WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   506,947:    92,204    167,223    151,739    222,154    145,139    466,097    464,101:    40,850     42,846
Old  :    21,681:     3,062      4,516          6     14,492     14,105     17,560     18,627:     4,121      3,054
Other:   485,266:    93,367    166,931    147,509    207,662    131,034    448,537    445,474:    36,729     39,792
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -86,932:     5,851    -22,203    -58,120    -27,274     -7,274    -79,543    -87,596:    -7,390        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       33.0       29.9       43.8       28.6       91.9       91.5:       8.1        8.5
Old  :     100.0:      14.1       20.8        0.0       66.8       65.1       81.0       85.9:      19.0       14.1
Other:     100.0:      19.2       34.4       30.4       42.8       27.0       92.4       91.8:       7.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       132        131        149        105        106        326        315:
Old  :        90:        23         20          2         22         28         47         48:
Other:       407:       134        134        144        102        105        318        313:
     :----------------------------------------------------------------------------------------------------
     :             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       10.5       22.0       19.2       12.2        7.7       18.4       13.1
Old  :                 47.2       44.9       64.2       65.0       46.2       44.9       63.2       65.0
Other:                 14.6       11.0       22.6       19.7       12.8        8.0       19.2       13.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   212,459:    60,307     67,034     30,866    101,178     90,202    192,351    188,102:    20,108     24,356
Old  :    11,843:     3,074        548          1      6,421      9,784      9,496     10,333:     2,347      1,510
Other:   200,616:    60,035     69,288     28,063     94,757     80,418    182,855    177,769:    17,761     22,846
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -19,095:       136    -17,657     -7,641     -9,066      6,277    -16,570    -19,021:    -2,524        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       31.6       14.5       47.6       42.5       90.5       88.5:       9.5       11.5
Old  :     100.0:      26.0        4.6        0.0       54.2       82.6       80.2       87.2:      19.8       12.8
Other:     100.0:      29.9       34.5       14.0       47.2       40.1       91.1       88.6:       8.9       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        67         58         61         81         74        178        173:
Old  :        73:        15          5          1         23         31         39         37:
Other:       231:        64         65         58         78         74        173        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       22.1       23.5       30.5       10.1       13.9       17.4       21.2
Old  :                 39.8       59.1       56.3       68.8       38.9       59.1       53.6       68.0
Other:                 14.9       22.1       24.3       31.0       10.6       14.9       18.0       22.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,850,214:   393,655    210,691    484,432    784,786    908,609  1,662,873  1,603,732:   187,341    246,482
Old  : 1,236,383:   358,465    248,399    244,282    518,631    620,006  1,121,378  1,112,687:   115,005    123,696
Other:   613,831:   139,426     66,528    135,914    266,155    288,603    541,495    491,045:    72,337    122,786
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -87,463:    39,790    -73,412    -48,033    -60,887     28,605    -69,130    -92,840:   -18,332      5,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.4       26.2       42.4       49.1       89.9       86.7:      10.1       13.3
Old  :     100.0:      29.0       20.1       19.8       41.9       50.1       90.7       90.0:       9.3       10.0
Other:     100.0:      22.7       10.8       22.1       43.4       47.0       88.2       80.0:      11.8       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       766:       207        157        239        309        338        649        620:
Old  :       714:       191        156        185        276        304        569        549:
Other:       590:       116        112        114        209        303        384        475:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       14.6       18.8       21.5        7.0        7.7       11.8       12.4
Old  :                 10.8       17.8       19.4       26.1       10.2       14.7       17.3       21.7
Other:                 21.1       16.2       28.4       22.5       14.2       10.0       20.7       13.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    10,321:     2,570      3,068      1,140      3,796      4,047      7,506      8,255:     2,815      2,066
Old  :     1,081:       294        158          0        197        729        491        887:       590        194
Other:     9,240:     2,276      2,910      1,140      3,599      3,318      7,015      7,368:     2,225      1,872
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -2,819:      -150       -851     -1,372       -817        -99     -2,339     -2,322:      -480       -497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       29.7       11.0       36.8       39.2       72.7       80.0:      27.3       20.0
Old  :     100.0:      27.2       14.6        0.0       18.2       67.4       45.4       82.1:      54.6       17.9
Other:     100.0:      24.6       31.5       12.3       39.0       35.9       75.9       79.7:      24.1       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11         14          8         13         11         28         29:
Old  :        10:         2          1          0          4          3          6          4:
Other:        40:        10         13          8         13         11         27         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.3       36.9       52.2       53.2       34.6       34.1       41.2       45.3
Old  :                 42.8       82.1       45.4       82.1       42.8       82.1       45.4       82.1
Other:                 45.0       34.5       56.0       51.8       36.3       34.2       43.7       46.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,078,368:   272,724     76,672    351,370    389,409    521,729  1,013,502    949,771:    64,866    128,597
Old  :   640,731:   225,486     95,070    177,107    196,090    312,796    598,683    584,973:    42,049     55,758
Other:   437,637:   112,395     46,760    109,105    193,319    208,933    414,820    364,798:    22,817     72,839
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :  -136,543:     7,779    -18,039    -60,182    -73,592    -58,880   -125,995   -137,101:   -10,548        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.1       32.6       36.1       48.4       94.0       88.1:       6.0       11.9
Old  :     100.0:      35.2       14.8       27.6       30.6       48.8       93.4       91.3:       6.6        8.7
Other:     100.0:      25.7       10.7       24.9       44.2       47.7       94.8       83.4:       5.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       237        182        264        189        242        569        575:
Old  :       671:       200        202        206        151        218        488        504:
Other:       530:       160        135        145        134        209        360        427:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       11.5       18.2       19.7        6.9        8.9       11.3       13.4
Old  :                  9.8       14.8       16.8       25.3        8.7       14.0       14.8       22.0
Other:                 20.5       11.3       29.4       18.4       17.0        8.3       23.1       14.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    23,519:    10,667      1,243         88        382      4,014     11,137      5,345:    12,382     18,174
Old  :     5,092:     3,553        211         86        381        697      4,020        994:     1,072      4,098
Other:    18,427:     7,114      1,032          2          1      3,317      7,117      4,351:    11,310     14,076
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        5.3        0.4        1.6       17.1       47.4       22.7:      52.6       77.3
Old  :     100.0:      69.8        4.1        1.7        7.5       13.7       78.9       19.5:      21.1       80.5
Other:     100.0:      38.6        5.6        0.0        0.0       18.0       38.6       23.6:      61.4       76.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          2          4         12          8         17:
Old  :        20:         4          3          1          4         11          8         15:
Other:        20:         4          3          2          1         12          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  :                 45.7       12.1       47.4       17.2       45.4       12.1       46.8       17.1
Old  :                 74.0       14.8       78.9       18.6       72.3       14.3       76.8       16.9
Other:                 38.6       12.3       38.6       18.0       38.6       12.3       38.6       18.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   483,471:   162,620     38,488    122,489    150,548    298,156    435,657    459,133:    47,814     24,338
Old  :   354,617:   150,741     50,374     70,189     98,772    216,451    319,702    337,013:    34,915     17,604
Other:   128,854:    40,782     17,017     23,397     51,776     81,705    115,954    122,119:    12,899      6,734
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -72,311:   -12,552    -14,742    -40,936    -17,129    -16,716    -70,616    -72,395:    -1,694         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.0       25.3       31.1       61.7       90.1       95.0:       9.9        5.0
Old  :     100.0:      42.5       14.2       19.8       27.9       61.0       90.2       95.0:       9.8        5.0
Other:     100.0:      31.6       13.2       18.2       40.2       63.4       90.0       94.8:      10.0        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       113         66        136         85         89        284        244:
Old  :       322:       119         70        112         77         86        257        230:
Other:       184:        59         34         42         59         53        143        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.8       29.9       13.5       37.3        7.6       26.7       13.0       32.8
Old  :                  7.9       30.0       15.0       37.5        7.9       27.0       14.4       34.0
Other:                 13.8       33.3       22.9       45.1       13.0       30.9       21.3       40.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   601,137:   112,466     57,692     45,765    281,600    349,741    439,831    453,198:   161,306    147,939
Old  :   601,137:   112,466     57,692     45,765    281,600    349,741    439,831    453,198:   161,306    147,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -37,538:   -14,937    -10,588    -15,482    -12,344    -14,836    -42,763    -40,906:     5,225      3,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        9.6        7.6       46.8       58.2       73.2       75.4:      26.8       24.6
Old  :     100.0:      18.7        9.6        7.6       46.8       58.2       73.2       75.4:      26.8       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        33         27         31         61         66        109        109:
Old  :       138:        33         27         31         61         66        109        109:
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  :                 19.3       19.6       27.9       29.1       14.9       13.2       21.6       20.1
Old  :                 19.3       19.6       27.9       29.1       14.9       13.2       21.6       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   622,838:    49,474    158,332      7,718    435,621    385,973    492,813    552,023:   130,025     70,815
Old  :   622,838:    49,474    158,332      7,718    435,621    385,973    492,813    552,023:   130,025     70,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -7,038:    -5,522     -5,372         37      9,943     -1,464      4,457     -6,800:   -11,496       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       25.4        1.2       69.9       62.0       79.1       88.6:      20.9       11.4
Old  :     100.0:       7.9       25.4        1.2       69.9       62.0       79.1       88.6:      20.9       11.4
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  :        98:        11         16         10         53         52         71         71:
Old  :        98:        11         16         10         53         52         71         71:
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  :                 25.5       45.1       40.6       54.8       22.4       45.1       33.2       54.2
Old  :                 25.5       45.1       40.6       54.8       22.4       45.1       33.2       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :     4,462:     1,002      1,158        409      2,679      2,705      4,090      4,272:       372        190
Old  :     4,462:     1,002      1,158        409      2,679      2,705      4,090      4,272:       372        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :        24:       510        296        -93       -407       -124         10         79:        14        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       26.0        9.2       60.0       60.6       91.7       95.7:       8.3        4.3
Old  :     100.0:      22.5       26.0        9.2       60.0       60.6       91.7       95.7:       8.3        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         9          6          3         11         15         22         22:
Old  :        33:         9          6          3         11         15         22         22:
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  :                 57.7       60.4       76.5       78.9       52.1       54.2       66.8       65.4
Old  :                 57.7       60.4       76.5       78.9       52.1       54.2       66.8       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   426,439:    86,685     45,085     98,265    187,270    250,505    372,220    393,854:    54,219     32,584
Old  :   299,424:    82,996     42,151     54,386    123,258    179,648    260,640    276,186:    38,784     23,238
Other:   127,015:    20,868     20,112     26,700     64,012     70,857    111,579    117,669:    15,436      9,346
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -18,980:     6,926    -19,231     -8,629    -13,705     15,078    -15,408    -12,782:    -3,572     -6,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.6       23.0       43.9       58.7       87.3       92.4:      12.7        7.6
Old  :     100.0:      27.7       14.1       18.2       41.2       60.0       87.0       92.2:      13.0        7.8
Other:     100.0:      16.4       15.8       21.0       50.4       55.8       87.8       92.6:      12.2        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        94         65        108        102         94        258        223:
Old  :       287:        96         67         85         92         91        236        200:
Other:       194:        52         44         47         80         58        158        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       31.0       19.8       40.8       10.5       24.7       15.0       30.5
Old  :                 13.5       32.4       20.8       41.7       12.3       27.2       17.9       34.2
Other:                 16.2       32.5       25.6       45.9       11.2       25.9       17.4       34.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    11,476:     1,584      2,983      1,101      6,457      5,521      9,142      9,606:     2,334      1,871
Old  :     9,412:     1,743      3,023        360      5,262      4,460      7,365      7,843:     2,047      1,570
Other:     2,064:       266        385        317      1,195      1,062      1,777      1,763:       287        301
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -1,629:       183       -788       -589       -974        198     -1,380     -1,178:      -249       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       26.0        9.6       56.3       48.1       79.7       83.7:      20.3       16.3
Old  :     100.0:      18.5       32.1        3.8       55.9       47.4       78.2       83.3:      21.8       16.7
Other:     100.0:      12.9       18.6       15.3       57.9       51.4       86.1       85.4:      13.9       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        17         22         12         23         14         48         44:
Old  :        65:        18         22          7         21         13         43         38:
Other:        24:         3          7          5          6          9         12         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.7       33.9       46.5       48.3       32.8       33.8       39.3       42.7
Old  :                 35.2       40.6       46.7       54.1       33.9       39.7       42.4       51.1
Other:                 60.4       46.4       78.1       68.8       58.7       43.1       67.5       57.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,088,412:   141,529    235,883     45,723    778,866    655,063    966,118    936,669:   122,295    151,743
Old  : 1,088,412:   141,529    235,883     45,723    778,866    655,063    966,118    936,669:   122,295    151,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    23,782:    17,855     27,444      1,293      7,338       -813     26,486     27,924:    -2,704     -4,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       21.7        4.2       71.6       60.2       88.8       86.1:      11.2       13.9
Old  :     100.0:      13.0       21.7        4.2       71.6       60.2       88.8       86.1:      11.2       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  :       235:        46         51         42         85        109        154        179:
Old  :       235:        46         51         42         85        109        154        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       17.5       40.0       26.6       26.2       17.5       34.6       26.1
Old  :                 27.6       17.5       40.0       26.6       26.2       17.5       34.6       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 3,043,206:   391,034    488,910    252,091  2,045,317  1,862,166  2,688,442  2,603,168:   354,763    440,038
Old  : 3,043,206:   391,034    488,910    252,091  2,045,317  1,862,166  2,688,442  2,603,168:   354,763    440,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :  -209,446:   -73,432     28,690    -43,462    -83,734   -220,789   -200,628   -235,561:    -8,818     26,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       16.1        8.3       67.2       61.2       88.3       85.5:      11.7       14.5
Old  :     100.0:      12.8       16.1        8.3       67.2       61.2       88.3       85.5:      11.7       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        76         91        104        165        169        303        303:
Old  :       367:        76         91        104        165        169        303        303:
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  :                 30.5       17.6       37.5       23.6       27.7       14.2       34.0       19.8
Old  :                 30.5       17.6       37.5       23.6       27.7       14.2       34.0       19.8
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :   112,765:    18,430     10,510        342     53,210     50,791     71,982     61,643:    40,783     51,122
Old  :   112,765:    18,430     10,510        342     53,210     50,791     71,982     61,643:    40,783     51,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     1,189:     1,296      2,156       -195      1,069      6,303      2,170      8,264:      -981     -7,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        9.3        0.3       47.2       45.0       63.8       54.7:      36.2       45.3
Old  :     100.0:      16.3        9.3        0.3       47.2       45.0       63.8       54.7:      36.2       45.3
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  :        28:         5          3          2         15         13         20         18:
Old  :        28:         5          3          2         15         13         20         18:
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  :                 26.7       32.8       44.6       44.2       26.1       32.7       43.6       43.0
Old  :                 26.7       32.8       44.6       44.2       26.1       32.7       43.6       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 2,666,537:   359,883    476,441    131,258  1,887,267  1,718,456  2,378,408  2,326,155:   288,129    340,382
Old  : 2,666,537:   359,883    476,441    131,258  1,887,267  1,718,456  2,378,408  2,326,155:   288,129    340,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -7,557:    32,320     16,688     14,648    -61,800    -46,286    -14,832    -14,950:     7,275      7,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       17.9        4.9       70.8       64.4       89.2       87.2:      10.8       12.8
Old  :     100.0:      13.5       17.9        4.9       70.8       64.4       89.2       87.2:      10.8       12.8
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  :       285:        54         62         56        109        147        191        237:
Old  :       285:        54         62         56        109        147        191        237:
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  :                 34.8       14.1       44.2       23.6       31.5       13.1       39.4       21.0
Old  :                 34.8       14.1       44.2       23.6       31.5       13.1       39.4       21.0
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :   982,007:    42,418    145,039    152,770    764,210    580,816    959,398    878,626:    22,609    103,381
Old  :   982,007:    42,418    145,039    152,770    764,210    580,816    959,398    878,626:    22,609    103,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -22,121:     1,442     13,242     -3,095    -23,167    -75,531    -24,820    -65,383:     2,698     43,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       14.8       15.6       77.8       59.1       97.7       89.5:       2.3       10.5
Old  :     100.0:       4.3       14.8       15.6       77.8       59.1       97.7       89.5:       2.3       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        13         48         38         55         67         97        127:
Old  :       133:        13         48         38         55         67         97        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       26.4       57.2       36.3       30.9       13.8       39.6       19.6
Old  :                 40.6       26.4       57.2       36.3       30.9       13.8       39.6       19.6
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :    62,361:    25,696     19,442        867     27,540     32,632     54,102     52,941:     8,258      9,419
Old  :    62,361:    25,696     19,442        867     27,540     32,632     54,102     52,941:     8,258      9,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     1,268:       618      1,844         30        263         21        911      1,895:       358       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       31.2        1.4       44.2       52.3       86.8       84.9:      13.2       15.1
Old  :     100.0:      41.2       31.2        1.4       44.2       52.3       86.8       84.9:      13.2       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  :       107:        31         25          6         33         29         67         57:
Old  :       107:        31         25          6         33         29         67         57:
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  :                 28.2       40.7       43.5       53.1       28.0       40.4       43.4       52.9
Old  :                 28.2       40.7       43.5       53.1       28.0       40.4       43.4       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   124,721:    51,392     38,884      1,734     55,079     65,265    108,205    105,882:    16,516     18,839
Old  :   124,721:    51,392     38,884      1,734     55,079     65,265    108,205    105,882:    16,516     18,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     2,537:     1,236      3,689         59        526         43      1,821      3,791:       715     -1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       31.2        1.4       44.2       52.3       86.8       84.9:      13.2       15.1
Old  :     100.0:      41.2       31.2        1.4       44.2       52.3       86.8       84.9:      13.2       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  :       107:        31         25          6         33         29         67         57:
Old  :       107:        31         25          6         33         29         67         57:
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  :                 28.2       40.7       43.5       53.1       28.0       40.4       43.4       52.9
Old  :                 28.2       40.7       43.5       53.1       28.0       40.4       43.4       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    19,288:    16,642     17,866        748      1,786        645     19,176     19,259:       112         29
Old  :    19,288:    16,642     17,866        748      1,786        645     19,176     19,259:       112         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :       572:       511        499         51          1          0        563        550:         9         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       92.6        3.9        9.3        3.3       99.4       99.8:       0.6        0.2
Old  :     100.0:      86.3       92.6        3.9        9.3        3.3       99.4       99.8:       0.6        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  :        33:        20         11          2          2          1         23         13:
Old  :        33:        20         11          2          2          1         23         13:
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  :                 68.3       71.8       87.0       94.8       66.5       71.8       81.8       91.5
Old  :                 68.3       71.8       87.0       94.8       66.5       71.8       81.8       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    25,474:    18,870     11,583        331      6,113     13,431     25,314     25,345:       160        129
Old  :    25,474:    18,870     11,583        331      6,113     13,431     25,314     25,345:       160        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :      -854:      -724       -289         32       -169       -613       -861       -870:         7         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       45.5        1.3       24.0       52.7       99.4       99.5:       0.6        0.5
Old  :     100.0:      74.1       45.5        1.3       24.0       52.7       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6         16          1          5         18         12         34:
Old  :        43:         6         16          1          5         18         12         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.9       49.5       96.8       68.0       87.9       49.5       96.2       68.0
Old  :                 87.9       49.5       96.8       68.0       87.9       49.5       96.2       68.0
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :    30,713:    21,850     13,144          0      8,766     17,457     30,616     30,601:        97        112
Old  :    30,713:    21,850     13,144          0      8,766     17,457     30,616     30,601:        97        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :      -446:      -751        -88          0        298       -347       -453       -435:         7        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.1       42.8        0.0       28.5       56.8       99.7       99.6:       0.3        0.4
Old  :     100.0:      71.1       42.8        0.0       28.5       56.8       99.7       99.6:       0.3        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  :        37:         8         15          0          4         11         12         26:
Old  :        37:         8         15          0          4         11         12         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.8       59.7       98.6       80.5       91.8       59.7       96.7       80.5
Old  :                 91.8       59.7       98.6       80.5       91.8       59.7       96.7       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 29, 2016