WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   573,536:    99,321    146,686    205,017    226,254    175,809    530,592    527,512:    42,944     46,024
Old  :   562,008:    99,678    146,104    201,174    219,190    171,287    520,042    518,564:    41,966     43,444
Other:    11,528:       914      1,854      2,572      7,064      4,522     10,550      8,948:       978      2,580
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -18,068:    -9,442     -3,665    -11,156      1,725     -2,237    -18,873    -17,058:       805     -1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       25.6       35.7       39.4       30.7       92.5       92.0:       7.5        8.0
Old  :     100.0:      17.7       26.0       35.8       39.0       30.5       92.5       92.3:       7.5        7.7
Other:     100.0:       7.9       16.1       22.3       61.3       39.2       91.5       77.6:       8.5       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       131        134        179        116        110        361        324:
Old  :       413:       134        132        179        116        109        361        323:
Other:        84:         9         23         17         22         39         44         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2        9.6       18.2       16.9        9.8        7.7       15.5       13.7
Old  :                 11.1        9.6       18.2       17.0        9.8        7.9       15.6       14.0
Other:                 51.4       30.5       67.0       43.7       40.2       20.9       52.5       28.8
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                     Code-001605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :     6,740:     3,588      4,209      1,331      1,552      1,075      6,471      6,614:       269        125
Old  :     6,740:     3,588      4,209      1,331      1,552      1,075      6,471      6,614:       269        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :        55:      -314       -222        151        220         67         58         -3:        -4         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.2       62.4       19.8       23.0       15.9       96.0       98.1:       4.0        1.9
Old  :     100.0:      53.2       62.4       19.8       23.0       15.9       96.0       98.1:       4.0        1.9
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  :        22:         9          8          8          2          5         17         15:
Old  :        22:         9          8          8          2          5         17         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  :                 72.8       63.2       86.0       85.9       58.8       54.1       68.8       68.3
Old  :                 72.8       63.2       86.0       85.9       58.8       54.1       68.8       68.3
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 23, 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  :   189,099:    47,383     63,302     37,700     83,849     64,095    168,932    165,097:    20,168     24,002
Old  :   182,892:    46,612     62,853     35,943     80,354     61,533    162,909    160,328:    19,983     22,564
Other:     6,207:     2,024      1,702        504      3,494      2,563      6,022      4,769:       185      1,439
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     4,227:     2,729      8,891     -4,412      5,192      1,441      3,509      5,921:       718     -1,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       33.5       19.9       44.3       33.9       89.3       87.3:      10.7       12.7
Old  :     100.0:      25.5       34.4       19.7       43.9       33.6       89.1       87.7:      10.9       12.3
Other:     100.0:      32.6       27.4        8.1       56.3       41.3       97.0       76.8:       3.0       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        40         65         57         70         66        141        165:
Old  :       197:        43         64         56         70         66        140        164:
Other:        50:         5         14          8         14         19         24         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       17.7       24.8       28.1       12.7       11.3       20.7       19.4
Old  :                 16.0       18.3       25.1       29.0       13.1       12.2       21.3       20.6
Other:                 72.9       30.6       85.7       47.1       72.9       30.5       84.3       44.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,985,010:   379,930    422,893    580,218    850,833    724,223  1,810,981  1,727,333:   174,029    257,676
Old  :   995,846:   256,697    341,268    223,763    425,456    348,772    905,916    913,804:    89,930     82,042
Other:   989,164:   253,214    211,606    226,473    425,378    375,450    905,065    813,529:    84,099    175,635
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -30,038:    -6,578    -41,054     -8,911    -15,322     31,289    -30,810    -18,676:       772    -11,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       21.3       29.2       42.9       36.5       91.2       87.0:       8.8       13.0
Old  :     100.0:      25.8       34.3       22.5       42.7       35.0       91.0       91.8:       9.0        8.2
Other:     100.0:      25.6       21.4       22.9       43.0       38.0       91.5       82.2:       8.5       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       203        189        239        294        292        618        618:
Old  :       663:       169        170        154        252        242        500        490:
Other:       649:       170        144        143        216        259        455        483:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1        9.9       17.2       16.2        7.0        6.1       11.5       11.0
Old  :                 10.7       11.1       18.5       19.5        8.7        9.6       15.3       16.2
Other:                 12.0       13.3       18.9       20.9        8.4        7.8       13.8       13.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :     9,948:       999      1,167        905      6,213      6,106      8,117      8,178:     1,831      1,770
Old  :     9,948:       999      1,167        905      6,213      6,106      8,117      8,178:     1,831      1,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :       -59:      -104        205        -87        241        -64         49         53:      -107       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.7        9.1       62.5       61.4       81.6       82.2:      18.4       17.8
Old  :     100.0:      10.0       11.7        9.1       62.5       61.4       81.6       82.2:      18.4       17.8
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:         7          8          5         20         13         28         25:
Old  :        36:         7          8          5         20         13         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       42.3       56.3       61.8       26.9       23.8       37.0       39.4
Old  :                 38.9       42.3       56.3       61.8       26.9       23.8       37.0       39.4
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 23, 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  :   964,765:   197,703    130,700    321,505    387,148    392,219    906,356    844,425:    58,408    120,340
Old  :   273,606:    55,766     29,490     98,591     97,045    115,432    251,402    243,512:    22,204     30,094
Other:   691,158:   180,363    139,637    184,489    290,102    276,787    654,954    600,912:    36,204     90,246
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -29,176:       165    -69,145      2,204    -34,456     43,208    -32,088    -23,733:     2,912     -5,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       13.5       33.3       40.1       40.7       93.9       87.5:       6.1       12.5
Old  :     100.0:      20.4       10.8       36.0       35.5       42.2       91.9       89.0:       8.1       11.0
Other:     100.0:      26.1       20.2       26.7       42.0       40.0       94.8       86.9:       5.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       644:       176        223        255        175        209        509        544:
Old  :       448:       140        111        142        136        149        339        342:
Other:       595:       158        211        199        138        191        420        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  :                  9.5       10.8       15.8       18.0        5.5        8.0       10.0       12.1
Old  :                 11.8       13.6       20.7       22.5        8.4       11.5       13.6       16.3
Other:                 10.9       11.2       18.8       18.6        8.4        9.6       14.8       15.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :     1,927:       260        396        769        728        591      1,757      1,755:       170        172
Old  :     1,571:       500        296        529        389        591      1,418      1,416:       153        155
Other:       356:         0        340          0        339          0        339        340:        17         16
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :      -594:      -322         83        134        -23       -398       -212       -181:      -382       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.6       39.9       37.8       30.7       91.2       91.1:       8.8        8.9
Old  :     100.0:      31.8       18.8       33.7       24.8       37.6       90.3       90.1:       9.7        9.9
Other:     100.0:       0.0       95.4        0.0       95.2        0.0       95.2       95.4:       4.8        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          5          7          7          9         15         19:
Old  :        21:         8          2          7          6          9         14         18:
Other:         4:         0          3          0          1          0          1          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 64.7       66.1       86.8       81.7       41.0       39.3       48.5       46.4
Old  :                 66.7       63.6       87.1       81.3       39.9       46.7       52.9       52.7
Other:                 95.2       95.4       95.2       95.4       95.2       95.4       95.2       95.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   436,962:   117,617     65,246    103,937    175,843    239,651    397,398    408,834:    39,564     28,128
Old  :   161,387:    42,134     25,313     38,847     64,242     83,258    145,222    147,418:    16,165     13,969
Other:   275,575:    96,039     60,488     44,535    111,602    156,393    252,176    261,416:    23,400     14,159
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -16,179:   -17,668      1,307       -140      2,265    -18,866    -15,543    -17,699:      -636      1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       14.9       23.8       40.2       54.8       90.9       93.6:       9.1        6.4
Old  :     100.0:      26.1       15.7       24.1       39.8       51.6       90.0       91.3:      10.0        8.7
Other:     100.0:      34.9       21.9       16.2       40.5       56.8       91.5       94.9:       8.5        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       106         75        128         87         79        269        241:
Old  :       252:        92         52         85         72         68        194        185:
Other:       272:        81         95         88         64         59        209        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       27.7       15.9       35.0        8.9       23.9       15.3       30.1
Old  :                 15.0       23.3       23.5       31.9       11.6       21.8       19.3       29.4
Other:                 14.2       32.3       23.7       41.2       14.1       30.1       23.6       37.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   626,174:    65,179     46,996     80,294    346,669    332,211    492,143    459,501:   134,031    166,672
Old  :   626,174:    65,179     46,996     80,294    346,669    332,211    492,143    459,501:   134,031    166,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    15,268:    -4,818     -4,110      6,159     20,045     11,040     21,386     13,089:    -6,118      2,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.5       12.8       55.4       53.1       78.6       73.4:      21.4       26.6
Old  :     100.0:      10.4        7.5       12.8       55.4       53.1       78.6       73.4:      21.4       26.6
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  :       154:        27         32         40         73         83        121        134:
Old  :       154:        27         32         40         73         83        121        134:
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  :                 22.8       10.9       31.9       19.0       20.4       10.4       28.0       16.1
Old  :                 22.8       10.9       31.9       19.0       20.4       10.4       28.0       16.1
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 23, 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  :   598,631:    56,556     80,725     10,462    424,785    413,719    491,803    504,906:   106,828     93,725
Old  :   598,631:    56,556     80,725     10,462    424,785    413,719    491,803    504,906:   106,828     93,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -12,229:     1,087       -787      2,799     -5,991     -8,544     -2,105     -6,532:   -10,124     -5,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       13.5        1.7       71.0       69.1       82.2       84.3:      17.8       15.7
Old  :     100.0:       9.4       13.5        1.7       71.0       69.1       82.2       84.3:      17.8       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  :       100:        14         17          9         52         54         70         76:
Old  :       100:        14         17          9         52         54         70         76:
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  :                 27.7       39.4       42.8       49.2       24.6       39.3       35.7       47.7
Old  :                 27.7       39.4       42.8       49.2       24.6       39.3       35.7       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :     7,147:     2,823        163      1,537      2,383      5,231      6,743      6,931:       404        216
Old  :     7,147:     2,823        163      1,537      2,383      5,231      6,743      6,931:       404        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :         1:      -107       -285        197       -184        178        -94         90:        95        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        2.3       21.5       33.3       73.2       94.3       97.0:       5.7        3.0
Old  :     100.0:      39.5        2.3       21.5       33.3       73.2       94.3       97.0:       5.7        3.0
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  :        38:        14          3          6         14         17         31         25:
Old  :        38:        14          3          6         14         17         31         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       60.1       68.9       75.0       37.3       47.3       51.5       57.2
Old  :                 47.7       60.1       68.9       75.0       37.3       47.3       51.5       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   484,468:   121,921     73,468    109,284    196,730    267,348    427,935    450,100:    56,533     34,368
Old  :   196,640:    50,185     18,663     45,284     75,579    115,288    171,048    179,234:    25,591     17,406
Other:   287,829:    94,678     77,747     41,059    121,150    152,060    256,887    270,866:    30,942     16,962
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    13,160:     7,002     -8,536      5,040     -2,549     17,630      9,493     14,134:     3,667       -974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       15.2       22.6       40.6       55.2       88.3       92.9:      11.7        7.1
Old  :     100.0:      25.5        9.5       23.0       38.4       58.6       87.0       91.1:      13.0        8.9
Other:     100.0:      32.9       27.0       14.3       42.1       52.8       89.3       94.1:      10.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        91         69         98         88         96        241        223:
Old  :       236:        72         52         70         78         87        184        179:
Other:       255:        80         76         58         71         66        190        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       24.7       17.4       33.2        7.9       18.2       12.3       25.1
Old  :                 14.4       20.4       23.4       29.5       12.5       17.6       20.6       23.7
Other:                 12.7       28.5       19.1       38.2        9.6       21.3       15.6       30.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    10,397:     1,226      5,411      1,335      5,555      1,780      8,116      8,525:     2,281      1,872
Old  :     2,785:       796        982        378        818        949      1,993      2,310:       792        475
Other:     7,612:     1,047      5,045        340      4,737        831      6,124      6,216:     1,488      1,396
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -1,444:       165        -18       -851       -529       -317     -1,215     -1,186:      -229       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       52.0       12.8       53.4       17.1       78.1       82.0:      21.9       18.0
Old  :     100.0:      28.6       35.3       13.6       29.4       34.1       71.6       82.9:      28.4       17.1
Other:     100.0:      13.8       66.3        4.5       62.2       10.9       80.4       81.7:      19.6       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        18         27         13         20          8         47         42:
Old  :        37:        14         10          7         10          7         25         23:
Other:        60:        15         26          9         16          6         36         36:
     :----------------------------------------------------------------------------------------------------
     :             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       30.0       49.0       43.2       40.1       29.0       46.8       40.9
Old  :                 28.6       38.4       46.4       57.8       28.3       38.4       42.1       54.7
Other:                 51.0       39.0       59.7       52.8       51.0       38.9       59.7       52.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,278,572:   398,735    278,280     84,134    677,460    774,330  1,160,328  1,136,743:   118,244    141,830
Old  : 1,278,572:   398,735    278,280     84,134    677,460    774,330  1,160,328  1,136,743:   118,244    141,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     2,765:    -3,826     13,906     11,493    -15,973    -15,845     -8,306      9,554:    11,070     -6,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       21.8        6.6       53.0       60.6       90.8       88.9:       9.2       11.1
Old  :     100.0:      31.2       21.8        6.6       53.0       60.6       90.8       88.9:       9.2       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  :       279:        57         58         38         95        130        173        205:
Old  :       279:        57         58         38         95        130        173        205:
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  :                 20.2       19.6       32.5       28.4       19.7       19.6       30.6       28.1
Old  :                 20.2       19.6       32.5       28.4       19.7       19.6       30.6       28.1
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 23, 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  : 3,456,870:   405,357    460,913    440,564  2,319,337  2,082,329  3,165,257  2,983,806:   291,612    473,064
Old  : 3,456,870:   405,357    460,913    440,564  2,319,337  2,082,329  3,165,257  2,983,806:   291,612    473,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    71,244:    33,577     12,368      3,194     46,463     41,193     83,234     56,755:   -11,990     14,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       13.3       12.7       67.1       60.2       91.6       86.3:       8.4       13.7
Old  :     100.0:      11.7       13.3       12.7       67.1       60.2       91.6       86.3:       8.4       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  :       402:        71        109        103        176        188        309        338:
Old  :       402:        71        109        103        176        188        309        338:
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  :                 31.6       14.5       40.2       22.4       29.0       12.2       33.9       17.9
Old  :                 31.6       14.5       40.2       22.4       29.0       12.2       33.9       17.9
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 23, 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  : 2,297,653:   339,538    386,367    182,869  1,522,304  1,346,887  2,044,711  1,916,122:   252,942    381,531
Old  : 2,297,653:   339,538    386,367    182,869  1,522,304  1,346,887  2,044,711  1,916,122:   252,942    381,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     2,246:    12,475     19,529     -5,718    -20,360    -12,267    -13,603      1,544:    15,849        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       16.8        8.0       66.3       58.6       89.0       83.4:      11.0       16.6
Old  :     100.0:      14.8       16.8        8.0       66.3       58.6       89.0       83.4:      11.0       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  :       274:        46         61         52        111        143        186        227:
Old  :       274:        46         61         52        111        143        186        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  :                 25.3       13.8       37.9       22.6       22.5       12.0       30.8       18.9
Old  :                 25.3       13.8       37.9       22.6       22.5       12.0       30.8       18.9
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 23, 2015                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   888,726:    25,717    184,180    172,126    671,153    473,075    868,996    829,381:    19,730     59,345
Old  :   888,726:    25,717    184,180    172,126    671,153    473,075    868,996    829,381:    19,730     59,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :      -315:    -2,591     10,540     -2,313      7,986     -9,161      3,082       -934:    -3,397        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       20.7       19.4       75.5       53.2       97.8       93.3:       2.2        6.7
Old  :     100.0:       2.9       20.7       19.4       75.5       53.2       97.8       93.3:       2.2        6.7
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  :       138:        13         51         37         56         68         96        132:
Old  :       138:        13         51         37         56         68         96        132:
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  :                 47.2       15.4       59.1       25.7       37.1       13.2       43.9       19.4
Old  :                 47.2       15.4       59.1       25.7       37.1       13.2       43.9       19.4
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 23, 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  :    54,185:    17,601      5,454      1,096     28,544     41,961     47,241     48,511:     6,944      5,674
Old  :    54,185:    17,601      5,454      1,096     28,544     41,961     47,241     48,511:     6,944      5,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -2,336:     4,733     -1,313       -729     -5,334        331     -1,330     -1,711:    -1,006       -624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       10.1        2.0       52.7       77.4       87.2       89.5:      12.8       10.5
Old  :     100.0:      32.5       10.1        2.0       52.7       77.4       87.2       89.5:      12.8       10.5
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  :        95:        31         15          6         29         29         62         48:
Old  :        95:        31         15          6         29         29         62         48:
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       43.6       43.9       62.2       30.8       43.4       43.0       62.0
Old  :                 30.8       43.6       43.9       62.2       30.8       43.4       43.0       62.0
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 23, 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  :   108,370:    35,202     10,908      2,191     57,089     83,922     94,482     97,021:    13,888     11,349
Old  :   108,370:    35,202     10,908      2,191     57,089     83,922     94,482     97,021:    13,888     11,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -4,671:     9,467     -2,625     -1,459    -10,668        662     -2,660     -3,423:    -2,011     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       10.1        2.0       52.7       77.4       87.2       89.5:      12.8       10.5
Old  :     100.0:      32.5       10.1        2.0       52.7       77.4       87.2       89.5:      12.8       10.5
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  :        95:        31         15          6         29         29         62         48:
Old  :        95:        31         15          6         29         29         62         48:
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       43.6       43.9       62.2       30.8       43.4       43.0       62.0
Old  :                 30.8       43.6       43.9       62.2       30.8       43.4       43.0       62.0
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 23, 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  :    17,182:    14,108     15,731        741      2,125        678     16,974     17,150:       208         32
Old  :    17,182:    14,108     15,731        741      2,125        678     16,974     17,150:       208         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -2,539:    -1,292     -1,291     -1,248        -53          0     -2,593     -2,539:        54          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.1       91.6        4.3       12.4        3.9       98.8       99.8:       1.2        0.2
Old  :     100.0:      82.1       91.6        4.3       12.4        3.9       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        15         12          2          2          1         18         14:
Old  :        29:        15         12          2          2          1         18         14:
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  :                 75.0       68.4       91.0       87.9       73.9       67.2       85.6       84.0
Old  :                 75.0       68.4       91.0       87.9       73.9       67.2       85.6       84.0
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 23, 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  :    43,995:    35,909     21,812         21      7,996     22,098     43,926     43,931:        69         64
Old  :    43,995:    35,909     21,812         21      7,996     22,098     43,926     43,931:        69         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     1,221:       918         81          0        283      1,162      1,201      1,243:        20        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.6       49.6        0.0       18.2       50.2       99.8       99.9:       0.2        0.1
Old  :     100.0:      81.6       49.6        0.0       18.2       50.2       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  :        45:         6         19          1          4         16         10         36:
Old  :        45:         6         19          1          4         16         10         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.6       54.9       99.6       72.8       96.6       54.9       99.5       72.8
Old  :                 96.6       54.9       99.6       72.8       96.6       54.9       99.5       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    31,275:    27,796     11,647        129      3,291     19,382     31,216     31,158:        59        117
Old  :    31,275:    27,796     11,647        129      3,291     19,382     31,216     31,158:        59        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     1,596:       963        881         97        531        606      1,591      1,584:         5         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9       37.2        0.4       10.5       62.0       99.8       99.6:       0.2        0.4
Old  :     100.0:      88.9       37.2        0.4       10.5       62.0       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  :        33:        10         11          3          1         11         11         25:
Old  :        33:        10         11          3          1         11         11         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.9       70.6       99.5       84.4       97.7       70.6       99.1       84.4
Old  :                 97.9       70.6       99.5       84.4       97.7       70.6       99.1       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 26, 2015