WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   501,622:    92,536    163,961    151,783    216,053    142,398    460,372    458,141:    41,251     43,481
Old  :   495,325:    92,236    164,075    150,225    212,902    139,067    455,363    453,367:    39,961     41,958
Other:     6,298:       941        527        916      3,151      3,331      5,009      4,774:     1,289      1,524
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -5,325:       332     -3,263         43     -6,101     -2,741     -5,726     -5,961:       401        636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       32.7       30.3       43.1       28.4       91.8       91.3:       8.2        8.7
Old  :     100.0:      18.6       33.1       30.3       43.0       28.1       91.9       91.5:       8.1        8.5
Other:     100.0:      14.9        8.4       14.5       50.0       52.9       79.5       75.8:      20.5       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       120        143        137        104        104        309        307:
Old  :       397:       119        144        135        104        103        307        305:
Other:        60:         9         10          9         18         28         33         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       10.5       21.1       18.9       11.6        8.0       18.0       13.3
Old  :                 13.7       10.6       21.3       19.1       11.8        8.1       18.3       13.5
Other:                 37.9       40.8       53.8       54.8       37.4       35.3       50.8       46.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   214,396:    59,295     71,064     33,350    100,905     84,741    193,550    189,155:    20,846     25,242
Old  :   212,022:    59,303     71,187     33,103     99,180     83,157    191,586    187,447:    20,435     24,575
Other:     2,375:       189         73         50      1,724      1,584      1,964      1,708:       411        667
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,938:    -1,012      4,030      2,484       -273     -5,462      1,199      1,052:       739        885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       33.1       15.6       47.1       39.5       90.3       88.2:       9.7       11.8
Old  :     100.0:      28.0       33.6       15.6       46.8       39.2       90.4       88.4:       9.6       11.6
Other:     100.0:       8.0        3.1        2.1       72.6       66.7       82.7       71.9:      17.3       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        65         65         62         85         76        184        176:
Old  :       236:        66         65         61         85         76        183        176:
Other:        48:         9          4          6         13         25         25         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       21.1       24.7       30.2       11.5       13.9       18.8       22.0
Old  :                 15.5       21.4       24.6       30.5       11.8       14.4       19.1       22.7
Other:                 56.7       44.1       72.5       60.0       56.7       44.1       72.4       60.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,811,506:   388,200    211,542    472,573    773,450    888,137  1,634,222  1,572,252:   177,284    239,254
Old  : 1,170,641:   347,649    240,045    231,865    486,338    583,556  1,065,851  1,055,466:   104,790    115,175
Other:   640,865:   140,923     71,869    140,336    287,112    304,581    568,371    516,786:    72,494    124,079
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -38,708:    -5,455        851    -11,860    -11,336    -20,472    -28,651    -31,480:   -10,057     -7,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       11.7       26.1       42.7       49.0       90.2       86.8:       9.8       13.2
Old  :     100.0:      29.7       20.5       19.8       41.5       49.8       91.0       90.2:       9.0        9.8
Other:     100.0:      22.0       11.2       21.9       44.8       47.5       88.7       80.6:      11.3       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       785:       216        160        241        305        343        650        635:
Old  :       723:       191        165        183        263        302        557        550:
Other:       615:       132        117        117        218        306        408        487:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       14.6       19.8       21.9        7.3        7.5       12.2       12.5
Old  :                 11.5       18.0       20.3       26.9       10.8       14.7       18.4       22.6
Other:                 20.7       16.3       28.5       22.8       13.8       10.7       20.7       15.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,395:     2,502      2,787      1,216      3,929      4,241      7,648      8,245:     2,747      2,150
Old  :    10,395:     2,502      2,787      1,216      3,929      4,241      7,648      8,245:     2,747      2,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :        74:       -68       -281         76        133        194        141        -10:       -68         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       26.8       11.7       37.8       40.8       73.6       79.3:      26.4       20.7
Old  :     100.0:      24.1       26.8       11.7       37.8       40.8       73.6       79.3:      26.4       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10         13          8         14         11         29         27:
Old  :        40:        10         13          8         14         11         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       36.8       54.2       53.2       34.8       34.3       41.2       43.7
Old  :                 42.4       36.8       54.2       53.2       34.8       34.3       41.2       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,099,929:   287,390     79,627    369,599    380,198    523,184  1,037,187    972,410:    62,742    127,519
Old  :   630,157:   230,840     91,147    184,287    176,535    302,937    591,663    578,371:    38,495     51,786
Other:   469,772:   116,439     48,369    125,423    203,663    220,247    445,525    394,039:    24,247     75,733
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    21,561:    14,666      2,955     18,230     -9,211      1,454     23,685     22,639:    -2,124     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.2       33.6       34.6       47.6       94.3       88.4:       5.7       11.6
Old  :     100.0:      36.6       14.5       29.2       28.0       48.1       93.9       91.8:       6.1        8.2
Other:     100.0:      24.8       10.3       26.7       43.4       46.9       94.8       83.9:       5.2       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       724:       238        191        259        179        248        556        584:
Old  :       676:       211        188        186        128        228        449        506:
Other:       551:       155        151        166        139        221        375        460:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       11.9       19.3       19.7        7.5        8.3       11.9       13.2
Old  :                 10.8       14.4       18.2       24.9        9.0       12.6       15.4       20.6
Other:                 19.8       11.3       29.6       17.9       16.4        7.4       22.2       12.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   461,048:   140,653     50,053    121,137    158,067    263,577    419,857    434,767:    41,191     26,282
Old  :   324,242:   134,114     68,960     62,667    100,115    173,983    296,897    305,611:    27,345     18,630
Other:   136,807:    43,363     17,917     21,645     57,953     89,593    122,961    129,155:    13,846      7,651
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -22,422:   -21,967     11,565     -1,352      7,519    -34,579    -15,799    -24,366:    -6,623      1,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       10.9       26.3       34.3       57.2       91.1       94.3:       8.9        5.7
Old  :     100.0:      41.4       21.3       19.3       30.9       53.7       91.6       94.3:       8.4        5.7
Other:     100.0:      31.7       13.1       15.8       42.4       65.5       89.9       94.4:      10.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       105         79        117         83         86        260        232:
Old  :       308:       115         78         90         74         83        229        216:
Other:       184:        54         40         46         59         53        146        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.3       27.4       14.4       34.2        8.1       24.5       13.5       30.3
Old  :                  8.9       25.5       15.8       32.8        8.9       23.4       15.4       30.1
Other:                 15.3       34.8       24.2       47.7       15.3       31.5       23.6       42.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   592,747:   114,979     64,898     47,850    276,018    337,900    438,848    450,649:   153,899    142,098
Old  :   592,747:   114,979     64,898     47,850    276,018    337,900    438,848    450,649:   153,899    142,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -8,390:     2,513      7,206      2,086     -5,582    -11,841       -984     -2,549:    -7,407     -5,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       10.9        8.1       46.6       57.0       74.0       76.0:      26.0       24.0
Old  :     100.0:      19.4       10.9        8.1       46.6       57.0       74.0       76.0:      26.0       24.0
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  :       147:        37         30         36         65         69        119        118:
Old  :       147:        37         30         36         65         69        119        118:
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  :                 16.8       21.0       25.5       29.9       12.8       14.6       19.5       21.0
Old  :                 16.8       21.0       25.5       29.9       12.8       14.6       19.5       21.0
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, 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  :   622,281:    48,517    159,764      9,057    434,498    379,424    492,072    548,245:   130,209     74,036
Old  :   622,281:    48,517    159,764      9,057    434,498    379,424    492,072    548,245:   130,209     74,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -557:      -957      1,433      1,338     -1,123     -6,549       -742     -3,778:       184      3,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       25.7        1.5       69.8       61.0       79.1       88.1:      20.9       11.9
Old  :     100.0:       7.8       25.7        1.5       69.8       61.0       79.1       88.1:      20.9       11.9
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  :        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  :                 25.6       44.9       41.0       54.3       22.3       44.7       33.5       54.0
Old  :                 25.6       44.9       41.0       54.3       22.3       44.7       33.5       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   424,169:    93,346     38,913     94,472    183,080    259,435    370,898    392,821:    53,271     31,349
Old  :   287,903:    84,412     31,517     53,159    113,023    180,869    250,594    265,546:    37,309     22,357
Other:   136,266:    20,217     18,678     30,030     70,058     78,566    120,305    127,275:    15,962      8,992
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -2,269:     6,661     -6,171     -3,792     -4,190      8,930     -1,321     -1,034:      -948     -1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        9.2       22.3       43.2       61.2       87.4       92.6:      12.6        7.4
Old  :     100.0:      29.3       10.9       18.5       39.3       62.8       87.0       92.2:      13.0        7.8
Other:     100.0:      14.8       13.7       22.0       51.4       57.7       88.3       93.4:      11.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       100         62         92         94         85        250        197:
Old  :       277:       101         61         70         87         80        226        176:
Other:       188:        52         38         45         74         58        153        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       31.3       21.3       42.4       11.8       26.1       16.4       32.4
Old  :                 14.2       33.0       21.7       43.6       13.3       29.3       18.9       36.3
Other:                 17.0       33.2       28.3       45.8       13.8       27.1       20.5       35.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,570:     1,646      2,108        672      5,980      6,044      8,298      8,824:     2,272      1,746
Old  :     8,269:     1,619      2,036        126      4,587      4,710      6,333      6,873:     1,936      1,397
Other:     2,300:       202        248        369      1,393      1,334      1,965      1,951:       336        349
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -907:        62       -875       -430       -477        523       -844       -782:       -62       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       19.9        6.4       56.6       57.2       78.5       83.5:      21.5       16.5
Old  :     100.0:      19.6       24.6        1.5       55.5       57.0       76.6       83.1:      23.4       16.9
Other:     100.0:       8.8       10.8       16.0       60.6       58.0       85.4       84.8:      14.6       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        18         12          7         25         21         45         40:
Old  :        57:        18         11          4         23         14         41         29:
Other:        29:         3          6          4          8         15         14         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.7       38.2       48.3       54.1       34.7       37.4       42.4       47.7
Old  :                 38.3       45.5       48.8       62.6       36.7       45.0       46.1       59.8
Other:                 56.0       45.2       72.4       65.6       53.8       39.9       63.1       51.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,085,854:   136,629    237,592     48,973    778,427    650,435    964,030    937,000:   121,825    148,855
Old  : 1,085,854:   136,629    237,592     48,973    778,427    650,435    964,030    937,000:   121,825    148,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -2,558:    -4,899      1,710      3,250       -438     -4,629     -2,088        331:      -470     -2,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       21.9        4.5       71.7       59.9       88.8       86.3:      11.2       13.7
Old  :     100.0:      12.6       21.9        4.5       71.7       59.9       88.8       86.3:      11.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        46         61         45         88        114        162        192:
Old  :       249:        46         61         45         88        114        162        192:
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  :                 27.5       18.0       40.3       26.6       26.6       18.0       35.8       25.6
Old  :                 27.5       18.0       40.3       26.6       26.6       18.0       35.8       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 3,101,979:   402,217    506,131    283,470  2,075,490  1,886,457  2,761,178  2,676,057:   340,802    425,922
Old  : 3,101,979:   402,217    506,131    283,470  2,075,490  1,886,457  2,761,178  2,676,057:   340,802    425,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    58,773:    11,184     17,221     31,379     30,173     24,290     72,735     72,890:   -13,962    -14,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.3        9.1       66.9       60.8       89.0       86.3:      11.0       13.7
Old  :     100.0:      13.0       16.3        9.1       66.9       60.8       89.0       86.3:      11.0       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:        86         78        104        166        171        302        304:
Old  :       365:        86         78        104        166        171        302        304:
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  :                 28.3       16.5       36.8       23.1       25.5       12.3       32.2       18.0
Old  :                 28.3       16.5       36.8       23.1       25.5       12.3       32.2       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   113,680:    15,539     11,610        187     56,716     47,038     72,442     58,835:    41,238     54,845
Old  :   113,680:    15,539     11,610        187     56,716     47,038     72,442     58,835:    41,238     54,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :       915:    -2,891      1,100       -155      3,506     -3,753        460     -2,808:       455      3,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       10.2        0.2       49.9       41.4       63.7       51.8:      36.3       48.2
Old  :     100.0:      13.7       10.2        0.2       49.9       41.4       63.7       51.8:      36.3       48.2
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  :        25:         4          3          1         14         12         18         16:
Old  :        25:         4          3          1         14         12         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       32.4       48.0       42.3       28.3       32.2       46.4       41.3
Old  :                 28.5       32.4       48.0       42.3       28.3       32.2       46.4       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 with Delta-adjusted Options and Futures Combined, 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  : 2,602,389:   279,895    458,097    119,692  1,913,414  1,692,431  2,313,001  2,270,220:   289,388    332,169
Old  : 2,602,389:   279,895    458,097    119,692  1,913,414  1,692,431  2,313,001  2,270,220:   289,388    332,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :   -64,148:   -79,988    -18,344    -11,566     26,147    -26,025    -65,407    -55,935:     1,259     -8,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       17.6        4.6       73.5       65.0       88.9       87.2:      11.1       12.8
Old  :     100.0:      10.8       17.6        4.6       73.5       65.0       88.9       87.2:      11.1       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  :       282:        44         72         56        112        144        190        238:
Old  :       282:        44         72         56        112        144        190        238:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       13.6       45.4       23.0       31.7       13.5       40.2       21.4
Old  :                 35.4       13.6       45.4       23.0       31.7       13.5       40.2       21.4
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, 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  :   839,342:    17,638    152,284    148,553    646,635    483,928    812,826    784,765:    26,516     54,577
Old  :   839,342:    17,638    152,284    148,553    646,635    483,928    812,826    784,765:    26,516     54,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :  -142,665:   -24,780      7,245     -4,217   -117,575    -96,888   -146,572    -93,861:     3,907    -48,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.1       17.7       77.0       57.7       96.8       93.5:       3.2        6.5
Old  :     100.0:       2.1       18.1       17.7       77.0       57.7       96.8       93.5:       3.2        6.5
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  :       122:         9         47         33         48         64         84        118:
Old  :       122:         9         47         33         48         64         84        118:
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  :                 40.2       27.4       58.8       38.3       35.7       14.7       42.5       21.6
Old  :                 40.2       27.4       58.8       38.3       35.7       14.7       42.5       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 with Delta-adjusted Options and Futures Combined, 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  :    64,002:    26,730     17,048      1,109     28,535     36,934     56,373     55,092:     7,628      8,910
Old  :    64,002:    26,730     17,048      1,109     28,535     36,934     56,373     55,092:     7,628      8,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,641:     1,034     -2,394        242        995      4,302      2,271      2,150:      -630       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       26.6        1.7       44.6       57.7       88.1       86.1:      11.9       13.9
Old  :     100.0:      41.8       26.6        1.7       44.6       57.7       88.1       86.1:      11.9       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  :       111:        34         25          6         34         30         72         57:
Old  :       111:        34         25          6         34         30         72         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  :                 29.8       41.1       44.6       56.6       29.8       40.9       44.4       55.2
Old  :                 29.8       41.1       44.6       56.6       29.8       40.9       44.4       55.2
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, 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  :   128,004:    53,459     34,096      2,218     57,070     73,869    112,747    110,183:    15,257     17,821
Old  :   128,004:    53,459     34,096      2,218     57,070     73,869    112,747    110,183:    15,257     17,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     3,283:     2,067     -4,788        484      1,991      8,604      4,542      4,301:    -1,259     -1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       26.6        1.7       44.6       57.7       88.1       86.1:      11.9       13.9
Old  :     100.0:      41.8       26.6        1.7       44.6       57.7       88.1       86.1:      11.9       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  :       111:        34         25          6         34         30         72         57:
Old  :       111:        34         25          6         34         30         72         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  :                 29.8       41.1       44.6       56.6       29.8       40.9       44.4       55.2
Old  :                 29.8       41.1       44.6       56.6       29.8       40.9       44.4       55.2
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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