WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   585,850:   117,471    228,395    178,356    231,608    131,716    527,435    538,467:    58,415     47,383
Old  :   551,314:   111,352    231,251    165,799    219,140    111,663    496,291    508,713:    55,023     42,601
Other:    34,537:    15,526      6,551      3,150     12,468     20,053     31,145     29,754:     3,392      4,783
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    24,441:     5,927      2,623     12,404      3,630      8,315     21,962     23,343:     2,479      1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       39.0       30.4       39.5       22.5       90.0       91.9:      10.0        8.1
Old  :     100.0:      20.2       41.9       30.1       39.7       20.3       90.0       92.3:      10.0        7.7
Other:     100.0:      45.0       19.0        9.1       36.1       58.1       90.2       86.2:       9.8       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       490:       172        146        148        140        117        390        346:
Old  :       489:       174        149        142        140        112        386        338:
Other:       127:        29         24         17         31         56         71         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8        8.3       16.1       15.8        7.9        7.6       12.9       14.2
Old  :                 10.0        8.5       16.5       16.3        8.3        8.0       13.4       15.2
Other:                 38.9       24.6       51.9       39.1       38.9       23.5       49.2       37.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   256,519:    69,515     90,108     48,149    115,004     92,489    232,669    230,746:    23,849     25,772
Old  :   237,056:    69,613     89,597     42,311    103,192     81,827    215,116    213,736:    21,939     23,320
Other:    19,463:     4,929      5,537        811     11,812     10,662     17,553     17,010:     1,910      2,453
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -1,458:    -2,550     -1,595        459        222     -1,624     -1,869     -2,760:       411      1,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       35.1       18.8       44.8       36.1       90.7       90.0:       9.3       10.0
Old  :     100.0:      29.4       37.8       17.8       43.5       34.5       90.7       90.2:       9.3        9.8
Other:     100.0:      25.3       28.4        4.2       60.7       54.8       90.2       87.4:       9.8       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        63         69         71         92         81        195        193:
Old  :       250:        65         68         65         92         79        190        187:
Other:        98:        15         17         10         31         46         52         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       17.0       22.0       27.7       12.5       15.9       20.2       25.7
Old  :                 14.2       18.0       23.5       29.0       13.4       16.9       21.7       27.6
Other:                 32.3       43.0       53.8       58.4       32.3       40.0       53.3       54.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  : 1,812,322:   325,461    304,173    533,615    768,838    715,611  1,627,914  1,553,399:   184,408    258,923
Old  :   595,678:   174,084    208,374    137,754    234,278    203,754    546,116    549,882:    49,562     45,795
Other: 1,216,644:   286,757    231,179    260,481    534,560    511,857  1,081,798  1,003,516:   134,846    213,128
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    52,538:       329     39,442     33,098     15,990    -19,798     49,417     52,742:     3,121       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       16.8       29.4       42.4       39.5       89.8       85.7:      10.2       14.3
Old  :     100.0:      29.2       35.0       23.1       39.3       34.2       91.7       92.3:       8.3        7.7
Other:     100.0:      23.6       19.0       21.4       43.9       42.1       88.9       82.5:      11.1       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       807:       219        164        238        342        341        679        641:
Old  :       628:       178        103        111        253        219        475        391:
Other:       754:       193        152        178        296        330        574        584:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       11.5       16.3       17.2        6.7        6.7       11.3       10.8
Old  :                 10.0       18.0       17.2       29.4        8.5       16.0       14.8       25.4
Other:                 12.6       11.3       19.3       18.0        8.6        6.4       13.5       11.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :    10,898:     2,574      3,413        982      4,549      4,715      8,105      9,109:     2,794      1,789
Old  :    10,898:     2,574      3,413        982      4,549      4,715      8,105      9,109:     2,794      1,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :        46:      -270        283       -428        680        209        -17         64:        63        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       31.3        9.0       41.7       43.3       74.4       83.6:      25.6       16.4
Old  :     100.0:      23.6       31.3        9.0       41.7       43.3       74.4       83.6:      25.6       16.4
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  :        53:        13         19          9         17         12         37         35:
Old  :        53:        13         19          9         17         12         37         35:
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  :                 28.8       43.1       42.7       55.1       26.0       39.2       36.2       47.8
Old  :                 28.8       43.1       42.7       55.1       26.0       39.2       36.2       47.8
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, August 02, 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  :   957,855:   200,607     62,116    302,345    396,793    485,977    899,745    850,438:    58,111    107,417
Old  :   920,505:   187,842     60,315    292,673    385,652    462,433    866,167    815,421:    54,338    105,084
Other:    37,351:    18,734      7,770      3,703     11,141     23,544     33,578     35,018:     3,773      2,333
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :   -11,984:   -13,339      4,545      3,669        386    -18,212     -9,284     -9,998:    -2,700     -1,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.5       31.6       41.4       50.7       93.9       88.8:       6.1       11.2
Old  :     100.0:      20.4        6.6       31.8       41.9       50.2       94.1       88.6:       5.9       11.4
Other:     100.0:      50.2       20.8        9.9       29.8       63.0       89.9       93.8:      10.1        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       675:       225        155        232        205        258        532        553:
Old  :       674:       217        162        231        201        258        526        553:
Other:       225:        40         36         21         46        121         94        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       12.9       23.9       21.4       11.4        8.2       15.9       12.5
Old  :                 16.7       12.7       24.3       21.5       12.3        8.0       17.0       12.3
Other:                 36.2       48.4       51.2       70.7       35.5       48.2       49.3       68.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :    33,379:     9,839      4,224         38         11     10,979      9,888     15,241:    23,491     18,138
Old  :    32,468:     9,711      4,128         37         11     10,663      9,759     14,828:    22,709     17,640
Other:       911:       128         96          1          0        316        129        413:       782        498
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :      -325:       494       -213         33         -4        185        523          5:      -848       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       12.7        0.1        0.0       32.9       29.6       45.7:      70.4       54.3
Old  :     100.0:      29.9       12.7        0.1        0.0       32.8       30.1       45.7:      69.9       54.3
Other:     100.0:      14.1       10.5        0.1        0.0       34.7       14.2       45.3:      85.8       54.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4         14          2          4         30          8         46:
Old  :        48:         4         14          2          4         30          8         46:
Other:        26:         2          5          1          0         19          2         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       12.9       29.6       19.1       29.5       12.9       29.5       19.1
Old  :                 30.0       12.9       30.1       18.8       29.9       12.9       29.9       18.8
Other:                 14.2       28.0       14.2       35.8       14.1       28.0       14.1       35.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   401,307:    84,139     78,375     87,559    196,763    203,210    368,462    369,144:    32,845     32,163
Old  :    67,404:    14,652     12,880     13,306     34,391     35,674     62,349     61,860:     5,055      5,544
Other:   333,902:    78,974     74,981     64,767    162,372    167,536    306,112    307,284:    27,790     26,619
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -4,671:       864     -2,592      3,439     -8,055     -5,699     -3,752     -4,853:      -919        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       19.5       21.8       49.0       50.6       91.8       92.0:       8.2        8.0
Old  :     100.0:      21.7       19.1       19.7       51.0       52.9       92.5       91.8:       7.5        8.2
Other:     100.0:      23.7       22.5       19.4       48.6       50.2       91.7       92.0:       8.3        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        85         93         97         88         79        236        217:
Old  :       165:        41         45         35         43         52        103        115:
Other:       285:        85         82         89         82         74        221        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       25.0       15.5       31.8        7.9       20.3       14.1       26.1
Old  :                 19.3       23.0       32.6       38.7       18.5       22.0       28.6       35.0
Other:                  9.8       27.7       17.8       34.6        9.2       24.1       16.1       29.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   674,323:   138,965     71,360     65,287    315,480    381,135    519,732    517,783:   154,591    156,541
Old  :   674,323:   138,965     71,360     65,287    315,480    381,135    519,732    517,783:   154,591    156,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     5,228:   -31,075       -431      9,394     30,710    -15,318      9,028     -6,355:    -3,800     11,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.6        9.7       46.8       56.5       77.1       76.8:      22.9       23.2
Old  :     100.0:      20.6       10.6        9.7       46.8       56.5       77.1       76.8:      22.9       23.2
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  :       154:        37         30         38         67         74        124        122:
Old  :       154:        37         30         38         67         74        124        122:
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  :                 15.4       21.4       24.4       30.0       10.6       14.1       17.5       20.9
Old  :                 15.4       21.4       24.4       30.0       10.6       14.1       17.5       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   602,381:    45,569    144,390      9,045    409,498    368,088    464,112    521,523:   138,269     80,858
Old  :   602,381:    45,569    144,390      9,045    409,498    368,088    464,112    521,523:   138,269     80,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -1,641:   -20,886       -246        872     10,378     -1,351     -9,635       -725:     7,995       -916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       24.0        1.5       68.0       61.1       77.0       86.6:      23.0       13.4
Old  :     100.0:       7.6       24.0        1.5       68.0       61.1       77.0       86.6:      23.0       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        13         16         10         51         54         72         72:
Old  :        98:        13         16         10         51         54         72         72:
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  :                 24.2       40.9       38.1       52.3       19.8       40.9       29.9       49.3
Old  :                 24.2       40.9       38.1       52.3       19.8       40.9       29.9       49.3
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, August 02, 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  :     4,241:     1,968        471        928      1,146      2,705      4,042      4,104:       199        137
Old  :     4,241:     1,968        471        928      1,146      2,705      4,042      4,104:       199        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :      -195:        72        199       -135       -134       -291       -197       -227:         2         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       11.1       21.9       27.0       63.8       95.3       96.8:       4.7        3.2
Old  :     100.0:      46.4       11.1       21.9       27.0       63.8       95.3       96.8:       4.7        3.2
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  :        30:        10          7          4          8         11         20         20:
Old  :        30:        10          7          4          8         11         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       52.4       73.2       80.6       43.6       41.9       55.2       53.3
Old  :                 52.8       52.4       73.2       80.6       43.6       41.9       55.2       53.3
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, August 02, 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  :   428,672:    96,697     26,150     87,179    200,079    285,404    383,955    398,733:    44,717     29,939
Old  :    81,014:    19,657      5,566     16,317     34,746     51,118     70,721     73,002:    10,294      8,013
Other:   347,658:    89,568     33,111     58,334    165,332    234,286    313,234    325,731:    34,424     21,927
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -3,402:    -1,229      2,987     -2,609      3,350     -5,520       -489     -5,143:    -2,914      1,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.1       20.3       46.7       66.6       89.6       93.0:      10.4        7.0
Old  :     100.0:      24.3        6.9       20.1       42.9       63.1       87.3       90.1:      12.7        9.9
Other:     100.0:      25.8        9.5       16.8       47.6       67.4       90.1       93.7:       9.9        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        80         51         85         99         91        234        192:
Old  :       187:        60         25         27         63         65        135        105:
Other:       257:        76         65         76         91         83        215        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       33.2       19.2       42.1       10.5       28.8       16.0       32.4
Old  :                 16.8       24.6       27.0       37.7       14.8       22.5       22.9       32.6
Other:                 12.2       35.4       19.7       44.1       11.0       30.5       17.6       34.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,115:     2,129      4,483      1,275      6,255      4,157      9,658      9,915:     2,457      2,200
Old  :    12,115:     2,129      4,483      1,275      6,255      4,157      9,658      9,915:     2,457      2,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     1,679:       247      1,417        391        858       -415      1,496      1,394:       183        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       37.0       10.5       51.6       34.3       79.7       81.8:      20.3       18.2
Old  :     100.0:      17.6       37.0       10.5       51.6       34.3       79.7       81.8:      20.3       18.2
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  :        73:        18         29         10         22         14         45         50:
Old  :        73:        18         29         10         22         14         45         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       27.8       51.8       41.9       40.5       26.4       50.5       40.2
Old  :                 41.1       27.8       51.8       41.9       40.5       26.4       50.5       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  : 1,112,840:   297,552    247,705     46,326    651,617    680,366    995,495    974,397:   117,345    138,443
Old  : 1,112,840:   297,552    247,705     46,326    651,617    680,366    995,495    974,397:   117,345    138,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    29,466:    40,094    -17,335      2,883     -5,600     49,658     37,377     35,206:    -7,911     -5,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       22.3        4.2       58.6       61.1       89.5       87.6:      10.5       12.4
Old  :     100.0:      26.7       22.3        4.2       58.6       61.1       89.5       87.6:      10.5       12.4
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  :       248:        49         57         41         93        110        168        182:
Old  :       248:        49         57         41         93        110        168        182:
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  :                 23.0       18.3       34.2       26.9       22.3       18.2       30.9       25.6
Old  :                 23.0       18.3       34.2       26.9       22.3       18.2       30.9       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, August 02, 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  : 3,255,244:   554,297    458,290    310,261  1,996,445  2,047,936  2,861,002  2,816,487:   394,242    438,758
Old  : 3,255,244:   554,297    458,290    310,261  1,996,445  2,047,936  2,861,002  2,816,487:   394,242    438,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    87,666:   -10,828     34,303     31,446     75,404     32,955     96,022     98,704:    -8,356    -11,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.1        9.5       61.3       62.9       87.9       86.5:      12.1       13.5
Old  :     100.0:      17.0       14.1        9.5       61.3       62.9       87.9       86.5:      12.1       13.5
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  :       363:        87         76         94        157        172        291        295:
Old  :       363:        87         76         94        157        172        291        295:
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  :                 27.1       17.6       36.1       26.0       24.6       12.2       30.4       18.6
Old  :                 27.1       17.6       36.1       26.0       24.6       12.2       30.4       18.6
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, August 02, 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  :   174,049:    23,341     14,075        176     94,463     85,794    117,980    100,045:    56,069     74,005
Old  :   174,049:    23,341     14,075        176     94,463     85,794    117,980    100,045:    56,069     74,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -1,243:    -7,627        115        -19      4,209     -3,021     -3,437     -2,925:     2,194      1,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        8.1        0.1       54.3       49.3       67.8       57.5:      32.2       42.5
Old  :     100.0:      13.4        8.1        0.1       54.3       49.3       67.8       57.5:      32.2       42.5
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  :        30:         3          2          1         20         14         23         17:
Old  :        30:         3          2          1         20         14         23         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       34.6       48.4       46.1       33.5       33.6       45.9       44.9
Old  :                 34.8       34.6       48.4       46.1       33.5       33.6       45.9       44.9
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, August 02, 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  : 2,900,467:   402,459    593,034    107,742  2,114,036  1,861,907  2,624,237  2,562,683:   276,231    337,784
Old  : 2,900,467:   402,459    593,034    107,742  2,114,036  1,861,907  2,624,237  2,562,683:   276,231    337,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    82,418:    37,255     24,820      1,236     44,462     48,030     82,953     74,085:      -535      8,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       20.4        3.7       72.9       64.2       90.5       88.4:       9.5       11.6
Old  :     100.0:      13.9       20.4        3.7       72.9       64.2       90.5       88.4:       9.5       11.6
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  :       302:        43         80         52        113        155        195        248:
Old  :       302:        43         80         52        113        155        195        248:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       18.0       48.3       27.9       35.4       17.6       44.6       26.3
Old  :                 38.9       18.0       48.3       27.9       35.4       17.6       44.6       26.3
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, August 02, 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  :   768,335:    31,161    127,873    164,823    551,704    427,520    747,688    720,216:    20,647     48,119
Old  :   768,335:    31,161    127,873    164,823    551,704    427,520    747,688    720,216:    20,647     48,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :   -99,889:   -21,350     33,580    -33,530    -45,513    -97,425   -100,392    -97,374:       504     -2,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.6       21.5       71.8       55.6       97.3       93.7:       2.7        6.3
Old  :     100.0:       4.1       16.6       21.5       71.8       55.6       97.3       93.7:       2.7        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        16         37         35         53         64         91        119:
Old  :       124:        16         37         35         53         64         91        119:
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  :                 28.6       18.7       47.2       31.6       21.0       13.7       31.1       19.2
Old  :                 28.6       18.7       47.2       31.6       21.0       13.7       31.1       19.2
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, August 02, 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  :    70,724:    44,099      5,717        602     16,999     54,693     61,699     61,012:     9,024      9,711
Old  :    70,724:    44,099      5,717        602     16,999     54,693     61,699     61,012:     9,024      9,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     2,324:     2,436     -2,323        236         69      4,987      2,740      2,899:      -416       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4        8.1        0.9       24.0       77.3       87.2       86.3:      12.8       13.7
Old  :     100.0:      62.4        8.1        0.9       24.0       77.3       87.2       86.3:      12.8       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  :       119:        47         23          7         28         29         79         55:
Old  :       119:        47         23          7         28         29         79         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       43.4       47.7       60.0       35.3       43.4       47.7       60.0
Old  :                 35.3       43.4       47.7       60.0       35.3       43.4       47.7       60.0
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, August 02, 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  :   141,447:    88,197     11,433      1,204     33,997    109,387    123,399    122,025:    18,048     19,423
Old  :   141,447:    88,197     11,433      1,204     33,997    109,387    123,399    122,025:    18,048     19,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     4,648:     4,871     -4,646        471        137      9,973      5,480      5,799:      -832     -1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4        8.1        0.9       24.0       77.3       87.2       86.3:      12.8       13.7
Old  :     100.0:      62.4        8.1        0.9       24.0       77.3       87.2       86.3:      12.8       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  :       119:        47         23          7         28         29         79         55:
Old  :       119:        47         23          7         28         29         79         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       43.4       47.7       60.0       35.3       43.4       47.7       60.0
Old  :                 35.3       43.4       47.7       60.0       35.3       43.4       47.7       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :    16,953:    14,356     15,611        734      1,683        600     16,773     16,945:       180          8
Old  :    16,953:    14,356     15,611        734      1,683        600     16,773     16,945:       180          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     1,783:     2,055      1,149         40       -294        600      1,801      1,789:       -18         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.7       92.1        4.3        9.9        3.5       98.9      100.0:       1.1        0.0
Old  :     100.0:      84.7       92.1        4.3        9.9        3.5       98.9      100.0:       1.1        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  :        33:        21         10          2          1          1         23         12:
Old  :        33:        21         10          2          1          1         23         12:
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  :                 70.5       81.7       86.3       96.2       68.5       79.4       84.3       93.3
Old  :                 70.5       81.7       86.3       96.2       68.5       79.4       84.3       93.3
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, August 02, 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  :    24,941:    13,007      7,782        272     11,530     16,763     24,809     24,817:       132        124
Old  :    24,941:    13,007      7,782        272     11,530     16,763     24,809     24,817:       132        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :      -143:      -362     -1,544         31        195      1,354       -136       -159:        -7         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       31.2        1.1       46.2       67.2       99.5       99.5:       0.5        0.5
Old  :     100.0:      52.2       31.2        1.1       46.2       67.2       99.5       99.5:       0.5        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  :        39:         7         12          1          6         16         14         28:
Old  :        39:         7         12          1          6         16         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  :                 78.6       51.5       94.1       70.0       78.6       51.5       94.1       70.0
Old  :                 78.6       51.5       94.1       70.0       78.6       51.5       94.1       70.0
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, August 02, 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  :    35,363:    25,291      7,768         49      9,948     27,477     35,288     35,294:        75         69
Old  :    35,363:    25,291      7,768         49      9,948     27,477     35,288     35,294:        75         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     1,546:     2,541       -736          0       -974      2,279      1,567      1,543:       -21          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.5       22.0        0.1       28.1       77.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      71.5       22.0        0.1       28.1       77.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10         11          1          5         11         15         23:
Old  :        36:        10         11          1          5         11         15         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  :                 86.5       74.5       95.2       90.7       86.5       74.5       94.3       90.7
Old  :                 86.5       74.5       95.2       90.7       86.5       74.5       94.3       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 5, 2016