WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   434,245:   108,626    193,515     91,428    192,629    108,795    392,683    393,738:    41,562     40,507
Old  :   216,750:    88,090    157,899     12,388     94,626     27,590    195,104    197,877:    21,646     18,873
Other:   217,495:    58,434     73,514     41,142     98,003     81,205    197,579    195,861:    19,916     21,634
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    18,575:     1,248     15,414      4,954      9,214     -4,168     15,416     16,200:     3,159      2,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       44.6       21.1       44.4       25.1       90.4       90.7:       9.6        9.3
Old  :     100.0:      40.6       72.8        5.7       43.7       12.7       90.0       91.3:      10.0        8.7
Other:     100.0:      26.9       33.8       18.9       45.1       37.3       90.8       90.1:       9.2        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       125        126        124        102         91        302        287:
Old  :       346:       125        110         31         67         55        207        181:
Other:       284:        85         84         69         80         80        210        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       11.1       22.1       19.1       13.2        9.3       19.9       15.6
Old  :                 18.6       15.8       29.3       27.7       18.6       15.8       28.9       27.6
Other:                 17.0       16.5       27.0       25.9       15.8       14.2       24.0       23.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   203,546:    53,453     68,829     29,571    100,305     80,780    183,329    179,180:    20,217     24,366
Old  :    88,148:    40,837     54,113      2,121     35,502     21,372     78,460     77,606:     9,688     10,542
Other:   115,398:    29,983     32,083     10,083     64,803     59,408    104,869    101,574:    10,529     13,824
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     4,586:    -1,116     -2,506      4,341        731      1,787      3,956      3,622:       630        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       33.8       14.5       49.3       39.7       90.1       88.0:       9.9       12.0
Old  :     100.0:      46.3       61.4        2.4       40.3       24.2       89.0       88.0:      11.0       12.0
Other:     100.0:      26.0       27.8        8.7       56.2       51.5       90.9       88.0:       9.1       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        58         59         62         80         71        175        172:
Old  :       198:        65         45         10         51         44        118         97:
Other:       185:        45         48         35         70         65        138        129:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       20.2       22.6       31.0        9.7       15.2       17.3       23.2
Old  :                 14.3       26.1       25.2       43.8       14.3       26.1       24.7       43.8
Other:                 19.9       29.0       31.9       38.4       13.2       19.4       23.4       27.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,338,870:   358,750    402,050    198,764    634,000    571,059  1,191,514  1,171,873:   147,356    166,997
Old  : 1,071,910:   337,730    388,492    139,806    482,526    423,768    960,062    952,066:   111,848    119,844
Other:   266,960:    58,686     51,224     21,292    151,474    147,291    231,452    219,807:    35,508     47,153
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -10,405:      -595    -31,528      1,218     -8,269     20,498     -7,646     -9,812:    -2,759       -593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       30.0       14.8       47.4       42.7       89.0       87.5:      11.0       12.5
Old  :     100.0:      31.5       36.2       13.0       45.0       39.5       89.6       88.8:      10.4       11.2
Other:     100.0:      22.0       19.2        8.0       56.7       55.2       86.7       82.3:      13.3       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       684:       166        162        155        251        277        493        532:
Old  :       661:       171        155        123        228        245        454        472:
Other:       447:        71         77         46        130        228        227        333:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       11.2       18.6       18.6        9.8        9.7       16.2       15.6
Old  :                 12.8       11.8       22.0       20.6       12.8       11.8       21.3       19.6
Other:                 23.3       22.7       33.8       30.7       18.7       15.9       26.5       21.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,535:     3,651      4,132        724      3,004      3,097      7,379      7,953:     3,156      2,582
Old  :     7,561:     3,010      4,093          0      1,786      1,702      4,796      5,795:     2,765      1,766
Other:     2,974:     1,167        565        198      1,218      1,395      2,583      2,158:       391        816
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :      -585:       108        -61         48       -850       -594       -694       -607:       109         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       39.2        6.9       28.5       29.4       70.0       75.5:      30.0       24.5
Old  :     100.0:      39.8       54.1        0.0       23.6       22.5       63.4       76.6:      36.6       23.4
Other:     100.0:      39.2       19.0        6.7       41.0       46.9       86.9       72.6:      13.1       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10         17          7         14          9         26         31:
Old  :        42:        11         16          0         11          4         22         20:
Other:        22:         4          7          4          5          9         11         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       35.7       52.6       48.4       41.8       33.9       48.7       45.8
Old  :                 39.1       46.1       47.8       61.9       39.1       46.1       47.8       61.9
Other:                 73.1       33.7       85.1       56.6       65.2       33.7       75.4       54.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   749,752:   202,371    157,106    128,080    359,692    383,349    690,143    668,535:    59,609     81,217
Old  :   551,734:   197,849    169,273     62,771    243,420    266,771    504,040    498,815:    47,694     52,919
Other:   198,018:    52,750     36,061     17,081    116,272    116,578    186,103    169,720:    11,915     28,298
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    39,239:    27,948     -3,856      6,989       -270     28,378     34,667     31,511:     4,572      7,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       21.0       17.1       48.0       51.1       92.0       89.2:       8.0       10.8
Old  :     100.0:      35.9       30.7       11.4       44.1       48.4       91.4       90.4:       8.6        9.6
Other:     100.0:      26.6       18.2        8.6       58.7       58.9       94.0       85.7:       6.0       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       574:       166        175        187        137        175        419        451:
Old  :       558:       169        179        137        124        154        373        400:
Other:       361:       109         78         63         80        138        223        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       13.2       24.7       21.2       12.1       11.1       18.7       17.4
Old  :                 13.0       15.3       22.3       23.9       11.2       13.3       19.6       20.5
Other:                 35.9       25.4       44.8       37.4       34.0       25.0       41.8       36.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   442,859:   172,274     54,002     75,870    149,294    285,250    397,438    415,122:    45,421     27,737
Old  :   363,110:   169,381     57,642     43,932    113,959    241,807    327,272    343,381:    35,838     19,729
Other:    79,749:    20,777     14,244     14,054     35,335     43,443     70,166     71,741:     9,583      8,008
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    24,396:    24,470      3,123      2,123     -5,080     17,184     21,513     22,430:     2,883      1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       12.2       17.1       33.7       64.4       89.7       93.7:      10.3        6.3
Old  :     100.0:      46.6       15.9       12.1       31.4       66.6       90.1       94.6:       9.9        5.4
Other:     100.0:      26.1       17.9       17.6       44.3       54.5       88.0       90.0:      12.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       118         68        111         78         85        261        221:
Old  :       316:       126         66         96         72         80        247        205:
Other:       148:        38         37         29         54         34        111         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.2       33.0       14.7       40.9        7.8       29.6       13.8       36.2
Old  :                  8.8       35.1       15.9       43.6        8.3       32.4       15.0       39.5
Other:                 17.7       32.3       31.0       46.8       16.3       28.2       26.0       38.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   492,144:   112,343     62,342     12,588    230,143    294,659    355,074    369,589:   137,070    122,555
Old  :   492,144:   112,343     62,342     12,588    230,143    294,659    355,074    369,589:   137,070    122,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -14,240:     3,711     -3,988     -1,890    -13,140     -8,904    -11,319    -14,782:    -2,921        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.7        2.6       46.8       59.9       72.1       75.1:      27.9       24.9
Old  :     100.0:      22.8       12.7        2.6       46.8       59.9       72.1       75.1:      27.9       24.9
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  :       155:        38         32         17         58         67        104        108:
Old  :       155:        38         32         17         58         67        104        108:
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  :                 17.5       22.3       27.5       32.3       13.6       16.3       21.8       24.1
Old  :                 17.5       22.3       27.5       32.3       13.6       16.3       21.8       24.1
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 - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   616,349:    50,443    152,597      6,670    423,340    376,953    480,453    536,220:   135,896     80,129
Old  :   616,349:    50,443    152,597      6,670    423,340    376,953    480,453    536,220:   135,896     80,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -4,849:     2,295      4,845     -3,195      1,605     -5,193        705     -3,543:    -5,554     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       24.8        1.1       68.7       61.2       78.0       87.0:      22.0       13.0
Old  :     100.0:       8.2       24.8        1.1       68.7       61.2       78.0       87.0:      22.0       13.0
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  :        95:        12         15          9         55         49         72         68:
Old  :        95:        12         15          9         55         49         72         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       45.6       40.2       55.8       23.8       45.6       34.8       55.5
Old  :                 26.3       45.6       40.2       55.8       23.8       45.6       34.8       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,352:       508        534        917      2,678      2,648      4,103      4,099:       249        253
Old  :     4,352:       508        534        917      2,678      2,648      4,103      4,099:       249        253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :        91:      -207       -507        223         92        358        108         74:       -17         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       12.3       21.1       61.5       60.8       94.3       94.2:       5.7        5.8
Old  :     100.0:      11.7       12.3       21.1       61.5       60.8       94.3       94.2:       5.7        5.8
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  :        26:         4          8          3         10         11         16         20:
Old  :        26:         4          8          3         10         11         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       55.2       76.6       77.3       39.6       37.3       50.8       46.5
Old  :                 54.8       55.2       76.6       77.3       39.6       37.3       50.8       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   377,306:    77,875     97,941     62,376    187,501    178,969    327,752    339,286:    49,554     38,020
Old  :   302,821:    79,728     93,790     39,343    144,924    139,744    263,995    272,877:    38,826     29,944
Other:    74,485:    11,611     17,615      9,569     42,577     39,225     63,757     66,409:    10,728      8,076
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     3,724:       453     -4,266      8,045     -6,045      2,934      2,453      6,713:     1,271     -2,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       26.0       16.5       49.7       47.4       86.9       89.9:      13.1       10.1
Old  :     100.0:      26.3       31.0       13.0       47.9       46.1       87.2       90.1:      12.8        9.9
Other:     100.0:      15.6       23.6       12.8       57.2       52.7       85.6       89.2:      14.4       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        87         78         91        102         76        242        212:
Old  :       294:       101         72         81         96         69        229        196:
Other:       159:        41         36         19         70         36        125         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       26.2       23.5       32.1       12.6       21.2       19.1       26.8
Old  :                 15.5       26.9       23.0       33.8       13.7       23.5       20.2       30.4
Other:                 21.2       33.2       34.0       49.0       20.0       29.9       32.6       41.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,648:     2,079      4,675      1,027      7,113      4,965     10,219     10,667:     2,429      1,981
Old  :    12,136:     2,374      4,868        486      6,915      4,945      9,775     10,299:     2,361      1,837
Other:       512:       193        295         53        198         20        444        368:        68        144
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       153:        78         97        -21       -123         -8        -66         68:       219         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       37.0        8.1       56.2       39.3       80.8       84.3:      19.2       15.7
Old  :     100.0:      19.6       40.1        4.0       57.0       40.7       80.5       84.9:      19.5       15.1
Other:     100.0:      37.7       57.6       10.4       38.7        3.9       86.7       71.9:      13.3       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         27         12         19         10         46         48:
Old  :        77:        21         29          8         18         10         44         45:
Other:        14:         2          5          2          3          5          6         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.6       38.6       51.9       50.2       42.2       38.6       50.4       48.4
Old  :                 43.1       40.2       52.7       52.3       42.8       40.2       51.6       50.7
Other:                 82.0       54.3       86.7       71.1       73.8       52.1       76.2       61.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   925,103:   100,700    212,590     21,957    692,022    544,130    814,679    778,677:   110,424    146,426
Old  :   925,103:   100,700    212,590     21,957    692,022    544,130    814,679    778,677:   110,424    146,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     6,077:   -20,116     21,492       -730     31,460    -19,730     10,614      1,032:    -4,537      5,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       23.0        2.4       74.8       58.8       88.1       84.2:      11.9       15.8
Old  :     100.0:      10.9       23.0        2.4       74.8       58.8       88.1       84.2:      11.9       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        39         52         31         89         96        143        164:
Old  :       227:        39         52         31         89         96        143        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       17.7       39.1       28.2       24.6       15.5       35.1       25.6
Old  :                 26.9       17.7       39.1       28.2       24.6       15.5       35.1       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,629,742:   485,962    435,857     79,027  1,730,950  1,717,752  2,295,939  2,232,636:   333,803    397,106
Old  : 2,629,742:   485,962    435,857     79,027  1,730,950  1,717,752  2,295,939  2,232,636:   333,803    397,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -43,929:   -15,231       -238    -14,423    -12,223    -34,923    -41,877    -49,584:    -2,052      5,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       16.6        3.0       65.8       65.3       87.3       84.9:      12.7       15.1
Old  :     100.0:      18.5       16.6        3.0       65.8       65.3       87.3       84.9:      12.7       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:        85         80         52        133        146        248        248:
Old  :       364:        85         80         52        133        146        248        248:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       18.4       37.6       26.0       25.6       15.0       32.5       21.0
Old  :                 28.5       18.4       37.6       26.0       25.6       15.0       32.5       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :    95,318:    14,598      7,848          0     40,524     41,895     55,122     49,743:    40,196     45,575
Old  :    95,318:    14,598      7,848          0     40,524     41,895     55,122     49,743:    40,196     45,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        8.2        0.0       42.5       44.0       57.8       52.2:      42.2       47.8
Old  :     100.0:      15.3        8.2        0.0       42.5       44.0       57.8       52.2:      42.2       47.8
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  :        20:         3          1          0         13          9         16         10:
Old  :        20:         3          1          0         13          9         16         10:
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  :                 32.5       41.0       47.0       52.0       32.3       40.9       46.8       51.5
Old  :                 32.5       41.0       47.0       52.0       32.3       40.9       46.8       51.5
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 - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,380,107:   249,146    463,759     33,172  1,844,982  1,565,533  2,127,300  2,062,464:   252,807    317,643
Old  : 2,380,107:   249,146    463,759     33,172  1,844,982  1,565,533  2,127,300  2,062,464:   252,807    317,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -23,273:   -27,607     11,066     -1,635     14,328    -11,780    -14,914     -2,349:    -8,359    -20,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       19.5        1.4       77.5       65.8       89.4       86.7:      10.6       13.3
Old  :     100.0:      10.5       19.5        1.4       77.5       65.8       89.4       86.7:      10.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        48         65         31         99        132        165        210:
Old  :       278:        48         65         31         99        132        165        210:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       15.7       45.4       26.1       30.3       15.3       40.4       25.0
Old  :                 34.3       15.7       45.4       26.1       30.3       15.3       40.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   779,098:    39,106     96,661     94,328    624,040    541,511    757,474    732,500:    21,624     46,598
Old  :   779,098:    39,106     96,661     94,328    624,040    541,511    757,474    732,500:    21,624     46,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -36,541:   -23,904    -15,393     -5,084    -10,250    -16,012    -39,238    -36,489:     2,697        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       12.4       12.1       80.1       69.5       97.2       94.0:       2.8        6.0
Old  :     100.0:       5.0       12.4       12.1       80.1       69.5       97.2       94.0:       2.8        6.0
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  :       109:        20         30         28         44         56         78        101:
Old  :       109:        20         30         28         44         56         78        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       28.4       60.9       40.9       32.2       16.5       41.1       23.1
Old  :                 41.6       28.4       60.9       40.9       32.2       16.5       41.1       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,580:    17,390     13,954        236     22,284     22,313     39,910     36,503:     5,670      9,077
Old  :    45,580:    17,390     13,954        236     22,284     22,313     39,910     36,503:     5,670      9,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       737:     7,690      4,668       -197     -6,112     -3,901      1,382        570:      -645        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       30.6        0.5       48.9       49.0       87.6       80.1:      12.4       19.9
Old  :     100.0:      38.2       30.6        0.5       48.9       49.0       87.6       80.1:      12.4       19.9
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  :        87:        22         18          6         28         24         55         44:
Old  :        87:        22         18          6         28         24         55         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       35.8       50.6       50.9       36.2       35.8       50.2       50.6
Old  :                 36.6       35.8       50.6       50.9       36.2       35.8       50.2       50.6
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 - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    91,160:    34,780     27,908        472     44,568     44,626     79,820     73,006:    11,340     18,154
Old  :    91,160:    34,780     27,908        472     44,568     44,626     79,820     73,006:    11,340     18,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     1,474:    15,380      9,336       -394    -12,223     -7,802      2,763      1,140:    -1,289        334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       30.6        0.5       48.9       49.0       87.6       80.1:      12.4       19.9
Old  :     100.0:      38.2       30.6        0.5       48.9       49.0       87.6       80.1:      12.4       19.9
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  :        87:        22         18          6         28         24         55         44:
Old  :        87:        22         18          6         28         24         55         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       35.8       50.6       50.9       36.2       35.8       50.2       50.6
Old  :                 36.6       35.8       50.6       50.9       36.2       35.8       50.2       50.6
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 - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,274:    16,664     17,861        739      1,576        645     18,979     19,245:       295         29
Old  :    19,274:    16,664     17,861        739      1,576        645     18,979     19,245:       295         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       252:       977      1,402     -1,103        348        -35        222        264:        30        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5       92.7        3.8        8.2        3.3       98.5       99.8:       1.5        0.2
Old  :     100.0:      86.5       92.7        3.8        8.2        3.3       98.5       99.8:       1.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        20         14          3          2          1         23         17:
Old  :        36:        20         14          3          2          1         23         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       59.8       86.9       85.8       65.1       59.8       81.1       84.4
Old  :                 67.6       59.8       86.9       85.8       65.1       59.8       81.1       84.4
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 - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    24,957:    18,734     11,843        333      5,784     12,670     24,851     24,846:       106        111
Old  :    24,957:    18,734     11,843        333      5,784     12,670     24,851     24,846:       106        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -1,655:    -1,537     -1,164         12       -136       -492     -1,661     -1,644:         6        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       47.5        1.3       23.2       50.8       99.6       99.6:       0.4        0.4
Old  :     100.0:      75.1       47.5        1.3       23.2       50.8       99.6       99.6:       0.4        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  :        41:         7         14          1          6         16         14         30:
Old  :        41:         7         14          1          6         16         14         30:
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  :                 85.7       46.8       95.1       67.0       85.7       46.8       94.8       67.0
Old  :                 85.7       46.8       95.1       67.0       85.7       46.8       94.8       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, March 22, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,443:    23,908     12,691          0      5,465     16,704     29,373     29,395:        70         48
Old  :    29,443:    23,908     12,691          0      5,465     16,704     29,373     29,395:        70         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :      -589:    -1,189       -417          0        613       -162       -576       -579:       -13        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.2       43.1        0.0       18.6       56.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      81.2       43.1        0.0       18.6       56.7       99.8       99.8:       0.2        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  :        38:         7         17          0          5         10         12         27:
Old  :        38:         7         17          0          5         10         12         27:
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  :                 88.5       65.8       97.9       87.0       88.5       65.8       96.0       87.0
Old  :                 88.5       65.8       97.9       87.0       88.5       65.8       96.0       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 25, 2016