WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      500,478
COMMITMENTS
 109,855  118,551  165,976  189,761  169,346  465,591  453,873   34,886   46,604

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -7,035)
  -4,614    6,789   -3,986    1,713   -9,897   -6,887   -7,094     -148       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     23.7     33.2     37.9     33.8     93.0     90.7      7.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     130      112      164      108      109      336      316
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      174,444
COMMITMENTS
  40,798   41,623   30,104   84,970   76,829  155,872  148,556   18,572   25,889

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      8,384)
  -1,805    7,753    3,205    7,049   -2,405    8,449    8,554      -65     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     23.9     17.3     48.7     44.0     89.4     85.2     10.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      46       49       55       76       74      152      158
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,689,411
COMMITMENTS
 410,722  162,384  440,688  706,356  776,642  1557766  1379714  131,645  309,696

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:    -27,213)
 -22,463   -1,931   -3,717     -299  -30,225  -26,479  -35,873     -734    8,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      9.6     26.1     41.8     46.0     92.2     81.7      7.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      783)
     175      193      217      288      339      591      642
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,156
COMMITMENTS
   1,483      997    1,225    4,308    4,634    7,016    6,856    2,139    2,299

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -223)
     -36     -385        4     -474     -250     -507     -631      284      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.9     13.4     47.1     50.6     76.6     74.9     23.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        7        6       15        9       28       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      925,371
COMMITMENTS
 161,457  178,921  285,717  431,911  318,620  879,086  783,258   46,285  142,113

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     16,550)
 -18,737   11,640   -1,590   36,830    4,561   16,503   14,611       48    1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     19.3     30.9     46.7     34.4     95.0     84.6      5.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      666)
     156      261      270      170      198      496      577
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      421,112
COMMITMENTS
 120,149   73,468   90,493  174,541  222,929  385,184  386,890   35,928   34,222

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     28,566)
  -7,165   23,636   12,744   22,865  -14,857   28,444   21,523      123    7,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     17.4     21.5     41.4     52.9     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     105       79      108       88       78      253      227
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      903,635
COMMITMENTS
  89,066   89,083   75,206  557,093  567,278  721,365  731,568  182,270  172,068

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:    -99,898)
  -1,802    6,745  -48,370  -50,680  -52,489 -100,852  -94,114      953   -5,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      9.9      8.3     61.7     62.8     79.8     81.0     20.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      36       28       42       77       84      129      138
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      506,512
COMMITMENTS
  57,465   72,249    7,085  333,394  342,759  397,944  422,093  108,568   84,419

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -5,308)
  -1,910   -1,406   -3,109    6,142    3,190    1,124   -1,325   -6,431   -3,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     14.3      1.4     65.8     67.7     78.6     83.3     21.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       15       11       52       51       74       70
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,525
COMMITMENTS
   1,052      202      572    4,517    5,412    6,141    6,186      384      339

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -228)
    -933      -91       10      712     -196     -211     -277      -17       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      3.1      8.8     69.2     82.9     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        3        8       17       20       30       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      433,178
COMMITMENTS
 116,565   61,156   88,804  182,656  244,437  388,025  394,397   45,152   38,781

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     16,527)
   2,678   -5,797    6,968    6,744   16,908   16,391   18,080      136   -1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     14.1     20.5     42.2     56.4     89.6     91.0     10.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      89       83       98       91       89      247      222
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,624
COMMITMENTS
     802    5,023      923    6,277    1,838    8,002    7,785    1,622    1,840

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        382)
      46       35      413      -71     -141      389      308       -6       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     52.2      9.6     65.2     19.1     83.1     80.9     16.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14       24       11       18       14       38       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,398,749
COMMITMENTS
 331,119  285,079   80,230  880,177  889,109  1291526  1254418  107,223  144,331

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      6,433)
  37,360  -10,250  -18,379  -21,185   38,062   -2,204    9,433    8,637   -3,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     20.4      5.7     62.9     63.6     92.3     89.7      7.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      47       55       37      103      124      165      201
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,365,325
COMMITMENTS
 320,960  466,362  389,438  2287592  2054760  2997990  2910561  367,335  454,764

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:   -328,807)
 -12,293   -5,120 -143,286 -183,315 -184,912 -338,894 -333,318   10,087    4,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     13.9     11.6     68.0     61.1     89.1     86.5     10.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      57       94       92      162      185      278      312
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,975,276
COMMITMENTS
 316,880  326,471  127,648  1237308  1154822  1681836  1608942  293,440  366,334

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:   -130,962)
 -19,867   19,841  -56,769  -53,479  -95,984 -130,116 -132,912     -846    1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     16.5      6.5     62.6     58.5     85.1     81.5     14.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      44       62       52      111      128      188      209
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      738,027
COMMITMENTS
  20,164  141,157  145,160  550,304  407,116  715,628  693,433   22,400   44,595

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,025)
   2,642   -9,944   -4,815    8,516   20,603    6,343    5,844   -3,318   -2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     19.1     19.7     74.6     55.2     97.0     94.0      3.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      18       30       35       45       53       83      102
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,454
COMMITMENTS
  11,760   12,366    1,598   31,679   35,781   45,038   49,746    9,416    4,708

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,729)
  -2,160    3,089      920    2,995   -1,866    1,755    2,143      974      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     22.7      2.9     58.2     65.7     82.7     91.4     17.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       10       35       19       68       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,908
COMMITMENTS
  23,521   24,733    3,197   63,357   71,562   90,075   99,491   18,833    9,417

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      5,458)
  -4,320    6,178    1,840    5,990   -3,733    3,510    4,285    1,948    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     22.7      2.9     58.2     65.7     82.7     91.4     17.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       10       35       19       68       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,667
COMMITMENTS
  10,639   10,337      813    1,101    1,492   12,553   12,642      114       25

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        547)
     270      306       22      250      218      542      546        5        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.0     81.6      6.4      8.7     11.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        9        2        2        2       16       12
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,168
COMMITMENTS
  24,285   18,845        4   29,795   35,168   54,084   54,017       84      151

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      4,590)
   1,195   -2,140        0    3,420    6,744    4,615    4,604      -25      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     34.8      0.0     55.0     64.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       17        1        9       17       18       34
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       36,235
COMMITMENTS
  20,535   13,453      163   15,398   22,240   36,096   35,856      139      379

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        190)
     -91     -102        0      273      -17      182     -119        8      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     37.1      0.4     42.5     61.4     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       19        1        6       17       13       36



Updated January 30, 2015