WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   506,509:    83,606    172,221    153,863    223,421    139,680    460,890    465,764:    45,619     40,744
Old  :   494,863:    82,509    173,761    148,818    219,344    133,884    450,670    456,462:    44,193     38,401
Other:    11,646:     4,224      1,587      1,918      4,077      5,796     10,219      9,302:     1,426      2,343
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       522:     2,078      2,555     -2,062        870        125        886        618:      -363        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       34.0       30.4       44.1       27.6       91.0       92.0:       9.0        8.0
Old  :     100.0:      16.7       35.1       30.1       44.3       27.1       91.1       92.2:       8.9        7.8
Other:     100.0:      36.3       13.6       16.5       35.0       49.8       87.8       79.9:      12.2       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       123        145        142        122        108        332        322:
Old  :       421:       123        147        140        122        105        330        319:
Other:        80:        19         13         12         20         35         47         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       10.6       20.4       18.3       11.2        7.7       16.9       13.2
Old  :                 13.4       10.4       20.7       18.2       11.6        7.9       17.3       13.5
Other:                 36.7       39.5       51.8       57.8       33.6       32.3       44.4       43.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   243,093:    66,046     88,663     44,702    111,201     84,940    221,949    218,305:    21,145     24,789
Old  :   240,216:    65,878     88,848     44,302    109,291     83,143    219,470    216,293:    20,746     23,923
Other:     2,877:       486        133         82      1,910      1,797      2,478      2,012:       399        865
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     2,958:     2,077      1,172        866       -165      1,583      2,778      3,620:       180       -663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       36.5       18.4       45.7       34.9       91.3       89.8:       8.7       10.2
Old  :     100.0:      27.4       37.0       18.4       45.5       34.6       91.4       90.0:       8.6       10.0
Other:     100.0:      16.9        4.6        2.8       66.4       62.5       86.1       69.9:      13.9       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        71         69         64         95         77        191        190:
Old  :       250:        68         73         63         95         77        190        190:
Other:        51:        11          4          7         16         24         30         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  :                 16.2       21.1       25.3       31.5       11.2       15.0       17.2       23.3
Old  :                 16.3       21.3       25.2       31.9       11.2       15.4       17.2       23.8
Other:                 50.9       49.6       68.9       61.2       50.9       45.3       68.1       56.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  : 1,866,861:   415,608    168,511    502,249    758,738    941,514  1,676,594  1,612,273:   190,267    254,588
Old  : 1,124,948:   344,509    218,954    227,676    446,817    568,063  1,019,001  1,014,693:   105,946    110,255
Other:   741,914:   186,826     65,284    158,846    311,921    373,450    657,593    597,580:    84,321    144,333
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    26,803:    33,316    -36,836     34,093    -40,961     15,754     26,448     13,011:       355     13,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        9.0       26.9       40.6       50.4       89.8       86.4:      10.2       13.6
Old  :     100.0:      30.6       19.5       20.2       39.7       50.5       90.6       90.2:       9.4        9.8
Other:     100.0:      25.2        8.8       21.4       42.0       50.3       88.6       80.5:      11.4       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       800:       237        147        247        301        351        665        638:
Old  :       722:       198        150        182        261        313        568        542:
Other:       651:       163        112        140        218        315        446        508:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       13.4       17.4       21.0        7.5        8.3       12.8       13.4
Old  :                 11.3       16.0       19.8       25.3       10.6       14.2       18.4       22.8
Other:                 15.8       17.3       24.3       23.1       12.2       11.0       18.5       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    11,962:     2,307      3,741      1,704      3,947      3,937      7,958      9,382:     4,004      2,580
Old  :    11,962:     2,307      3,741      1,704      3,947      3,937      7,958      9,382:     4,004      2,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       324:       -45         12        239         33         25        227        275:        97         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       31.3       14.2       33.0       32.9       66.5       78.4:      33.5       21.6
Old  :     100.0:      19.3       31.3       14.2       33.0       32.9       66.5       78.4:      33.5       21.6
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  :        45:        10         16          7         13         12         27         32:
Old  :        45:        10         16          7         13         12         27         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  :                 38.5       37.1       48.6       50.7       24.3       30.4       29.9       37.9
Old  :                 38.5       37.1       48.6       50.7       24.3       30.4       29.9       37.9
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 31, 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  : 1,216,683:   312,937     64,262    382,690    452,996    641,765  1,148,623  1,088,717:    68,060    127,966
Old  :   568,016:   200,101     78,995    162,967    170,542    282,279    533,610    524,242:    34,406     43,774
Other:   648,668:   169,432     41,862    163,128    282,454    359,485    615,013    564,475:    33,655     84,192
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    30,942:     8,206        358     15,920     10,018     17,751     34,143     34,029:    -3,202     -3,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        5.3       31.5       37.2       52.7       94.4       89.5:       5.6       10.5
Old  :     100.0:      35.2       13.9       28.7       30.0       49.7       93.9       92.3:       6.1        7.7
Other:     100.0:      26.1        6.5       25.1       43.5       55.4       94.8       87.0:       5.2       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       245        178        252        209        262        577        588:
Old  :       662:       188        193        170        133        234        420        505:
Other:       604:       184        143        170        170        241        430        484:
     :----------------------------------------------------------------------------------------------------
     :             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       11.2       19.1       18.5        8.3        7.7       12.3       13.0
Old  :                  9.7       12.3       17.3       21.0        8.2       11.0       14.5       18.2
Other:                 18.4       12.3       26.8       20.9       15.2        8.3       21.6       13.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    31,851:    10,716      3,053         23         76      8,052     10,815     11,128:    21,036     20,723
Old  :     4,877:     1,144        320         20         72        958      1,236      1,298:     3,641      3,579
Other:    26,974:     9,572      2,733          3          4      7,094      9,579      9,830:    17,395     17,144
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       402:       982       -123          0        -16        240        966        117:      -564        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        9.6        0.1        0.2       25.3       34.0       34.9:      66.0       65.1
Old  :     100.0:      23.5        6.6        0.4        1.5       19.6       25.3       26.6:      74.7       73.4
Other:     100.0:      35.5       10.1        0.0        0.0       26.3       35.5       36.4:      64.5       63.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         10          3          4         21          8         34:
Old  :        34:         4          9          1          4         21          8         31:
Other:        35:         4         10          2          2         21          6         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  :                 33.7       12.1       34.0       17.9       33.6       12.1       33.6       17.9
Old  :                 23.9       13.1       25.3       19.2       23.5       13.0       24.3       18.7
Other:                 35.5       12.6       35.5       19.0       35.5       12.6       35.5       19.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   467,378:   107,963     65,698    120,880    199,076    253,818    427,918    440,395:    39,460     26,983
Old  :   298,695:    91,727     77,777     62,674    122,294    138,979    276,694    279,430:    22,001     19,266
Other:   168,683:    49,066     20,751     25,376     76,782    114,838    151,224    160,965:    17,459      7,718
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     9,900:       316      9,493      3,655      4,067     -3,437      8,037      9,711:     1,863        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       14.1       25.9       42.6       54.3       91.6       94.2:       8.4        5.8
Old  :     100.0:      30.7       26.0       21.0       40.9       46.5       92.6       93.6:       7.4        6.4
Other:     100.0:      29.1       12.3       15.0       45.5       68.1       89.6       95.4:      10.4        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        91         81        112         93         84        257        232:
Old  :       297:        82         95         81         84         78        214        213:
Other:       219:        79         35         62         67         64        181        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.2       27.4       14.3       34.3        7.9       24.4       13.5       29.2
Old  :                  8.5       22.2       15.9       30.3        8.5       18.7       15.7       25.8
Other:                 13.5       38.1       22.5       47.4       13.0       35.3       21.6       44.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   637,732:   135,623     73,150     51,199    281,281    365,949    468,102    490,298:   169,629    147,433
Old  :   637,732:   135,623     73,150     51,199    281,281    365,949    468,102    490,298:   169,629    147,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    29,150:     9,844     17,174      7,702     19,562     20,181     37,109     45,056:    -7,959    -15,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.5        8.0       44.1       57.4       73.4       76.9:      26.6       23.1
Old  :     100.0:      21.3       11.5        8.0       44.1       57.4       73.4       76.9:      26.6       23.1
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  :       137:        33         27         31         61         65        108        109:
Old  :       137:        33         27         31         61         65        108        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  :                 16.7       20.6       25.8       29.0       12.4       13.4       19.2       19.3
Old  :                 16.7       20.6       25.8       29.0       12.4       13.4       19.2       19.3
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 31, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   616,209:    53,583    144,778     15,478    407,540    381,286    476,602    541,543:   139,607     74,666
Old  :   616,209:    53,583    144,778     15,478    407,540    381,286    476,602    541,543:   139,607     74,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :   -17,163:     3,572      3,941      7,218    -19,615    -20,860     -8,825     -9,701:    -8,338     -7,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       23.5        2.5       66.1       61.9       77.3       87.9:      22.7       12.1
Old  :     100.0:       8.7       23.5        2.5       66.1       61.9       77.3       87.9:      22.7       12.1
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  :        93:        13         15         10         53         49         73         67:
Old  :        93:        13         15         10         53         49         73         67:
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  :                 24.4       45.4       38.9       56.5       21.9       44.7       32.3       54.6
Old  :                 24.4       45.4       38.9       56.5       21.9       44.7       32.3       54.6
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 31, 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  :     5,333:     2,132      1,016        531      2,344      3,637      5,007      5,184:       326        149
Old  :     5,333:     2,132      1,016        531      2,344      3,637      5,007      5,184:       326        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       107:       196         25        -65        119        176        250        136:      -143        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       19.1       10.0       44.0       68.2       93.9       97.2:       6.1        2.8
Old  :     100.0:      40.0       19.1       10.0       44.0       68.2       93.9       97.2:       6.1        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  :        36:        13          6          4         10         14         26         21:
Old  :        36:        13          6          4         10         14         26         21:
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  :                 42.0       60.0       70.0       79.8       39.4       54.9       63.4       69.6
Old  :                 42.0       60.0       70.0       79.8       39.4       54.9       63.4       69.6
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 31, 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  :   478,491:   115,952     28,752    112,000    192,496    305,977    420,449    446,729:    58,042     31,762
Old  :   284,435:    84,474     19,783     63,046     99,532    180,837    247,051    263,667:    37,383     20,768
Other:   194,056:    41,661     19,150     38,772     92,965    125,140    173,397    183,062:    20,659     10,994
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    15,376:     5,636      1,972      3,299      3,636      9,361     12,571     14,632:     2,805        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        6.0       23.4       40.2       63.9       87.9       93.4:      12.1        6.6
Old  :     100.0:      29.7        7.0       22.2       35.0       63.6       86.9       92.7:      13.1        7.3
Other:     100.0:      21.5        9.9       20.0       47.9       64.5       89.4       94.3:      10.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       112         58         89         97        103        256        210:
Old  :       286:       109         54         74         88        100        231        194:
Other:       207:        62         42         49         77         69        166        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       31.1       19.6       41.3        9.7       28.2       13.6       32.4
Old  :                 12.6       29.8       20.0       40.8       10.5       27.6       16.0       33.8
Other:                 15.1       33.9       26.0       45.5       13.2       29.1       21.2       35.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    10,880:     1,868      1,383      1,067      5,329      6,844      8,264      9,294:     2,616      1,586
Old  :     7,201:     1,782      1,231        344      3,134      4,634      5,259      6,209:     1,941        992
Other:     3,680:       268        334        542      2,196      2,210      3,005      3,086:       675        594
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :        -9:         8        241        109        201       -468        318       -118:      -327        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.7        9.8       49.0       62.9       76.0       85.4:      24.0       14.6
Old  :     100.0:      24.7       17.1        4.8       43.5       64.4       73.0       86.2:      27.0       13.8
Other:     100.0:       7.3        9.1       14.7       59.7       60.1       81.7       83.9:      18.3       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        19         13          9         22         17         45         36:
Old  :        51:        19         11          6         15         11         34         28:
Other:        37:         8          7          7         15         15         28         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.3       41.6       46.7       56.1       32.4       38.8       41.6       49.0
Old  :                 37.2       55.1       49.1       65.5       36.9       50.0       47.0       60.1
Other:                 49.4       42.1       60.8       60.3       47.5       37.7       54.6       50.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  : 1,028,577:   107,846    301,368     53,633    741,165    530,533    902,644    885,534:   125,933    143,043
Old  : 1,028,577:   107,846    301,368     53,633    741,165    530,533    902,644    885,534:   125,933    143,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -170,123:   -27,080     17,645    -23,161   -118,540   -134,391   -168,780   -139,907:    -1,343    -30,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       29.3        5.2       72.1       51.6       87.8       86.1:      12.2       13.9
Old  :     100.0:      10.5       29.3        5.2       72.1       51.6       87.8       86.1:      12.2       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:        38         69         40         84        105        145        191:
Old  :       235:        38         69         40         84        105        145        191:
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       20.1       36.9       28.2       22.8       19.5       30.9       26.7
Old  :                 25.5       20.1       36.9       28.2       22.8       19.5       30.9       26.7
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 31, 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  : 3,008,182:   381,141    541,071    294,451  1,979,203  1,743,561  2,654,796  2,579,083:   353,386    429,099
Old  : 3,008,182:   381,141    541,071    294,451  1,979,203  1,743,561  2,654,796  2,579,083:   353,386    429,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -165,767:   -64,907      1,548      5,926    -59,188    -92,779   -118,168    -85,305:   -47,599    -80,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.0        9.8       65.8       58.0       88.3       85.7:      11.7       14.3
Old  :     100.0:      12.7       18.0        9.8       65.8       58.0       88.3       85.7:      11.7       14.3
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  :       349:        67         87         93        157        167        281        290:
Old  :       349:        67         87         93        157        167        281        290:
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  :                 28.7       14.5       35.0       22.3       25.4       10.5       30.2       16.5
Old  :                 28.7       14.5       35.0       22.3       25.4       10.5       30.2       16.5
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 31, 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  :   159,231:    14,383     14,091        258     93,398     73,516    108,039     87,865:    51,191     71,365
Old  :   159,231:    14,383     14,091        258     93,398     73,516    108,039     87,865:    51,191     71,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     8,337:    -2,911     -4,746        -20     11,738     13,205      8,808      8,439:      -471       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        8.8        0.2       58.7       46.2       67.9       55.2:      32.1       44.8
Old  :     100.0:       9.0        8.8        0.2       58.7       46.2       67.9       55.2:      32.1       44.8
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  :        29:         2          4          1         16         16         18         21:
Old  :        29:         2          4          1         16         16         18         21:
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  :                 33.8       28.1       51.6       39.2       29.6       25.0       44.2       32.9
Old  :                 33.8       28.1       51.6       39.2       29.6       25.0       44.2       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  : 2,740,063:   279,081    450,747    213,108  1,984,049  1,713,538  2,476,237  2,377,392:   263,825    362,671
Old  : 2,740,063:   279,081    450,747    213,108  1,984,049  1,713,538  2,476,237  2,377,392:   263,825    362,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :  -173,670:   -12,268     48,531      1,365    -39,052    -89,991    -49,955    -40,095:  -123,714   -133,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.5        7.8       72.4       62.5       90.4       86.8:       9.6       13.2
Old  :     100.0:      10.2       16.5        7.8       72.4       62.5       90.4       86.8:       9.6       13.2
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  :       279:        52         61         58        112        144        194        233:
Old  :       279:        52         61         58        112        144        194        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       17.1       45.1       28.2       32.7       14.4       40.2       23.9
Old  :                 36.6       17.1       45.1       28.2       32.7       14.4       40.2       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  : 1,013,091:    40,167    164,093    226,997    724,032    569,561    991,196    960,651:    21,895     52,441
Old  : 1,013,091:    40,167    164,093    226,997    724,032    569,561    991,196    960,651:    21,895     52,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :    52,168:    20,058     14,811        909     36,055     35,735     57,022     51,455:    -4,854        713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       16.2       22.4       71.5       56.2       97.8       94.8:       2.2        5.2
Old  :     100.0:       4.0       16.2       22.4       71.5       56.2       97.8       94.8:       2.2        5.2
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  :       132:        15         48         41         53         66         96        129:
Old  :       132:        15         48         41         53         66         96        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       25.8       54.8       37.4       28.1       10.7       35.3       17.0
Old  :                 36.7       25.8       54.8       37.4       28.1       10.7       35.3       17.0
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 31, 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  :    62,756:    27,512     13,941      1,138     26,289     37,980     54,939     53,059:     7,817      9,697
Old  :    62,756:    27,512     13,941      1,138     26,289     37,980     54,939     53,059:     7,817      9,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     2,419:       219        515       -245      2,433      2,406      2,407      2,676:        12       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       22.2        1.8       41.9       60.5       87.5       84.5:      12.5       15.5
Old  :     100.0:      43.8       22.2        1.8       41.9       60.5       87.5       84.5:      12.5       15.5
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  :       113:        35         28          6         35         26         72         58:
Old  :       113:        35         28          6         35         26         72         58:
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  :                 30.4       39.6       47.0       53.7       30.4       39.6       46.8       53.5
Old  :                 30.4       39.6       47.0       53.7       30.4       39.6       46.8       53.5
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 31, 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  :   125,511:    55,024     27,882      2,276     52,578     75,959    109,878    106,118:    15,633     19,394
Old  :   125,511:    55,024     27,882      2,276     52,578     75,959    109,878    106,118:    15,633     19,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     4,837:       438      1,030       -490      4,866      4,813      4,813      5,353:        24       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       22.2        1.8       41.9       60.5       87.5       84.5:      12.5       15.5
Old  :     100.0:      43.8       22.2        1.8       41.9       60.5       87.5       84.5:      12.5       15.5
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  :       113:        35         28          6         35         26         72         58:
Old  :       113:        35         28          6         35         26         72         58:
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  :                 30.4       39.6       47.0       53.7       30.4       39.6       46.8       53.5
Old  :                 30.4       39.6       47.0       53.7       30.4       39.6       46.8       53.5
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 31, 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  :    21,255:    18,927     19,683        918      1,243        645     21,088     21,246:       167          9
Old  :    21,255:    18,927     19,683        918      1,243        645     21,088     21,246:       167          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :     1,743:     2,078      1,750         -7          0          0      2,071      1,743:      -328          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.0       92.6        4.3        5.8        3.0       99.2      100.0:       0.8        0.0
Old  :     100.0:      89.0       92.6        4.3        5.8        3.0       99.2      100.0:       0.8        0.0
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  :        32:        20         10          3          2          1         23         13:
Old  :        32:        20         10          3          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  :                 76.9       74.7       91.2       91.6       74.4       74.7       85.4       88.8
Old  :                 76.9       74.7       91.2       91.6       74.4       74.7       85.4       88.8
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 31, 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  :    28,250:    21,020     10,492         72      6,970     17,591     28,062     28,155:       188         95
Old  :    28,250:    21,020     10,492         72      6,970     17,591     28,062     28,155:       188         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :       -71:       106       -580       -113        -62        598        -69        -95:        -2         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4       37.1        0.3       24.7       62.3       99.3       99.7:       0.7        0.3
Old  :     100.0:      74.4       37.1        0.3       24.7       62.3       99.3       99.7:       0.7        0.3
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  :        45:         9         12          1          6         21         15         34:
Old  :        45:         9         12          1          6         21         15         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  :                 86.2       49.9       94.9       69.9       86.2       48.9       94.3       69.0
Old  :                 86.2       49.9       94.9       69.9       86.2       48.9       94.3       69.0
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, May 31, 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  :    30,830:    25,059     11,674        549      5,139     18,455     30,747     30,678:        83        152
Old  :    30,830:    25,059     11,674        549      5,139     18,455     30,747     30,678:        83        152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2016                         :
     :      -687:     1,136       -702        545     -2,401       -533       -720       -690:        33          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       37.9        1.8       16.7       59.9       99.7       99.5:       0.3        0.5
Old  :     100.0:      81.3       37.9        1.8       16.7       59.9       99.7       99.5:       0.3        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  :        34:         7         12          2          4         12         12         25:
Old  :        34:         7         12          2          4         12         12         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.4       61.2       97.6       82.2       89.4       61.2       95.4       82.2
Old  :                 89.4       61.2       97.6       82.2       89.4       61.2       95.4       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 3, 2016