WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      427,575
COMMITMENTS
 122,940  142,306   91,353  181,090  149,721  395,383  383,380   32,192   44,195

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     40,285)
   3,054   22,342   13,158   22,922    3,873   39,134   39,373    1,151      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     33.3     21.4     42.4     35.0     92.5     89.7      7.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     125      110      139      106      100      319      291
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      166,438
COMMITMENTS
  48,345   48,642   17,568   83,966   75,591  149,879  141,801   16,559   24,637

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     12,613)
   3,634    7,124    2,943    6,941    1,777   13,518   11,844     -905      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     29.2     10.6     50.4     45.4     90.1     85.2      9.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      45       48       47       72       69      142      146
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,350,370
COMMITMENTS
 396,084  220,252  206,316  639,943  678,472  1242343  1105040  108,027  245,330

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     45,435)
   1,630   41,854   11,178   25,131   -3,040   37,939   49,992    7,496   -4,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     16.3     15.3     47.4     50.2     92.0     81.8      8.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     156      167      175      223      318      495      580
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,231
COMMITMENTS
   2,080    1,410      171    3,962    4,494    6,213    6,075    2,018    2,156

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:        680)
      76      423      -89      673      415      660      749       20      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.1      2.1     48.1     54.6     75.5     73.8     24.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        6        4       14       11       25       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      708,274
COMMITMENTS
 173,923  200,165  109,694  380,018  280,644  663,635  590,503   44,639  117,771

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     25,302)
   9,421    2,180    4,728    5,616   20,600   19,765   27,508    5,537   -2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     28.3     15.5     53.7     39.6     93.7     83.4      6.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     139      229      203      144      188      411      517
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      407,165
COMMITMENTS
 108,123   90,706   91,603  174,512  192,046  374,238  374,355   32,927   32,810

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     20,049)
 -15,170   20,910   21,705   15,283  -22,185   21,818   20,430   -1,769     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     22.3     22.5     42.9     47.2     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     103       87      127       89       66      267      247
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      705,394
COMMITMENTS
  80,546   95,883   18,482  442,650  431,473  541,678  545,838  163,716  159,556

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:    -82,054)
 -11,975   -6,743    1,399  -62,882  -74,891  -73,458  -80,235   -8,596   -1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     13.6      2.6     62.8     61.2     76.8     77.4     23.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      25       34       22       72       72      106      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      502,448
COMMITMENTS
  47,388   76,816   12,213  329,813  325,345  389,414  414,374  113,034   88,074

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     -1,912)
  -9,872    4,579    5,349   -3,403  -17,278   -7,926   -7,350    6,014    5,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     15.3      2.4     65.6     64.8     77.5     82.5     22.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       15        8       52       51       70       69
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,086
COMMITMENTS
   1,206      192      604    4,900    5,928    6,710    6,724      376      362

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:        561)
     154      -10       32      383      516      569      538       -8       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      2.7      8.5     69.2     83.7     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        2        8       16       22       30       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      371,005
COMMITMENTS
 115,706   62,939   46,603  161,714  227,635  324,023  337,177   46,982   33,828

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:      4,880)
  -2,472    5,310      439    1,898    1,405     -135    7,154    5,015   -2,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     17.0     12.6     43.6     61.4     87.3     90.9     12.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      90       76       82       88       84      231      205
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,288
COMMITMENTS
   1,012    4,977    1,408    5,969    2,056    8,389    8,441    1,899    1,847

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:      1,243)
      -1      -61      876       60      310      935    1,125      308      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     48.4     13.7     58.0     20.0     81.5     82.0     18.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       24       12       18       13       36       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,349,569
COMMITMENTS
 301,116  303,724   33,525  909,738  863,282  1244379  1200531  105,190  149,038

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     44,537)
 -32,616   10,412    8,343   69,553   19,599   45,280   38,354     -743    6,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.5      2.5     67.4     64.0     92.2     89.0      7.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      40       58       25       97      126      146      200
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,624,479
COMMITMENTS
 341,432  460,212   67,294  1868462  1676709  2277188  2204215  347,291  420,264

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:    -49,064)
  -5,307    5,581   -9,872  -41,508  -35,846  -56,687  -40,137    7,623   -8,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     17.5      2.6     71.2     63.9     86.8     84.0     13.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      62       91       60      138      163      235      279
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,819,318
COMMITMENTS
 322,000  364,766   26,523  1222488  1105101  1571011  1496390  248,307  322,928

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:     -3,006)
  -1,306   26,931   -6,997   43,298    7,443   34,995   27,377  -38,001  -30,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     20.0      1.5     67.2     60.7     86.4     82.3     13.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      38       65       33      103      122      165      196
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      700,393
COMMITMENTS
  14,243  134,631  131,660  530,489  389,222  676,392  655,513   24,001   44,880

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:    -35,318)
  -5,683   -6,660  -12,410  -19,229  -17,155  -37,322  -36,225    2,004      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     19.2     18.8     75.7     55.6     96.6     93.6      3.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      15       29       33       42       52       78       99
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,505
COMMITMENTS
  13,228    8,514      817   27,851   38,037   41,896   47,368   10,609    5,137

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:       -466)
   1,631   -3,901     -305   -3,126    3,175   -1,800   -1,031    1,334      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     16.2      1.6     53.0     72.4     79.8     90.2     20.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       17        8       33       17       65       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,009
COMMITMENTS
  26,456   17,027    1,634   55,701   76,074   83,791   94,735   21,218   10,274

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:       -931)
   3,261   -7,802     -609   -6,251    6,350   -3,599   -2,061    2,668    1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     16.2      1.6     53.0     72.4     79.8     90.2     20.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       17        8       33       17       65       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,590
COMMITMENTS
  11,314   10,263      813      365    1,487   12,492   12,563       98       27

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:        -77)
     675      -74        0     -736       -5      -61      -79      -16        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.9     81.5      6.5      2.9     11.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        9        2        1        2       16       12
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       53,881
COMMITMENTS
  23,797   17,945        3   29,988   35,816   53,788   53,764       93      117

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:       -287)
    -488     -900       -1      193      648     -296     -253        9      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     33.3      0.0     55.7     66.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       17        1        8       17       16       34
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 02/03/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,435
COMMITMENTS
  22,957   12,846      242   12,068   21,908   35,267   34,996      168      439

CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST:       -800)
   2,422     -607       79   -3,330     -332     -829     -860       29       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8     36.3      0.7     34.1     61.8     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       16        2        6       17       15       34



Updated February 6, 2015