WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      548,718
COMMITMENTS
 108,733  133,316  195,959  205,755  171,616  510,446  500,891   38,272   47,828

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -4,634)
  -3,499   -4,916    6,387   -9,297   -6,213   -6,409   -4,743    1,775      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     24.3     35.7     37.5     31.3     93.0     91.3      7.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     135      125      169      108      102      344      316
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      184,859
COMMITMENTS
  42,288   46,254   37,494   87,298   75,141  167,080  158,888   17,778   25,971

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -5,126)
  -1,536   -1,989    2,385   -5,878   -5,028   -5,029   -4,632      -97     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     25.0     20.3     47.2     40.6     90.4     86.0      9.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      50       48       57       73       73      149      159
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,768,289
COMMITMENTS
 378,486  185,866  485,835  756,600  797,800  1620921  1469501  147,368  298,788

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      9,986)
 -24,385  -17,155   12,451   16,657   16,550    4,723   11,846    5,263   -1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     10.5     27.5     42.8     45.1     91.7     83.1      8.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      777)
     156      204      230      297      342      602      653
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,534
COMMITMENTS
   1,291    1,688    1,396    5,717    4,999    8,405    8,083    2,130    2,451

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        289)
    -107      315       54      423     -207      369      162      -80      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     16.0     13.3     54.3     47.5     79.8     76.7     20.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        5       14       11       26       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      995,015
COMMITMENTS
 155,492  183,427  337,752  446,592  331,909  939,835  853,087   55,179  141,928

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     36,740)
 -10,152   11,193   33,718    9,647  -10,690   33,213   34,222    3,527    2,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     18.4     33.9     44.9     33.4     94.5     85.7      5.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     144      262      278      180      198      507      576
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      429,661
COMMITMENTS
  98,802   80,289  111,993  186,040  202,642  396,835  394,925   32,825   34,736

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:    -17,889)
  -3,777  -12,764   -6,370   -6,613      -51  -16,760  -19,186   -1,129    1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     18.7     26.1     43.3     47.2     92.4     91.9      7.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      89       92      127       91       81      260      250
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      829,023
COMMITMENTS
  68,698   77,614   83,903  501,098  498,963  653,699  660,481  175,324  168,542

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -4,945)
  -8,947   -4,105    5,801        2     -450   -3,144    1,246   -1,801   -6,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.4     10.1     60.4     60.2     78.9     79.7     21.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      28       40       46       82       84      137      143
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      541,377
COMMITMENTS
  45,459   78,190   17,314  357,478  355,691  420,250  451,194  121,127   90,182

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     35,362)
  -2,149    1,356    4,921   27,406   30,137   30,177   36,414    5,185   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     14.4      3.2     66.0     65.7     77.6     83.3     22.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      11       15       10       51       53       69       71
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,873
COMMITMENTS
   1,149      223      633    4,679    5,707    6,461    6,563      412      310

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -213)
     -57       31       29     -221     -221     -249     -161       36      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.2      9.2     68.1     83.0     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        3        8       15       19       28       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      437,126
COMMITMENTS
 102,559   68,728  100,016  183,408  228,322  385,983  397,067   51,143   40,059

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -1,947)
 -12,238    3,496    9,078      331  -18,570   -2,829   -5,996      882    4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     15.7     22.9     42.0     52.2     88.3     90.8     11.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      84       82      104       93       89      242      226
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,232
COMMITMENTS
     639    4,804    2,256    6,404    2,250    9,300    9,310    1,932    1,922

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        199)
     -38     -165      311      -48      120      225      266      -25      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     42.8     20.1     57.0     20.0     82.8     82.9     17.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       26       16       21       14       43       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,531,064
COMMITMENTS
 280,732  304,947  119,056  1025015  946,722  1424803  1370724  106,261  160,339

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     82,970)
 -17,059   12,241   22,850   77,569   38,112   83,360   73,204     -390    9,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     19.9      7.8     66.9     61.8     93.1     89.5      6.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      43       58       39      108      131      169      210
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,387,906
COMMITMENTS
 358,795  442,595  485,976  2161372  1996258  3006143  2924829  381,763  463,077

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:    -22,011)
  56,847   -9,376   54,145 -136,165  -77,678  -25,173  -32,909    3,162   10,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     13.1     14.3     63.8     58.9     88.7     86.3     11.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
      76       92      105      174      202      307      342
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,206,581
COMMITMENTS
 353,092  364,083  158,192  1436026  1324189  1947310  1846464  259,270  360,117

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:    212,966)
  31,539    6,146   30,647  149,150  153,903  211,335  190,695    1,631   22,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     16.5      7.2     65.1     60.0     88.3     83.7     11.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      54       62       58      123      139      208      228
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      700,522
COMMITMENTS
  18,747  136,980  143,688  508,464  372,616  670,899  653,284   29,623   47,238

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -3,228)
   4,365    2,673    9,535  -22,697  -17,374   -8,797   -5,165    5,569    1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     19.6     20.5     72.6     53.2     95.8     93.3      4.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      16       33       35       40       50       78      101
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,236
COMMITMENTS
  17,399    8,322      809   26,791   40,073   44,999   49,203   10,237    6,032

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        957)
   4,089      -97     -629   -1,992      947    1,468      222     -510      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     15.1      1.5     48.5     72.5     81.5     89.1     18.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       13        8       34       23       67       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,471
COMMITMENTS
  34,798   16,643    1,618   53,582   80,145   89,998   98,407   20,474   12,065

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      1,914)
   8,177     -193   -1,257   -3,985    1,894    2,935      443   -1,021    1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     15.1      1.5     48.5     72.5     81.5     89.1     18.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       13        8       34       23       67       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,897
COMMITMENTS
  11,535    9,979      798      462    2,096   12,795   12,873      102       24

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        307)
     221     -284      -15       97      609      303      310        4       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.4     77.4      6.2      3.6     16.3     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      15        9        2        1        2       17       12
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,956
COMMITMENTS
  23,931   17,557        0   30,877   36,875   54,808   54,432      148      524

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      1,075)
     134     -388       -3      889    1,059    1,020      668       55      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     31.9      0.0     56.2     67.1     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       16        0        9       17       15       33
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,664
COMMITMENTS
  21,980   13,083      276   13,245   21,887   35,501   35,246      163      418

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        229)
    -977      237       34    1,177      -21      234      250       -5      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.6     36.7      0.8     37.1     61.4     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       17        2        6       17       15       34



Updated February 13, 2015