WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      360,825
COMMITMENTS
  96,939  172,304   62,078  166,100   88,138  325,117  322,520   35,708   38,305

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     12,405)
    -244   12,347       34    9,688      639    9,478   13,020    2,927     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     47.8     17.2     46.0     24.4     90.1     89.4      9.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     140      111      113      103       96      300      274                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      190,323
COMMITMENTS
  50,582   72,311   24,631   96,366   69,095  171,579  166,037   18,744   24,286

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,209)
   1,027    2,497      919    1,206    1,123    3,152    4,539     -943   -2,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     38.0     12.9     50.6     36.3     90.2     87.2      9.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      53       55       43       72       63      153      147                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,317,814
COMMITMENTS
 331,127  370,701  200,691  646,650  572,001  1178468  1143393  139,346  174,421

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     33,665)
   7,658   58,569    4,522   15,191  -33,821   27,371   29,270    6,294    4,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     28.1     15.2     49.1     43.4     89.4     86.8     10.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      701)
     135      171      145      248      295      467      548                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,214
COMMITMENTS
   3,077    1,617      904    2,989    5,229    6,970    7,750    2,244    1,464

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        111)
       0      151       -7       11     -170        4      -26      107      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     17.5      9.8     32.4     56.8     75.6     84.1     24.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        9        5       13       10       27       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      646,657
COMMITMENTS
 111,514  171,797  107,997  370,306  299,453  589,817  579,247   56,840   67,410

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -33,877)
 -11,046   14,756   -9,462  -10,075  -40,150  -30,583  -34,856   -3,294      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     26.6     16.7     57.3     46.3     91.2     89.6      8.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     121      167      178      152      167      392      431                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      386,848
COMMITMENTS
 125,311   39,984   72,977  151,180  247,938  349,468  360,899   37,380   25,949

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -17,855)
   1,690   -4,219   -8,196   -9,455   -3,986  -15,961  -16,401   -1,894   -1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     10.3     18.9     39.1     64.1     90.3     93.3      9.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      96       69       98       80       74      239      202                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      511,734
COMMITMENTS
  82,962   82,973   10,371  288,512  289,276  381,845  382,620  129,889  129,114

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -9,410)
   4,254   -3,188     -757   -9,150   -8,730   -5,653  -12,675   -3,757    3,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.2      2.0     56.4     56.5     74.6     74.8     25.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      30       28       11       58       62       91       98                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,176
COMMITMENTS
  56,368  150,448    6,636  437,090  375,008  500,094  532,092  114,082   82,084

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -2,204)
  -1,628    5,299       19    3,715  -10,334    2,106   -5,016   -4,310    2,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     24.5      1.1     71.2     61.1     81.4     86.6     18.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      12       15       10       59       50       77       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,038
COMMITMENTS
   1,140      430      495    2,239    2,877    3,874    3,802      164      236

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -202)
     -11      -67      -27     -161     -143     -199     -237       -3       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     10.6     12.3     55.4     71.2     95.9     94.2      4.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        6        5        9       10       21       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      400,372
COMMITMENTS
  81,506  112,246   55,941  211,906  192,945  349,353  361,132   51,019   39,240

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -5,717)
  -4,003    6,683     -873    1,077  -12,235   -3,799   -6,425   -1,918      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     28.0     14.0     52.9     48.2     87.3     90.2     12.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      78       88       79       98       75      225      212                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,275
COMMITMENTS
   1,697    3,959    2,342    7,699    5,985   11,738   12,286    2,537    1,989

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,512)
  -1,073      -59     -180       39   -1,102   -1,214   -1,341     -298     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     27.7     16.4     53.9     41.9     82.2     86.1     17.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       21       20       21       11       55       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,017,227
COMMITMENTS
 190,824  295,720   20,555  707,107  557,422  918,486  873,697   98,741  143,530

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     28,676)
  22,691    9,326   -1,329   12,038   13,819   33,400   21,816   -4,724    6,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     29.1      2.0     69.5     54.8     90.3     85.9      9.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      40       65       24       94      108      148      183                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,487,067
COMMITMENTS
 471,966  428,985   54,651  1676270  1569221  2202887  2052857  284,180  434,210

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -9,606)
  28,194  -26,997      359  -31,234    5,818   -2,681  -20,820   -6,925   11,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     17.2      2.2     67.4     63.1     88.6     82.5     11.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      63       83       42      125      141      216      238                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,301,288
COMMITMENTS
 227,603  407,042   41,432  1780341  1506627  2049376  1955101  251,912  346,187

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,871)
  10,798   -5,422   -2,341  -21,253    2,349  -12,796   -5,414   10,925    3,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     17.7      1.8     77.4     65.5     89.1     85.0     10.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      39       62       30       94      123      153      195                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      747,871
COMMITMENTS
  61,404   80,324  100,052  566,368  527,030  727,824  707,406   20,047   40,465

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     18,184)
   1,754   15,969      863   17,230    5,577   19,847   22,409   -1,663   -4,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.7     13.4     75.7     70.5     97.3     94.6      2.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      16       25       32       42       60       74      104                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,172
COMMITMENTS
  16,457    6,197      427   17,929   28,697   34,813   35,321    6,359    5,851

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,106)
   1,519     -270       28      828    2,065    2,374    1,823     -268      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     15.1      1.0     43.5     69.7     84.6     85.8     15.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       14        4       30       25       60       41                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,343
COMMITMENTS
  32,913   12,393      854   35,858   57,394   69,625   70,641   12,718   11,702

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      4,212)
   3,038     -540       55    1,655    4,130    4,748    3,645     -536      567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     15.1      1.0     43.5     69.7     84.6     85.8     15.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       14        4       30       25       60       41                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,623
COMMITMENTS
  15,868   16,788    2,092    1,375      680   19,335   19,560      288       63

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         67)
     -34       -4       27        0        0       -7       23       74       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.9     85.6     10.7      7.0      3.5     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      16        9        3        2        1       19       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,415
COMMITMENTS
  22,037   13,989      327    6,964   15,022   29,328   29,338       87       77

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -78)
      74       34        0     -150     -108      -76      -74       -2       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     47.6      1.1     23.7     51.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       11        1        6       16       15       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,843
COMMITMENTS
  28,457   12,621       59    3,257   19,098   31,773   31,778       70       65

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        732)
     367      763       43      321      -67      731      739        1       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.4     39.6      0.2     10.2     60.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       13        2        4       12       14       26                  



Updated January 1, 2016