WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      461,422
COMMITMENTS
  95,631  122,158  146,029  180,693  148,315  422,353  416,503   39,069   44,919

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -2,034)
  -3,731      223    9,729   -6,364   -9,064     -366      888   -1,667   -2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     26.5     31.6     39.2     32.1     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     115      131      157      105      117      326      320                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      196,605
COMMITMENTS
  60,887   67,688   27,440   86,546   77,547  174,873  172,675   21,733   23,930

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -3,342)
     333     -300   -1,155   -2,105   -2,000   -2,927   -3,456     -416      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     34.4     14.0     44.0     39.4     88.9     87.8     11.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      60       64       60       74       67      164      168                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,698,898
COMMITMENTS
 383,776  227,211  419,517  733,304  811,708  1536597  1458436  162,301  240,462

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:    -35,392)
 -26,148    4,753    5,360  -10,170  -48,606  -30,958  -38,493   -4,433    3,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     13.4     24.7     43.2     47.8     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      771)
     197      154      233      303      340      612      638                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,650
COMMITMENTS
   2,486    2,997    1,164    5,790    5,508    9,440    9,669    2,211    1,981

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        124)
     244       30     -355      262      561      150      236      -26     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     25.7     10.0     49.7     47.3     81.0     83.0     19.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       11        7       18       11       30       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      981,222
COMMITMENTS
 163,629  117,123  336,356  412,482  436,781  912,467  890,260   68,755   90,962

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     30,609)
  16,682   -7,640   20,208  -11,019   18,651   25,872   31,219    4,738     -609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     11.9     34.3     42.0     44.5     93.0     90.7      7.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     196      179      265      181      201      523      532                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,365
COMMITMENTS
 105,715   73,733  120,046  206,753  247,238  432,514  441,017   37,851   29,348

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     15,143)
  -1,230   -7,089    5,535    9,357   16,637   13,662   15,083    1,481       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     15.7     25.5     44.0     52.6     92.0     93.8      8.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      85       92      103       98       82      248      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      650,482
COMMITMENTS
  57,633   55,938   71,066  367,393  368,011  496,091  495,015  154,391  155,468

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     14,431)
  10,908     -359    3,882      332      955   15,123    4,479     -692    9,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      8.6     10.9     56.5     56.6     76.3     76.1     23.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       31       37       75       76      123      125                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      646,490
COMMITMENTS
  56,127  147,192   11,503  460,737  399,950  528,367  558,645  118,123   87,845

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      9,725)
   5,750   11,558     -201     -671      249    4,878   11,606    4,847   -1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     22.8      1.8     71.3     61.9     81.7     86.4     18.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      12       17       11       59       51       77       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,040
COMMITMENTS
   1,561      386      488    2,666    3,962    4,715    4,836      325      204

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:         17)
     167       75     -103      -27       38       37       10      -20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      7.7      9.7     52.9     78.6     93.6     96.0      6.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      19        2        7       13       14       33       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      461,441
COMMITMENTS
 120,424   52,048   97,649  179,404  276,246  397,478  425,944   63,963   35,497

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     25,326)
  15,359      200    9,256   -2,555   17,054   22,060   26,511    3,266   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     11.3     21.2     38.9     59.9     86.1     92.3     13.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     101       62      100       92       81      250      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,821
COMMITMENTS
   2,902    3,623    2,057    5,850    6,918   10,809   12,598    3,012    1,223

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -107)
    -310     -137      169      297      -31      156        1     -263     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     26.2     14.9     42.3     50.1     78.2     91.2     21.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       24       18       22       13       56       45                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,140,075
COMMITMENTS
 281,522  276,134   40,857  691,474  685,201  1013854  1002192  126,221  137,883

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     25,534)
   8,726   15,082   -2,814   15,416   12,786   21,328   25,053    4,207      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     24.2      3.6     60.7     60.1     88.9     87.9     11.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      56       57       38       96      129      171      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,287,337
COMMITMENTS
 446,066  408,540  295,267  2189162  2158500  2930496  2862308  356,841  425,029

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      6,878)
  17,137       27   -1,739     -632   15,465   14,766   13,753   -7,888   -6,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     12.4      9.0     66.6     65.7     89.1     87.1     10.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      74       91      100      178      185      312      316                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,559,500
COMMITMENTS
 342,099  383,726  134,726  1768702  1704995  2245527  2223447  313,973  336,053

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:    -22,711)
  -8,282  -14,976  -12,126   -6,865    1,041  -27,272  -26,061    4,562    3,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     15.0      5.3     69.1     66.6     87.7     86.9     12.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      46       66       55      122      153      201      241                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      907,087
COMMITMENTS
 210,144   96,246  125,009  554,860  613,256  890,013  834,511   17,075   72,576

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     43,279)
  55,693    9,393   27,835  -38,597   -2,070   44,932   35,158   -1,653    8,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     10.6     13.8     61.2     67.6     98.1     92.0      1.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      17       41       36       54       72       93      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,129
COMMITMENTS
  14,436   12,421      751   19,922   17,201   35,109   30,373    5,020    9,756

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,961)
     966      229      -60    1,866    2,089    2,772    2,258      189      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     31.0      1.9     49.6     42.9     87.5     75.7     12.5     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       26        6       34       23       59       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,258
COMMITMENTS
  28,872   24,842    1,503   39,843   34,401   70,218   60,746   10,040   19,513

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      5,922)
   1,932      458     -120    3,732    4,179    5,545    4,517      378    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0     31.0      1.9     49.6     42.9     87.5     75.7     12.5     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       26        6       34       23       59       52                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,679
COMMITMENTS
  14,850   15,540      421    1,060      678   16,331   16,639      348       40

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -3,544)
  -2,646   -3,174     -382     -500        0   -3,528   -3,556      -16       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.0     93.2      2.5      6.4      4.1     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      24        9        2        1        1       26       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,631
COMMITMENTS
  29,968   23,920      104   13,446   19,551   43,518   43,575      113       56

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        124)
    -779      121        0      898        6      119      127        5       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.7     54.8      0.2     30.8     44.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       17        1        7       16       14       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       41,008
COMMITMENTS
  20,436   15,818        0   20,445   25,063   40,881   40,881      127      127

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -781)
      80     -708        0     -913      -77     -833     -785       52        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.8     38.6      0.0     49.9     61.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       16        0        4       12       12       28                  



Updated October 16, 2015