WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 03, 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  :   391,040:   110,308    171,120     63,688    178,820    115,902    352,816    350,710:    38,224     40,330
Old  :   385,037:   109,989    171,215     62,444    175,669    112,571    348,102    346,230:    36,935     38,807
Other:     6,003:       939        525        624      3,151      3,331      4,714      4,480:     1,289      1,523
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -6,105:     3,116      1,745     -5,268     -4,143     -3,581     -6,295     -7,104:       190        999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       43.8       16.3       45.7       29.6       90.2       89.7:       9.8       10.3
Old  :     100.0:      28.6       44.5       16.2       45.6       29.2       90.4       89.9:       9.6       10.1
Other:     100.0:      15.6        8.7       10.4       52.5       55.5       78.5       74.6:      21.5       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       121        122        104         93         93        273        269:
Old  :       372:       121        122        102         92         91        270        266:
Other:        60:        13          6          5         18         28         33         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       13.3       24.9       22.4       14.6       10.8       22.4       18.3
Old  :                 16.6       13.6       25.2       22.8       15.0       11.0       22.8       18.6
Other:                 36.1       42.8       52.1       57.5       35.0       37.1       48.5       48.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 03, 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  :   202,441:    63,273     71,123     24,232     95,004     83,181    182,509    178,536:    19,932     23,905
Old  :   200,097:    63,295     71,231     24,001     93,280     81,627    180,576    176,859:    19,521     23,238
Other:     2,344:       174         88         35      1,724      1,554      1,933      1,677:       411        667
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,089:      -907      3,936      1,686       -574     -5,338        205        284:       884        805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       35.1       12.0       46.9       41.1       90.2       88.2:       9.8       11.8
Old  :     100.0:      31.6       35.6       12.0       46.6       40.8       90.2       88.4:       9.8       11.6
Other:     100.0:       7.4        3.8        1.5       73.5       66.3       82.5       71.5:      17.5       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        69         60         55         80         74        175        170:
Old  :       235:        70         60         54         80         74        174        170:
Other:        45:         4          6          3         12         25         19         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       22.3       25.9       31.9       12.2       14.8       19.9       23.3
Old  :                 16.2       22.6       25.9       32.3       12.5       15.3       20.2       24.0
Other:                 57.4       44.7       73.5       59.5       57.4       44.7       73.4       59.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 03, 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  : 1,363,422:   395,375    231,061    199,998    642,688    751,824  1,238,061  1,182,883:   125,361    180,539
Old  :   926,569:   376,771    253,023     68,761    401,237    505,587    846,769    827,371:    79,800     99,198
Other:   436,853:   126,683     86,117     23,158    241,451    246,237    391,292    355,512:    45,561     81,341
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -39,484:     3,562      7,562    -19,635    -15,199    -19,326    -31,272    -31,399:    -8,212     -8,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       16.9       14.7       47.1       55.1       90.8       86.8:       9.2       13.2
Old  :     100.0:      40.7       27.3        7.4       43.3       54.6       91.4       89.3:       8.6       10.7
Other:     100.0:      29.0       19.7        5.3       55.3       56.4       89.6       81.4:      10.4       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       719:       178        145        174        245        305        519        553:
Old  :       668:       167        147        110        201        269        434        465:
Other:       554:       102        109         55        155        272        286        414:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       15.9       22.2       24.4       10.5        9.9       17.0       15.9
Old  :                 13.8       20.3       23.8       30.5       13.8       18.1       23.8       28.1
Other:                 25.6       18.5       36.3       25.6       20.2       14.2       29.6       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 03, 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  :     9,219:     3,075      2,962        323      3,184      3,903      6,582      7,188:     2,637      2,031
Old  :     9,219:     3,075      2,962        323      3,184      3,903      6,582      7,188:     2,637      2,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :       -12:        29       -277         -9         46        203         66        -83:       -78         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       32.1        3.5       34.5       42.3       71.4       78.0:      28.6       22.0
Old  :     100.0:      33.4       32.1        3.5       34.5       42.3       71.4       78.0:      28.6       22.0
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  :        40:        11         12          6         14         10         28         25:
Old  :        40:        11         12          6         14         10         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  :                 44.3       40.8       53.4       56.3       42.3       39.4       50.8       53.0
Old  :                 44.3       40.8       53.4       56.3       42.3       39.4       50.8       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 03, 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  :   794,400:   281,445     87,921    131,815    328,105    467,683    741,365    687,419:    53,035    106,981
Old  :   460,203:   233,018    103,242     31,217    161,374    279,935    425,609    414,394:    34,594     45,809
Other:   334,197:   115,725     51,977     33,300    166,731    187,748    315,756    273,025:    18,441     61,172
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -13,002:    11,276     -1,168     -7,167    -14,943     -2,484    -10,834    -10,819:    -2,168     -2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       11.1       16.6       41.3       58.9       93.3       86.5:       6.7       13.5
Old  :     100.0:      50.6       22.4        6.8       35.1       60.8       92.5       90.0:       7.5       10.0
Other:     100.0:      34.6       15.6       10.0       49.9       56.2       94.5       81.7:       5.5       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       672:       220        155        187        151        234        479        502:
Old  :       632:       200        160         94         99        211        353        426:
Other:       509:       138        131        108        116        206        310        396:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       13.8       22.3       22.6       11.3       12.1       17.7       18.6
Old  :                 12.5       18.4       22.0       29.7       12.4       16.9       21.4       26.8
Other:                 25.6       10.1       37.2       18.4       23.8       10.0       32.9       17.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 03, 2016                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    24,926:    12,582      1,364         24         24      4,642     12,630      6,030:    12,296     18,896
Old  :     4,426:     3,589        224         23         24        489      3,636        736:       790      3,690
Other:    20,500:     8,993      1,140          1          0      4,153      8,994      5,294:    11,506     15,206
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,407:     1,915        121        -64       -358        628      1,493        685:       -86        722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5        5.5        0.1        0.1       18.6       50.7       24.2:      49.3       75.8
Old  :     100.0:      81.1        5.1        0.5        0.5       11.0       82.2       16.6:      17.8       83.4
Other:     100.0:      43.9        5.6        0.0        0.0       20.3       43.9       25.8:      56.1       74.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          3          2          2         13          7         18:
Old  :        21:         5          3          1          2         13          7         17:
Other:        21:         5          3          1          0         13          5         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       11.8       50.7       17.0       48.4       11.8       50.5       16.9
Old  :                 81.1       11.2       82.2       14.8       80.6       11.1       81.1       14.3
Other:                 41.8       12.6       43.9       18.5       41.8       12.6       43.9       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 03, 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  :   408,065:   144,247     49,516     85,729    138,087    247,287    368,063    382,532:    40,002     25,533
Old  :   280,338:   139,595     69,122     31,021     83,227    162,260    253,843    262,403:    26,495     17,935
Other:   127,727:    43,424     19,166     15,936     54,860     85,027    114,220    120,129:    13,507      7,598
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -26,846:   -21,207     10,719     -4,655      5,810    -34,854    -20,052    -28,790:    -6,794      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       12.1       21.0       33.8       60.6       90.2       93.7:       9.8        6.3
Old  :     100.0:      49.8       24.7       11.1       29.7       57.9       90.5       93.6:       9.5        6.4
Other:     100.0:      34.0       15.0       12.5       43.0       66.6       89.4       94.1:      10.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       102         76        107         74         73        242        213:
Old  :       301:       112         79         72         63         70        208        192:
Other:       175:        49         43         32         55         45        129        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4       29.5       16.2       37.0        9.2       28.0       15.4       34.5
Old  :                 10.3       27.8       18.3       35.9       10.3       27.8       17.9       35.4
Other:                 16.4       36.3       25.9       49.1       16.4       33.5       25.3       43.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 03, 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  :   509,896:   116,602     71,602     11,578    241,028    299,131    369,208    382,311:   140,688    127,585
Old  :   509,896:   116,602     71,602     11,578    241,028    299,131    369,208    382,311:   140,688    127,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -10,177:     3,870      7,045       -778     -6,952    -10,367     -3,860     -4,100:    -6,317     -6,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       14.0        2.3       47.3       58.7       72.4       75.0:      27.6       25.0
Old  :     100.0:      22.9       14.0        2.3       47.3       58.7       72.4       75.0:      27.6       25.0
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  :       144:        34         32         24         57         62        103        106:
Old  :       144:        34         32         24         57         62        103        106:
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  :                 18.9       23.5       28.9       33.6       14.9       16.7       22.7       24.2
Old  :                 18.9       23.5       28.9       33.6       14.9       16.7       22.7       24.2
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, May 03, 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  :   621,279:    48,527    159,750      8,976    434,498    379,424    492,001    548,150:   129,278     73,129
Old  :   621,279:    48,527    159,750      8,976    434,498    379,424    492,001    548,150:   129,278     73,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -804:      -947      1,483      1,267     -1,123     -6,549       -803     -3,799:        -1      2,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       25.7        1.4       69.9       61.1       79.2       88.2:      20.8       11.8
Old  :     100.0:       7.8       25.7        1.4       69.9       61.1       79.2       88.2:      20.8       11.8
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  :        97:        11         17         10         52         50         70         70:
Old  :        97:        11         17         10         52         50         70         70:
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  :                 25.7       44.9       41.0       54.4       22.3       44.8       33.5       54.1
Old  :                 25.7       44.9       41.0       54.4       22.3       44.8       33.5       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 03, 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  :     4,984:     1,412      1,419        443      2,770      2,980      4,625      4,842:       359        142
Old  :     4,984:     1,412      1,419        443      2,770      2,980      4,625      4,842:       359        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :       522:       410        261         34         91        275        535        570:       -13        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       28.5        8.9       55.6       59.8       92.8       97.2:       7.2        2.8
Old  :     100.0:      28.3       28.5        8.9       55.6       59.8       92.8       97.2:       7.2        2.8
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  :        35:         9          7          3         13         16         25         23:
Old  :        35:         9          7          3         13         16         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       60.5       74.1       81.4       45.4       57.6       67.4       68.3
Old  :                 46.6       60.5       74.1       81.4       45.4       57.6       67.4       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, May 03, 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  :   349,070:    98,453     39,539     41,347    160,411    239,850    300,211    320,736:    48,859     28,334
Old  :   237,819:    89,209     37,683     13,135    101,035    166,729    203,379    217,547:    34,440     20,272
Other:   111,251:    22,261     14,873     15,195     59,376     73,121     96,832    103,189:    14,419      8,062
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -8,257:     4,431     -5,404     -7,616     -3,159      6,493     -6,344     -6,527:    -1,913     -1,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       11.3       11.8       46.0       68.7       86.0       91.9:      14.0        8.1
Old  :     100.0:      37.5       15.8        5.5       42.5       70.1       85.5       91.5:      14.5        8.5
Other:     100.0:      20.0       13.4       13.7       53.4       65.7       87.0       92.8:      13.0        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:       106         50         78         84         76        231        177:
Old  :       268:       105         53         49         76         70        201        154:
Other:       176:        59         25         31         67         47        141         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       36.4       22.6       45.9       14.3       30.7       19.7       38.4
Old  :                 16.2       38.2       23.4       47.5       15.9       34.1       22.8       42.7
Other:                 19.7       38.4       30.0       49.9       16.9       31.6       25.0       41.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 03, 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  :     9,760:     1,477      2,449        245      5,947      5,383      7,669      8,077:     2,091      1,683
Old  :     7,971:     1,581      2,111          0      4,578      4,503      6,159      6,614:     1,812      1,357
Other:     1,789:        55        497         86      1,369        880      1,510      1,463:       279        326
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -990:        78       -810       -485       -473        449       -880       -846:      -110       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       25.1        2.5       60.9       55.2       78.6       82.8:      21.4       17.2
Old  :     100.0:      19.8       26.5        0.0       57.4       56.5       77.3       83.0:      22.7       17.0
Other:     100.0:       3.1       27.8        4.8       76.5       49.2       84.4       81.8:      15.6       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        13         16          4         23         21         39         40:
Old  :        57:        15         14          0         22         12         37         26:
Other:        27:         1          6          2          7         15         10         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.9       40.8       52.1       55.4       42.5       40.3       50.9       51.1
Old  :                 39.6       47.2       50.5       64.7       39.6       46.7       49.3       61.8
Other:                 69.0       40.2       83.5       59.1       68.8       37.1       73.6       54.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 03, 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  : 1,056,867:   136,737    240,134     30,145    769,664    639,760    936,546    910,039:   120,321    146,828
Old  : 1,056,867:   136,737    240,134     30,145    769,664    639,760    936,546    910,039:   120,321    146,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     2,382:    -4,111      3,202      4,173      2,874     -2,174      2,936      5,201:      -554     -2,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       22.7        2.9       72.8       60.5       88.6       86.1:      11.4       13.9
Old  :     100.0:      12.9       22.7        2.9       72.8       60.5       88.6       86.1:      11.4       13.9
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  :       247:        43         63         38         84        110        151        187:
Old  :       247:        43         63         38         84        110        151        187:
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  :                 28.1       18.5       41.3       27.3       27.3       18.5       36.7       26.3
Old  :                 28.1       18.5       41.3       27.3       27.3       18.5       36.7       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, May 03, 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  : 2,662,801:   428,182    510,202     74,694  1,838,114  1,674,006  2,340,990  2,258,902:   321,811    403,899
Old  : 2,662,801:   428,182    510,202     74,694  1,838,114  1,674,006  2,340,990  2,258,902:   321,811    403,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -15,814:     5,242     23,487     -5,147     -2,740    -20,506     -2,645     -2,166:   -13,169    -13,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.2        2.8       69.0       62.9       87.9       84.8:      12.1       15.2
Old  :     100.0:      16.1       19.2        2.8       69.0       62.9       87.9       84.8:      12.1       15.2
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  :       355:        79         78         65        144        146        261        252:
Old  :       355:        79         78         65        144        146        261        252:
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  :                 32.6       18.4       40.9       26.1       29.7       14.2       37.3       20.8
Old  :                 32.6       18.4       40.9       26.1       29.7       14.2       37.3       20.8
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, May 03, 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  :   113,480:    15,713     11,610          0     56,716     47,038     72,429     58,648:    41,051     54,832
Old  :   113,480:    15,713     11,610          0     56,716     47,038     72,429     58,648:    41,051     54,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :       915:    -2,801      1,100       -200      3,506     -3,753        505     -2,853:       410      3,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       10.2        0.0       50.0       41.5       63.8       51.7:      36.2       48.3
Old  :     100.0:      13.8       10.2        0.0       50.0       41.5       63.8       51.7:      36.2       48.3
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  :        25:         4          3          0         14         12         18         15:
Old  :        25:         4          3          0         14         12         18         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  :                 28.5       32.5       48.1       42.4       28.5       32.3       46.6       41.3
Old  :                 28.5       32.5       48.1       42.4       28.5       32.3       46.6       41.3
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, May 03, 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  : 2,462,327:   287,258    476,117     34,078  1,858,898  1,629,770  2,180,234  2,139,965:   282,093    322,362
Old  : 2,462,327:   287,258    476,117     34,078  1,858,898  1,629,770  2,180,234  2,139,965:   282,093    322,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -40,699:   -76,878     -5,864        299     34,826    -28,322    -41,753    -33,887:     1,054     -6,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       19.3        1.4       75.5       66.2       88.5       86.9:      11.5       13.1
Old  :     100.0:      11.7       19.3        1.4       75.5       66.2       88.5       86.9:      11.5       13.1
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  :       276:        45         66         37         97        141        163        223:
Old  :       276:        45         66         37         97        141        163        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       14.3       47.8       24.2       33.5       14.3       42.5       22.6
Old  :                 37.3       14.3       47.8       24.2       33.5       14.3       42.5       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, May 03, 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  :   836,320:    17,638    152,462    147,453    646,635    483,824    811,726    783,739:    24,594     52,581
Old  :   836,320:    17,638    152,462    147,453    646,635    483,824    811,726    783,739:    24,594     52,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :  -142,269:   -23,754      6,955     -3,387   -117,148    -95,146   -144,289    -91,578:     2,020    -50,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.2       17.6       77.3       57.9       97.1       93.7:       2.9        6.3
Old  :     100.0:       2.1       18.2       17.6       77.3       57.9       97.1       93.7:       2.9        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:         9         46         32         48         64         83        117:
Old  :       121:         9         46         32         48         64         83        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       27.4       59.0       38.4       35.8       14.7       42.7       21.6
Old  :                 40.3       27.4       59.0       38.4       35.8       14.7       42.7       21.6
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, May 03, 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  :    62,293:    26,631     17,098        357     27,844     36,175     54,831     53,629:     7,462      8,664
Old  :    62,293:    26,631     17,098        357     27,844     36,175     54,831     53,629:     7,462      8,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,425:     1,021     -2,373         99        970      4,229      2,089      1,955:      -665       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       27.4        0.6       44.7       58.1       88.0       86.1:      12.0       13.9
Old  :     100.0:      42.8       27.4        0.6       44.7       58.1       88.0       86.1:      12.0       13.9
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  :       110:        33         25          5         33         28         69         55:
Old  :       110:        33         25          5         33         28         69         55:
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  :                 30.6       42.2       45.8       58.1       30.6       42.0       45.7       56.7
Old  :                 30.6       42.2       45.8       58.1       30.6       42.0       45.7       56.7
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, May 03, 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  :   124,586:    53,261     34,196        713     55,688     72,349    109,662    107,258:    14,924     17,328
Old  :   124,586:    53,261     34,196        713     55,688     72,349    109,662    107,258:    14,924     17,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     2,849:     2,041     -4,746        197      1,940      8,458      4,178      3,909:    -1,329     -1,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       27.4        0.6       44.7       58.1       88.0       86.1:      12.0       13.9
Old  :     100.0:      42.8       27.4        0.6       44.7       58.1       88.0       86.1:      12.0       13.9
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  :       110:        33         25          5         33         28         69         55:
Old  :       110:        33         25          5         33         28         69         55:
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  :                 30.6       42.2       45.8       58.1       30.6       42.0       45.7       56.7
Old  :                 30.6       42.2       45.8       58.1       30.6       42.0       45.7       56.7
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, May 03, 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  :    22,019:    19,227     20,501        851      1,804        645     21,882     21,997:       137         22
Old  :    22,019:    19,227     20,501        851      1,804        645     21,882     21,997:       137         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     2,731:     2,585      2,635        103         18          0      2,706      2,738:        25         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       93.1        3.9        8.2        2.9       99.4       99.9:       0.6        0.1
Old  :     100.0:      87.3       93.1        3.9        8.2        2.9       99.4       99.9:       0.6        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  :        34:        21         11          3          2          1         24         14:
Old  :        34:        21         11          3          2          1         24         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  :                 69.4       70.4       85.8       91.0       67.3       70.4       80.8       89.3
Old  :                 69.4       70.4       85.8       91.0       67.3       70.4       80.8       89.3
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, May 03, 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  :    24,465:    17,692     10,015        311      6,254     14,043     24,257     24,369:       208         96
Old  :    24,465:    17,692     10,015        311      6,254     14,043     24,257     24,369:       208         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -1,009:    -1,178     -1,568        -20        141        612     -1,057       -976:        48        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       40.9        1.3       25.6       57.4       99.1       99.6:       0.9        0.4
Old  :     100.0:      72.3       40.9        1.3       25.6       57.4       99.1       99.6:       0.9        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  :        40:         6         14          1          4         18         11         32:
Old  :        40:         6         14          1          4         18         11         32:
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       51.9       98.0       71.9       88.5       51.9       96.1       71.9
Old  :                 88.5       51.9       98.0       71.9       88.5       51.9       96.1       71.9
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, May 03, 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  :    30,567:    21,293     13,528          1      9,197     16,918     30,491     30,447:        76        120
Old  :    30,567:    21,293     13,528          1      9,197     16,918     30,491     30,447:        76        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -146:      -557        384          1        431       -539       -125       -154:       -21          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.7       44.3        0.0       30.1       55.3       99.8       99.6:       0.2        0.4
Old  :     100.0:      69.7       44.3        0.0       30.1       55.3       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10         16          1          4         11         14         28:
Old  :        40:        10         16          1          4         11         14         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.1       60.3       98.0       80.7       91.1       60.3       96.2       80.7
Old  :                 91.1       60.3       98.0       80.7       91.1       60.3       96.2       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 6, 2016