WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      425,762
COMMITMENTS
  81,472  162,452  117,534  189,783  103,858  388,789  383,843   36,973   41,919

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -16,838)
  -4,667   -3,036   -5,085   -5,773   -7,743  -15,525  -15,864   -1,313     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     38.2     27.6     44.6     24.4     91.3     90.2      8.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     129      120      134      114      103      310      298                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      198,595
COMMITMENTS
  52,503   86,813   25,945   99,152   60,443  177,601  173,201   20,994   25,394

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,506)
  -1,948   -3,900      783   -1,282      516   -2,447   -2,600      -59       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     43.7     13.1     49.9     30.4     89.4     87.2     10.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      50       68       56       78       61      166      163                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,555,113
COMMITMENTS
 317,782  305,313  356,571  709,878  688,845  1384232  1350729  170,881  204,384

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -9,243)
  -5,192  -24,340    3,160   -6,661   13,999   -8,693   -7,180     -550   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     19.6     22.9     45.6     44.3     89.0     86.9     11.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      713)
     153      165      182      301      321      551      585                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,225
COMMITMENTS
   2,347    1,392    1,323    3,415    5,218    7,084    7,933    2,141    1,292

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -541)
       6     -857       -2     -648      342     -644     -517      103      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     15.1     14.3     37.0     56.6     76.8     86.0     23.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       11        6       13       11       28       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      875,282
COMMITMENTS
 134,519  142,585  248,049  424,157  405,236  806,725  795,871   68,557   79,411

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     17,620)
   4,255  -14,793    8,056    3,975   20,308   16,287   13,571    1,333    4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     16.3     28.3     48.5     46.3     92.2     90.9      7.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     164      173      248      179      191      482      506                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      474,295
COMMITMENTS
 123,074   35,474  122,499  187,031  286,284  432,604  444,257   41,691   30,038

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -5,689)
   4,214  -25,949    1,441  -12,945   22,188   -7,290   -2,320    1,602   -3,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      7.5     25.8     39.4     60.4     91.2     93.7      8.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     109       65      108       84       82      252      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      623,919
COMMITMENTS
  63,330   77,233   54,803  363,612  341,064  481,745  473,100  142,174  150,819

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     12,818)
   9,137    2,671    4,988   14,287    7,255   28,412   14,914  -15,594   -2,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     12.4      8.8     58.3     54.7     77.2     75.8     22.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      28       30       33       66       70      108      119                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      636,072
COMMITMENTS
  58,505  140,689   17,583  448,447  388,497  524,535  546,769  111,536   89,303

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -17,136)
  -3,262    4,630     -279  -11,554  -20,399  -15,095  -16,048   -2,041   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     22.1      2.8     70.5     61.1     82.5     86.0     17.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      11       15       11       59       51       77       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,553
COMMITMENTS
   1,707      869      152    2,500    3,379    4,359    4,400      194      153

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:         -9)
       9       -1       35      -59      -48      -15      -14        6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     19.1      3.3     54.9     74.2     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        3        4       10       14       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      477,281
COMMITMENTS
  82,938  102,898  102,076  238,745  229,141  423,759  434,115   53,522   43,167

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      9,725)
  -4,445     -694    8,456    8,371     -908   12,382    6,854   -2,658    2,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     21.6     21.4     50.0     48.0     88.8     91.0     11.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      71       99      109      106       86      250      238                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,828
COMMITMENTS
   1,189    3,332    3,632    8,734    7,058   13,554   14,022    2,274    1,806

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      1,982)
     237      704      526    1,251      463    2,015    1,693      -33      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     21.1     22.9     55.2     44.6     85.6     88.6     14.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       27       27       23       13       59       57                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      992,768
COMMITMENTS
 145,774  259,404   37,005  705,791  549,264  888,569  845,672  104,198  147,096

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -9,780)
 -28,404   15,906    3,803   31,030  -24,154    6,428   -4,445  -16,208   -5,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     26.1      3.7     71.1     55.3     89.5     85.2     10.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      48       57       33       95      115      153      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,083,916
COMMITMENTS
 414,854  447,332  274,310  2095014  1895884  2784177  2617526  299,738  466,390

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -88,347)
 -25,943    5,503    2,109  -46,037  -90,532  -69,871  -82,920  -18,477   -5,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     14.5      8.9     67.9     61.5     90.3     84.9      9.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      66       92       90      158      166      282      290                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,585,807
COMMITMENTS
 214,068  514,145  132,184  1988655  1569165  2334907  2215493  250,900  370,314

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -86,034)
 -35,268   -1,773   10,651  -26,616 -100,960  -51,232  -92,082  -34,802    6,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     19.9      5.1     76.9     60.7     90.3     85.7      9.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      33       85       55      116      146      188      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      712,038
COMMITMENTS
  43,481   69,191  151,460  492,725  443,674  687,667  664,325   24,371   47,713

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     19,098)
 -15,996    4,431   14,542   17,911   -2,140   16,457   16,833    2,641    2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      9.7     21.3     69.2     62.3     96.6     93.3      3.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      13       24       28       44       56       73       96                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,264
COMMITMENTS
  18,949   10,601    1,572   26,127   34,023   46,648   46,197    6,616    7,067

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,995)
  -2,283   -1,588      527      335       94   -1,422     -968     -573   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6     19.9      3.0     49.1     63.9     87.6     86.7     12.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      38       16        8       39       30       79       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,528
COMMITMENTS
  37,897   21,203    3,145   52,255   68,046   93,296   92,393   13,231   14,134

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,990)
  -4,566   -3,176    1,053      670      187   -2,843   -1,936   -1,146   -2,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6     19.9      3.0     49.1     63.9     87.6     86.7     12.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      38       16        8       39       30       79       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,936
COMMITMENTS
  17,646   18,142    2,068    1,029      680   20,743   20,890      193       46

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:         -6)
    -369     -569      545        0        0      176      -24     -182       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.3     86.7      9.9      4.9      3.2     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      16       13        6        1        1       19       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       41,985
COMMITMENTS
  24,765   14,634   11,505    5,618   15,762   41,888   41,901       97       84

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      7,400)
  -2,195   -1,503   11,177   -1,563   -2,266    7,419    7,408      -19       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.0     34.9     27.4     13.4     37.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       15        3        5       15       16       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       45,245
COMMITMENTS
  19,319   12,680   13,707   12,102   18,758   45,128   45,145      117      100

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     11,955)
  -1,907      211   13,707      190   -1,965   11,990   11,953      -35        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     28.0     30.3     26.7     41.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       13        2        4       12       11       27                  



Updated December 11, 2015