    11,841:     1,061      5,429      2,186      6,085      2,097      9,332      9,712:     2,510      2,130
Old  :     5,616:     1,866      3,138        400      1,876        996      4,142      4,534:     1,474      1,082
Other:     6,225:       775      3,870        207      4,209      1,101      5,190      5,177:     1,036      1,048
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :      -912:        99         48       -777        -31         39       -710       -690:      -202       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       45.8       18.5       51.4       17.7       78.8       82.0:      21.2       18.0
Old  :     100.0:      33.2       55.9        7.1       33.4       17.7       73.7       80.7:      26.3       19.3
Other:     100.0:      12.4       62.2        3.3       67.6       17.7       83.4       83.2:      16.6       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        15         30         20         20         10         52         50:
Old  :        55:        20         18          8         14          9         37         32:
Other:        56:         9         29          8         11          6         27         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.4       29.1       48.4       41.8       36.6       25.9       42.6       36.3
Old  :                 31.7       41.0       43.7       54.4       31.5       40.9       42.9       54.3
Other:                 59.3       33.8       68.4       50.0       59.3       33.8       68.4       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 1,275,808:   402,560    264,373     72,641    693,433    790,175  1,168,634  1,127,188:   107,174    148,619
Old  : 1,275,808:   402,560    264,373     72,641    693,433    790,175  1,168,634  1,127,188:   107,174    148,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    82,528:    46,899    -14,707     22,403     16,389     73,577     85,692     81,274:    -3,164      1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       20.7        5.7       54.4       61.9       91.6       88.4:       8.4       11.6
Old  :     100.0:      31.6       20.7        5.7       54.4       61.9       91.6       88.4:       8.4       11.6
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  :       271:        54         59         38         93        122        168        198:
Old  :       271:        54         59         38         93        122        168        198:
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  :                 22.1       19.6       34.2       28.5       22.0       19.6       31.7       28.3
Old  :                 22.1       19.6       34.2       28.5       22.0       19.6       31.7       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 3,385,626:   371,780    448,545    437,370  2,272,874  2,041,136  3,082,023  2,927,051:   303,602    458,575
Old  : 3,385,626:   371,780    448,545    437,370  2,272,874  2,041,136  3,082,023  2,927,051:   303,602    458,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :  -172,947:   -17,147     22,085    -16,885   -149,926   -150,725   -183,958   -145,525:    11,011    -27,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       13.2       12.9       67.1       60.3       91.0       86.5:       9.0       13.5
Old  :     100.0:      11.0       13.2       12.9       67.1       60.3       91.0       86.5:       9.0       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:        59        113         99        175        191        305        332:
Old  :       394:        59        113         99        175        191        305        332:
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  :                 30.8       14.4       39.9       22.8       27.5       11.9       32.7       17.5
Old  :                 30.8       14.4       39.9       22.8       27.5       11.9       32.7       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 2,295,407:   327,063    366,838    188,587  1,542,664  1,359,154  2,058,314  1,914,579:   237,093    380,829
Old  : 2,295,407:   327,063    366,838    188,587  1,542,664  1,359,154  2,058,314  1,914,579:   237,093    380,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    15,061:    27,763     -4,901      8,149    -20,373     12,322     15,539     15,570:      -478       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       16.0        8.2       67.2       59.2       89.7       83.4:      10.3       16.6
Old  :     100.0:      14.2       16.0        8.2       67.2       59.2       89.7       83.4:      10.3       16.6
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  :       282:        48         62         53        114        145        189        233:
Old  :       282:        48         62         53        114        145        189        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       13.9       36.8       22.6       21.6       12.1       29.7       18.6
Old  :                 24.3       13.9       36.8       22.6       21.6       12.1       29.7       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   889,041:    28,308    173,640    174,439    663,167    482,236    865,914    830,315:    23,127     58,726
Old  :   889,041:    28,308    173,640    174,439    663,167    482,236    865,914    830,315:    23,127     58,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    51,163:     8,820      1,025     -2,833     44,337     49,966     50,324     48,157:       839      3,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       19.5       19.6       74.6       54.2       97.4       93.4:       2.6        6.6
Old  :     100.0:       3.2       19.5       19.6       74.6       54.2       97.4       93.4:       2.6        6.6
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  :       134:        11         51         36         50         68         88        131:
Old  :       134:        11         51         36         50         68         88        131:
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  :                 46.2       15.4       59.2       26.0       34.8       12.5       41.3       19.9
Old  :                 46.2       15.4       59.2       26.0       34.8       12.5       41.3       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    56,520:    12,868      6,767      1,825     33,878     41,630     48,571     50,222:     7,949      6,299
Old  :    56,520:    12,868      6,767      1,825     33,878     41,630     48,571     50,222:     7,949      6,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -2,727:     1,157     -4,942        805     -4,034        575     -2,073     -3,562:      -654        835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.0        3.2       59.9       73.7       85.9       88.9:      14.1       11.1
Old  :     100.0:      22.8       12.0        3.2       59.9       73.7       85.9       88.9:      14.1       11.1
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  :        92:        32         16          9         34         30         69         53:
Old  :        92:        32         16          9         34         30         69         53:
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  :                 28.9       37.9       41.5       56.0       28.7       36.2       39.5       53.6
Old  :                 28.9       37.9       41.5       56.0       28.7       36.2       39.5       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   113,041:    25,735     13,533      3,650     67,756     83,260     97,142    100,444:    15,899     12,597
Old  :   113,041:    25,735     13,533      3,650     67,756     83,260     97,142    100,444:    15,899     12,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -5,454:     2,313     -9,883      1,609     -8,068      1,151     -4,146     -7,123:    -1,308      1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.0        3.2       59.9       73.7       85.9       88.9:      14.1       11.1
Old  :     100.0:      22.8       12.0        3.2       59.9       73.7       85.9       88.9:      14.1       11.1
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  :        92:        32         16          9         34         30         69         53:
Old  :        92:        32         16          9         34         30         69         53:
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  :                 28.9       37.9       41.5       56.0       28.7       36.2       39.5       53.6
Old  :                 28.9       37.9       41.5       56.0       28.7       36.2       39.5       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    19,721:    15,400     17,022      1,989      2,178        678     19,567     19,689:       154         32
Old  :    19,721:    15,400     17,022      1,989      2,178        678     19,567     19,689:       154         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :     3,505:     2,281      2,510        993        163          0      3,437      3,503:        68          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.1       86.3       10.1       11.0        3.4       99.2       99.8:       0.8        0.2
Old  :     100.0:      78.1       86.3       10.1       11.0        3.4       99.2       99.8:       0.8        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  :        31:        16         13          3          2          1         20         15:
Old  :        31:        16         13          3          2          1         20         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  :                 75.2       62.4       92.0       84.9       73.0       59.2       81.7       76.4
Old  :                 75.2       62.4       92.0       84.9       73.0       59.2       81.7       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    42,774:    34,991     21,731         21      7,713     20,936     42,725     42,688:        49         86
Old  :    42,774:    34,991     21,731         21      7,713     20,936     42,725     42,688:        49         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :   -12,950:    -7,270       -312     -3,313     -2,306     -9,354    -12,889    -12,979:       -61         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       50.8        0.0       18.0       48.9       99.9       99.8:       0.1        0.2
Old  :     100.0:      81.8       50.8        0.0       18.0       48.9       99.9       99.8:       0.1        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  :        45:         8         17          1          4         16         12         34:
Old  :        45:         8         17          1          4         16         12         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.6       53.1       99.1       72.2       95.6       53.1       99.1       72.2
Old  :                 95.6       53.1       99.1       72.2       95.6       53.1       99.1       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    29,679:    26,833     10,766         32      2,760     18,776     29,625     29,574:        54        105
Old  :    29,679:    26,833     10,766         32      2,760     18,776     29,625     29,574:        54        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2015                         :
     :    -7,145:    -3,101     -1,092       -549     -3,480     -5,525     -7,130     -7,166:       -15         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.4       36.3        0.1        9.3       63.3       99.8       99.6:       0.2        0.4
Old  :     100.0:      90.4       36.3        0.1        9.3       63.3       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12         11          2          2         10         14         23:
Old  :        35:        12         11          2          2         10         14         23:
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  :                 95.6       72.2       98.4       86.7       95.6       72.2       98.3       86.7
Old  :                 95.6       72.2       98.4       86.7       95.6       72.2       98.3       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 19, 2015