WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   435,150:    83,075    160,234    129,000    186,163    104,591    398,238    393,825:    36,912     41,325
Old  :   331,543:    75,800    146,483     93,798    135,395     61,137    304,994    301,418:    26,549     30,124
Other:   103,608:    24,551     31,028     17,925     50,768     43,454     93,244     92,407:    10,363     11,201
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    23,975:    -3,288     13,901     14,719     11,646     -5,210     23,077     23,410:       897        564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       36.8       29.6       42.8       24.0       91.5       90.5:       8.5        9.5
Old  :     100.0:      22.9       44.2       28.3       40.8       18.4       92.0       90.9:       8.0        9.1
Other:     100.0:      23.7       29.9       17.3       49.0       41.9       90.0       89.2:      10.0       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       126        119        139        115        108        315        307:
Old  :       384:       135        110        119        107         99        291        284:
Other:       223:        51         69         47         69         69        149        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9        9.5       21.1       17.0       13.3        9.4       20.2       16.5
Old  :                 13.4       11.5       21.3       19.7       12.7       11.3       20.5       19.1
Other:                 23.6       19.3       35.9       30.4       23.3       15.7       33.2       26.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   197,289:    46,900     69,964     30,510     99,237     69,419    176,647    169,893:    20,641     27,396
Old  :   130,299:    39,641     64,486     17,554     58,174     29,731    115,369    111,772:    14,930     18,527
Other:    66,990:    16,669     14,887      3,547     41,064     39,688     61,279     58,121:     5,711      8,869
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     5,067:    -3,646     -6,490      4,355      4,723      4,885      5,432      2,751:      -365      2,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       35.5       15.5       50.3       35.2       89.5       86.1:      10.5       13.9
Old  :     100.0:      30.4       49.5       13.5       44.6       22.8       88.5       85.8:      11.5       14.2
Other:     100.0:      24.9       22.2        5.3       61.3       59.2       91.5       86.8:       8.5       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        48         62         52         76         63        159        158:
Old  :       201:        56         57         31         62         56        128        136:
Other:       143:        26         36         18         60         46        103         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       19.2       23.7       28.5       12.1       16.8       20.1       25.5
Old  :                 20.0       18.2       29.7       29.9       16.8       18.1       25.9       29.1
Other:                 20.9       35.6       33.8       45.9       19.9       29.7       30.8       37.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,586,524:   305,043    301,324    379,410    729,920    696,006  1,414,374  1,376,740:   172,150    209,784
Old  : 1,376,897:   305,228    293,538    301,251    623,620    611,104  1,230,099  1,205,893:   146,798    171,004
Other:   209,627:    40,511     48,482     37,464    106,300     84,901    184,275    170,847:    25,352     38,780
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    41,692:   -12,692     27,729     19,480     30,352    -10,032     37,140     37,177:     4,552      4,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       19.0       23.9       46.0       43.9       89.1       86.8:      10.9       13.2
Old  :     100.0:      22.2       21.3       21.9       45.3       44.4       89.3       87.6:      10.7       12.4
Other:     100.0:      19.3       23.1       17.9       50.7       40.5       87.9       81.5:      12.1       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       737:       152        175        194        306        330        567        609:
Old  :       725:       153        175        180        300        321        549        590:
Other:       424:        61         70         53        128        239        215        339:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       10.4       19.0       16.4        9.6        8.2       16.2       12.9
Old  :                 12.5       11.2       20.5       17.7       11.6        9.5       19.2       14.7
Other:                 21.2       19.0       31.3       28.0       18.5       16.9       27.7       23.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,488:     2,527      1,475      1,866      3,892      5,811      8,285      9,152:     2,203      1,336
Old  :     9,687:     2,989      1,462      1,381      3,209      5,578      7,579      8,420:     2,108      1,267
Other:       801:         0        476         23        682        233        706        732:        95         69
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       831:       328        227        324        223        308        875        860:       -44        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       14.1       17.8       37.1       55.4       79.0       87.3:      21.0       12.7
Old  :     100.0:      30.9       15.1       14.3       33.1       57.6       78.2       86.9:      21.8       13.1
Other:     100.0:       0.1       59.5        2.9       85.2       29.1       88.1       91.4:      11.9        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         12          8         14         12         30         28:
Old  :        41:        13         11          8         13         12         29         28:
Other:        14:         1          5          3          5          4          8         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       44.5       58.3       64.7       35.9       38.6       42.3       51.6
Old  :                 47.8       47.4       57.1       66.0       38.7       43.9       45.7       57.8
Other:                 82.3       78.2       88.1       88.7       80.3       78.1       83.2       86.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   864,240:   116,948    148,551    247,590    430,658    391,947    795,195    788,088:    69,044     76,151
Old  :   760,448:   117,832    138,281    223,120    357,047    335,579    697,999    696,980:    62,450     63,469
Other:   103,791:     9,729     20,884     13,857     73,611     56,368     97,197     91,109:     6,595     12,682
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -13,770:    -6,632     -6,100     -5,870        269      1,697    -12,233    -10,273:    -1,537     -3,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       17.2       28.6       49.8       45.4       92.0       91.2:       8.0        8.8
Old  :     100.0:      15.5       18.2       29.3       47.0       44.1       91.8       91.7:       8.2        8.3
Other:     100.0:       9.4       20.1       13.4       70.9       54.3       93.6       87.8:       6.4       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       157        185        251        170        178        479        493:
Old  :       567:       169        176        232        169        167        467        466:
Other:       265:        51         71         64         61        112        156        208:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       14.0       26.4       20.8       16.3       11.9       21.3       18.0
Old  :                 15.6       14.4       22.9       21.8       12.5       12.5       18.6       18.7
Other:                 53.6       30.9       65.0       46.2       52.1       30.3       62.4       44.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   457,235:   121,605     41,672    119,872    174,887    266,629    416,364    428,172:    40,871     29,063
Old  :   410,996:   124,027     44,180     97,891    153,995    242,225    375,913    384,295:    35,083     26,701
Other:    46,239:    10,366     10,281      9,193     20,892     24,404     40,451     43,877:     5,788      2,361
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -22,940:    -2,077      9,776    -14,351     -3,986    -16,332    -20,414    -20,907:    -2,526     -2,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        9.1       26.2       38.2       58.3       91.1       93.6:       8.9        6.4
Old  :     100.0:      30.2       10.7       23.8       37.5       58.9       91.5       93.5:       8.5        6.5
Other:     100.0:      22.4       22.2       19.9       45.2       52.8       87.5       94.9:      12.5        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        90         78        117         86         83        261        223:
Old  :       305:       100         74        113         84         81        258        217:
Other:        98:        15         25         27         44         22         79         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.0       35.4       13.7       41.0        7.5       32.1       13.0       36.2
Old  :                  8.7       35.4       14.6       41.4        8.2       32.8       13.9       37.3
Other:                 24.9       46.1       39.1       67.6       22.2       39.6       30.5       53.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   618,437:    77,351     79,230     54,195    343,594    350,439    475,140    483,865:   143,296    134,571
Old  :   618,437:    77,351     79,230     54,195    343,594    350,439    475,140    483,865:   143,296    134,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -13,926:     6,235      9,122     -5,581    -18,270    -11,938    -17,616     -8,397:     3,691     -5,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       12.8        8.8       55.6       56.7       76.8       78.2:      23.2       21.8
Old  :     100.0:      12.5       12.8        8.8       55.6       56.7       76.8       78.2:      23.2       21.8
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  :       150:        34         31         35         67         73        114        126:
Old  :       150:        34         31         35         67         73        114        126:
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  :                 23.2       16.8       30.2       26.9       17.7       13.5       23.4       20.4
Old  :                 23.2       16.8       30.2       26.9       17.7       13.5       23.4       20.4
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   616,918:    57,996    145,149      6,617    433,452    385,357    498,065    537,123:   118,854     79,795
Old  :   616,918:    57,996    145,149      6,617    433,452    385,357    498,065    537,123:   118,854     79,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -21,280:      -620      8,203     -6,932    -14,013    -15,988    -21,565    -14,717:       285     -6,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       23.5        1.1       70.3       62.5       80.7       87.1:      19.3       12.9
Old  :     100.0:       9.4       23.5        1.1       70.3       62.5       80.7       87.1:      19.3       12.9
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  :        98:        12         15         10         56         51         74         70:
Old  :        98:        12         15         10         56         51         74         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       46.6       40.6       58.1       23.7       46.3       34.8       56.8
Old  :                 26.4       46.6       40.6       58.1       23.7       46.3       34.8       56.8
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,240:     1,151        497        522      2,400      3,020      4,073      4,039:       167        201
Old  :     4,240:     1,151        497        522      2,400      3,020      4,073      4,039:       167        201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       180:      -256        -43        183        277          9        204        149:       -24         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       11.7       12.3       56.6       71.2       96.1       95.3:       3.9        4.7
Old  :     100.0:      27.1       11.7       12.3       56.6       71.2       96.1       95.3:       3.9        4.7
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  :        29:         9          7          5         10         11         22         20:
Old  :        29:         9          7          5         10         11         22         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  :                 44.5       50.5       70.6       75.7       36.6       33.3       48.1       45.6
Old  :                 44.5       50.5       70.6       75.7       36.6       33.3       48.1       45.6
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   465,681:    74,538    108,081    100,796    232,960    216,166    408,295    425,043:    57,387     40,638
Old  :   411,670:    77,437    104,058     82,452    200,827    189,470    360,717    375,981:    50,953     35,689
Other:    54,011:     4,664     11,586     10,781     32,133     26,696     47,578     49,062:     6,433      4,949
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -17,323:    -2,248     -1,744     -5,269     -9,384     -7,990    -16,901    -15,003:      -422     -2,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       23.2       21.6       50.0       46.4       87.7       91.3:      12.3        8.7
Old  :     100.0:      18.8       25.3       20.0       48.8       46.0       87.6       91.3:      12.4        8.7
Other:     100.0:       8.6       21.5       20.0       59.5       49.4       88.1       90.8:      11.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        72         97        104        107         88        249        242:
Old  :       311:        89         94        101        107         82        249        231:
Other:       124:        15         40         29         59         29         96         77:
     :----------------------------------------------------------------------------------------------------
     :             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       26.9       21.5       33.3       11.7       21.2       17.2       25.8
Old  :                 12.9       27.5       20.4       33.6       12.6       23.8       18.3       29.1
Other:                 25.5       36.7       39.7       55.2       24.8       32.2       34.9       42.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    17,799:     1,323      4,078      4,226      9,301      7,301     14,851     15,605:     2,949      2,194
Old  :    17,707:     1,331      4,144      4,148      9,282      7,290     14,761     15,583:     2,946      2,124
Other:        92:        68          9          2         19         11         89         22:         3         70
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       691:       -37        436         84        135        -20        182        500:       509        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       22.9       23.7       52.3       41.0       83.4       87.7:      16.6       12.3
Old  :     100.0:       7.5       23.4       23.4       52.4       41.2       83.4       88.0:      16.6       12.0
Other:     100.0:      73.6       10.2        2.2       21.0       11.9       96.8       24.2:       3.2       75.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        18         28         25         24         14         60         56:
Old  :        80:        19         28         24         24         14         60         55:
Other:        10:         2          3          1          3          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.1       34.9       45.6       45.8       30.8       28.1       34.3       35.5
Old  :                 35.1       35.1       45.7       46.0       31.0       28.3       34.5       35.7
Other:                 93.1       23.1       96.8       24.2       93.1       22.1       94.6       22.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,014,104:   167,860    283,983     35,582    705,597    555,456    909,038    875,021:   105,066    139,084
Old  : 1,014,104:   167,860    283,983     35,582    705,597    555,456    909,038    875,021:   105,066    139,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -10,241:      -747     18,134      2,478    -12,669    -28,679    -10,939     -8,067:       698     -2,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       28.0        3.5       69.6       54.8       89.6       86.3:      10.4       13.7
Old  :     100.0:      16.6       28.0        3.5       69.6       54.8       89.6       86.3:      10.4       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  :       254:        41         60         32         99        115        156        191:
Old  :       254:        41         60         32         99        115        156        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  :                 21.6       15.9       34.8       24.2       20.9       15.9       32.3       23.6
Old  :                 21.6       15.9       34.8       24.2       20.9       15.9       32.3       23.6
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,874,346:   411,261    442,324    247,436  1,910,473  1,744,904  2,569,169  2,434,664:   305,176    439,681
Old  : 2,874,346:   411,261    442,324    247,436  1,910,473  1,744,904  2,569,169  2,434,664:   305,176    439,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :  -165,043:    -4,777     -5,747    -25,825   -121,508   -121,797   -152,109   -153,369:   -12,934    -11,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.4        8.6       66.5       60.7       89.4       84.7:      10.6       15.3
Old  :     100.0:      14.3       15.4        8.6       66.5       60.7       89.4       84.7:      10.6       15.3
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  :       355:        76         80         85        152        168        274        287:
Old  :       355:        76         80         85        152        168        274        287:
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  :                 30.3       16.1       38.3       23.9       26.2       12.3       32.8       16.6
Old  :                 30.3       16.1       38.3       23.9       26.2       12.3       32.8       16.6
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,500,572:   211,495    419,887    141,008  1,899,086  1,588,206  2,251,589  2,149,101:   248,983    351,471
Old  : 2,500,572:   211,495    419,887    141,008  1,899,086  1,588,206  2,251,589  2,149,101:   248,983    351,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :  -151,807:   -28,373    -38,818    -36,327    -89,777    -63,105   -154,476   -138,250:     2,669    -13,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.8        5.6       75.9       63.5       90.0       85.9:      10.0       14.1
Old  :     100.0:       8.5       16.8        5.6       75.9       63.5       90.0       85.9:      10.0       14.1
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  :       280:        41         73         64        119        138        199        236:
Old  :       280:        41         73         64        119        138        199        236:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       14.6       49.3       23.6       33.9       14.4       43.1       22.1
Old  :                 37.0       14.6       49.3       23.6       33.9       14.4       43.1       22.1
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   770,931:    59,291     65,323    135,694    554,153    525,154    749,138    726,171:    21,792     44,760
Old  :   770,931:    59,291     65,323    135,694    554,153    525,154    749,138    726,171:    21,792     44,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -32,639:     6,861    -12,444     -5,049    -32,851    -13,921    -31,039    -31,414:    -1,600     -1,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.5       17.6       71.9       68.1       97.2       94.2:       2.8        5.8
Old  :     100.0:       7.7        8.5       17.6       71.9       68.1       97.2       94.2:       2.8        5.8
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  :       107:        15         27         32         43         61         75        106:
Old  :       107:        15         27         32         43         61         75        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       21.5       56.7       34.0       36.9       16.1       41.6       24.3
Old  :                 44.3       21.5       56.7       34.0       36.9       16.1       41.6       24.3
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    40,547:    15,406      6,467        894     17,551     27,515     33,850     34,875:     6,697      5,673
Old  :    40,547:    15,406      6,467        894     17,551     27,515     33,850     34,875:     6,697      5,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -23,824:    -5,255     -2,344     -1,522    -16,348    -18,773    -23,124    -22,638:      -700     -1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.9        2.2       43.3       67.9       83.5       86.0:      16.5       14.0
Old  :     100.0:      38.0       15.9        2.2       43.3       67.9       83.5       86.0:      16.5       14.0
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  :        88:        29         13          5         32         22         62         39:
Old  :        88:        29         13          5         32         22         62         39:
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  :                 25.3       43.4       38.1       56.7       24.4       43.4       37.2       56.7
Old  :                 25.3       43.4       38.1       56.7       24.4       43.4       37.2       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    81,094:    30,812     12,933      1,787     35,102     55,029     67,701     69,749:    13,394     11,345
Old  :    81,094:    30,812     12,933      1,787     35,102     55,029     67,701     69,749:    13,394     11,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -47,649:   -10,509     -4,687     -3,044    -32,695    -37,545    -46,248    -45,277:    -1,400     -2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.9        2.2       43.3       67.9       83.5       86.0:      16.5       14.0
Old  :     100.0:      38.0       15.9        2.2       43.3       67.9       83.5       86.0:      16.5       14.0
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  :        88:        29         13          5         32         22         62         39:
Old  :        88:        29         13          5         32         22         62         39:
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  :                 25.3       43.4       38.1       56.7       24.4       43.4       37.2       56.7
Old  :                 25.3       43.4       38.1       56.7       24.4       43.4       37.2       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,556:    15,902     16,792      2,065      1,375        680     19,342     19,537:       214         19
Old  :    19,556:    15,902     16,792      2,065      1,375        680     19,342     19,537:       214         19
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -2,465:    -1,457       -970     -1,361        346          0     -2,472     -2,331:         7       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       85.9       10.6        7.0        3.5       98.9       99.9:       1.1        0.1
Old  :     100.0:      81.3       85.9       10.6        7.0        3.5       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        18          9          4          2          1         21         13:
Old  :        29:        18          9          4          2          1         21         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  :                 82.3       80.8       92.1       97.4       75.4       77.8       79.5       85.7
Old  :                 82.3       80.8       92.1       97.4       75.4       77.8       79.5       85.7
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,493:    21,963     13,955        327      7,114     15,130     29,404     29,412:        89         81
Old  :    29,493:    21,963     13,955        327      7,114     15,130     29,404     29,412:        89         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :      -329:        14        311          0       -334       -363       -320        -52:        -9       -277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       47.3        1.1       24.1       51.3       99.7       99.7:       0.3        0.3
Old  :     100.0:      74.5       47.3        1.1       24.1       51.3       99.7       99.7:       0.3        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  :        43:         8         13          1          6         16         15         29:
Old  :        43:         8         13          1          6         16         15         29:
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  :                 82.8       52.8       94.1       73.6       82.8       52.8       94.1       73.6
Old  :                 82.8       52.8       94.1       73.6       82.8       52.8       94.1       73.6
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, December 22, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,111:    28,090     11,858         16      2,936     19,165     31,042     31,039:        69         72
Old  :    31,111:    28,090     11,858         16      2,936     19,165     31,042     31,039:        69         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :       353:    -1,159       -311         16      1,476        681        333        386:        20        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.3       38.1        0.1        9.4       61.6       99.8       99.8:       0.2        0.2
Old  :     100.0:      90.3       38.1        0.1        9.4       61.6       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  :        35:         9         11          1          4         12         13         24:
Old  :        35:         9         11          1          4         12         13         24:
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  :                 96.2       70.2       98.8       86.4       96.2       70.2       98.8       86.4
Old  :                 96.2       70.2       98.8       86.4       96.2       70.2       98.8       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 25, 2015