WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      370,858
COMMITMENTS
  96,915  164,722   68,508  171,411   96,947  336,834  330,177   34,024   40,681

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,139)
   6,759   27,265  -12,109    6,294  -13,916      944    1,240      195     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     44.4     18.5     46.2     26.1     90.8     89.0      9.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     117      127      109       95       92      272      277                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      193,267
COMMITMENTS
  57,082   90,641   19,258   96,849   58,812  173,189  168,711   20,078   24,556

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -3,045)
     763      969      864   -2,919   -2,955   -1,292   -1,122   -1,753   -1,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     46.9     10.0     50.1     30.4     89.6     87.3     10.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      67       65       48       74       60      165      160                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,300,942
COMMITMENTS
 336,850  335,879  199,370  630,826  593,427  1167046  1128676  133,896  172,266

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -8,852)
  13,980   -7,038   -9,912      -67   22,463    4,001    5,513  -12,853  -14,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     25.8     15.3     48.5     45.6     89.7     86.8     10.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      692)
     137      159      161      253      291      482      542                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,706
COMMITMENTS
   2,894    2,249      585    3,242    4,593    6,721    7,427    1,985    1,279

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:       -434)
    -161     -490       13     -199      124     -347     -353      -87      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     25.8      6.7     37.2     52.8     77.2     85.3     22.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        4       13        9       26       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      688,485
COMMITMENTS
 133,256  159,464  122,887  374,381  339,983  630,524  622,334   57,961   66,151

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -4,494)
   4,355   -5,496   -2,637   -4,710    4,580   -2,992   -3,553   -1,502     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     23.2     17.8     54.4     49.4     91.6     90.4      8.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     154      156      198      160      185      431      464                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      437,861
COMMITMENTS
 122,921   59,628   92,763  184,089  253,410  399,773  405,801   38,088   32,060

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -3,956)
   5,383  -15,195   -5,396   -4,384   16,920   -4,397   -3,671      441     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     13.6     21.2     42.0     57.9     91.3     92.7      8.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     104       77      113       83       66      257      219                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      524,811
COMMITMENTS
  55,546   81,076   13,475  306,804  287,678  375,825  382,229  148,986  142,582

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -15,551)
   4,507    8,101  -12,984   -7,225    3,844  -15,702   -1,039      151  -14,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.4      2.6     58.5     54.8     71.6     72.8     28.4     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      18       34       11       56       69       80      108                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      653,061
COMMITMENTS
  61,767  136,059   17,862  459,994  408,893  539,623  562,814  113,438   90,247

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -36,318)
     806   -9,128  -10,836   -7,341   -8,189  -17,371  -28,153  -18,947   -8,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     20.8      2.7     70.4     62.6     82.6     86.2     17.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12       13        9       60       52       77       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,562
COMMITMENTS
   1,698      870      117    2,559    3,427    4,374    4,414      188      148

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:          2)
      82       58      -59       18       26       41       25      -39      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.1      2.6     56.1     75.1     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        2        4       11       14       26       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      418,708
COMMITMENTS
  93,911  100,115   59,838  212,900  220,329  366,649  380,282   52,059   38,426

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -6,030)
    -291    1,313   -4,571   -1,200       72   -6,062   -3,186       32   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     23.9     14.3     50.8     52.6     87.6     90.8     12.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      81       85       82       93       81      226      214                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,980
COMMITMENTS
   1,588    2,626    2,322    6,858    6,536   10,768   11,484    2,212    1,496

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:        598)
      68       78      526     -119      -95      475      509      123       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     20.2     17.9     52.8     50.4     83.0     88.5     17.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       19       21       20       11       50       47                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      983,589
COMMITMENTS
 173,796  244,398   24,270  667,231  564,567  865,297  833,235  118,292  150,354

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:    -71,269)
  -3,139     -813  -16,414  -34,937  -33,206  -54,490  -50,433  -16,779  -20,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     24.8      2.5     67.8     57.4     88.0     84.7     12.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      46       60       31       97      110      159      186                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,780,808
COMMITMENTS
 460,149  444,630   89,304  1933386  1793438  2482839  2327372  297,969  453,436

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     18,452)
  24,634   44,227   10,409  -15,121   -9,438   19,922   45,198   -1,470  -26,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     16.0      3.2     69.5     64.5     89.3     83.7     10.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      64       89       50      135      146      235      249                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,508,295
COMMITMENTS
 248,340  513,984   55,741  1928321  1585981  2232402  2155706  275,893  352,589

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:   -274,656)
 -13,827   13,264  -18,939 -170,097 -166,933 -202,863 -172,608  -71,793 -102,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     20.5      2.2     76.9     63.2     89.0     85.9     11.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      34       78       31       96      139      152      226                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      662,350
COMMITMENTS
  58,587   63,750  109,970  472,064  443,307  640,621  617,027   21,729   45,323

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:   -167,044)
 -54,511   -9,832  -17,457  -95,054 -134,847 -167,022 -162,136      -22   -4,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      9.6     16.6     71.3     66.9     96.7     93.2      3.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       20       31       44       57       75       95                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,404
COMMITMENTS
  20,930   12,326      314   25,060   32,863   46,304   45,503    7,100    7,901

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      1,897)
   1,336    1,610      185      -29      497    1,492    2,291      406     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     23.1      0.6     46.9     61.5     86.7     85.2     13.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      33       26        2       37       25       70       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,807
COMMITMENTS
  41,860   24,651      628   50,120   65,726   92,608   91,005   14,199   15,802

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      3,794)
   2,672    3,219      369      -58      993    2,983    4,581      811     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     23.1      0.6     46.9     61.5     86.7     85.2     13.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      33       26        2       37       25       70       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,942
COMMITMENTS
  18,015   18,711    1,523    1,029      680   20,567   20,914      375       28

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:      2,166)
   1,125    1,148    1,022        0        2    2,147    2,172       19       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.0     89.3      7.3      4.9      3.2     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      19       12        3        1        1       22       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,585
COMMITMENTS
  26,960   16,137      328    7,181   18,028   34,469   34,493      116       92

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:       -481)
    -385     -858        5     -130      369     -510     -484       29        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     46.7      0.9     20.8     52.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       15        1        6       16       16       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 12/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,290
COMMITMENTS
  21,226   12,469        0   11,912   20,723   33,138   33,192      152       98

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     -2,044)
  -1,725     -861        0     -302   -1,204   -2,027   -2,065      -17       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.8     37.5      0.0     35.8     62.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       15        0        3       13       11       28                  



Updated December 4, 2015