WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      411,176
COMMITMENTS
  86,363  146,333  114,281  174,517  109,801  375,161  370,415   36,015   40,761

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -14,586)
   4,890  -16,119   -3,253  -15,266    5,943  -13,629  -13,428     -958   -1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     35.6     27.8     42.4     26.7     91.2     90.1      8.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     118      124      135      111      112      301      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      192,222
COMMITMENTS
  50,546   76,453   26,155   94,515   64,533  171,216  167,142   21,006   25,080

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -6,374)
  -1,957  -10,360      210   -4,638    4,091   -6,385   -6,059       12     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     39.8     13.6     49.2     33.6     89.1     87.0     10.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      48       64       52       80       68      163      164                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,544,832
COMMITMENTS
 317,735  273,595  359,930  699,568  706,038  1377233  1339563  167,599  205,269

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -10,281)
     -47  -31,718    3,359  -10,310   17,193   -6,998  -11,166   -3,283      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     17.7     23.3     45.3     45.7     89.2     86.7     10.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     150      173      188      308      335      566      601                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,657
COMMITMENTS
   2,199    1,248    1,542    3,668    5,502    7,410    8,293    2,247    1,364

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        431)
    -148     -144      219      254      285      325      360      106       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     12.9     16.0     38.0     57.0     76.7     85.9     23.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        8        7       14       12       27       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      878,010
COMMITMENTS
 123,580  154,651  253,460  430,389  390,251  807,428  798,362   70,581   79,648

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,728)
 -10,939   12,066    5,410    6,232  -14,985      704    2,491    2,024      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     17.6     28.9     49.0     44.4     92.0     90.9      8.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     158      186      252      172      178      480      501                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      480,175
COMMITMENTS
 123,682   31,896  134,223  178,873  282,961  436,778  449,080   43,397   31,095

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,880)
     608   -3,578   11,724   -8,158   -3,323    4,174    4,823    1,706    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8      6.6     28.0     37.3     58.9     91.0     93.5      9.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     111       67      130       85       83      280      230                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      632,362
COMMITMENTS
  71,116   70,108   59,776  361,864  362,378  492,756  492,262  139,606  140,100

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      8,443)
   7,786   -7,125    4,974   -1,748   21,314   11,012   19,163   -2,568  -10,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     11.1      9.5     57.2     57.3     77.9     77.8     22.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      30       32       34       64       72      109      123                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      638,199
COMMITMENTS
  58,616  136,946   13,549  447,465  401,345  519,630  551,840  118,569   86,359

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,127)
     111   -3,743   -4,034     -983   12,848   -4,906    5,071    7,033   -2,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     21.5      2.1     70.1     62.9     81.4     86.5     18.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      11       15       10       57       51       74       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,060
COMMITMENTS
   1,407      540      339    2,123    3,011    3,869    3,890      191      170

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -493)
    -300     -329      187     -377     -368     -490     -510       -3       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     13.3      8.3     52.3     74.2     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        5        5        9       13       24       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      483,004
COMMITMENTS
  76,786  109,825  106,065  242,344  224,156  425,196  440,046   57,808   42,958

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,723)
  -6,152    6,927    3,989    3,599   -4,984    1,436    5,932    4,287     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     22.7     22.0     50.2     46.4     88.0     91.1     12.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      75       98      105      108       87      250      243                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,109
COMMITMENTS
   1,361    3,642    4,142    9,167    7,321   14,669   15,105    2,440    2,004

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,281)
     172      310      510      433      263    1,115    1,082      166      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     21.3     24.2     53.6     42.8     85.7     88.3     14.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       26       27       25       15       64       58                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,024,346
COMMITMENTS
 168,607  265,849   33,104  718,266  584,135  919,977  883,088  104,369  141,258

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     31,578)
  22,833    6,445   -3,900   12,475   34,871   31,407   37,416      170   -5,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     26.0      3.2     70.1     57.0     89.8     86.2     10.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      45       58       32      101      115      158      193                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,039,389
COMMITMENTS
 416,038  448,071  273,261  2031980  1866701  2721279  2588033  318,110  451,356

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -44,527)
   1,183      739   -1,049  -63,033  -29,183  -62,899  -29,493   18,372  -15,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     14.7      9.0     66.9     61.4     89.5     85.1     10.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      73       85       92      150      167      278      289                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,652,379
COMMITMENTS
 239,868  458,705  177,335  1988862  1651311  2406065  2287351  246,314  365,028

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     66,572)
  25,800  -55,439   45,151      207   82,147   71,158   71,858   -4,586   -5,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     17.3      6.7     75.0     62.3     90.7     86.2      9.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      44       73       62      119      144      200      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      803,570
COMMITMENTS
  52,430   77,767  140,743  587,005  539,075  780,178  757,585   23,392   45,985

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     91,532)
   8,949    8,576  -10,717   94,279   95,401   92,511   93,260     -979   -1,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      9.7     17.5     73.0     67.1     97.1     94.3      2.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      11       31       32       51       66       83      111                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,372
COMMITMENTS
  20,661    8,810    2,416   33,898   46,287   56,975   57,513    7,397    6,859

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     11,108)
   1,712   -1,791      843    7,771   12,264   10,326   11,316      781     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     13.7      3.8     52.7     71.9     88.5     89.3     11.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      36       17       12       41       34       83       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      128,743
COMMITMENTS
  41,321   17,620    4,831   67,797   92,574  113,949  115,026   14,794   13,717

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     22,215)
   3,424   -3,583    1,687   15,542   24,529   20,653   22,632    1,563     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     13.7      3.8     52.7     71.9     88.5     89.3     11.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      36       17       12       41       34       83       59                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,021
COMMITMENTS
  17,359   17,762    3,426    1,029      680   21,814   21,868      207      153

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,085)
    -287     -380    1,358        0        0    1,071      978       14      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.8     80.7     15.6      4.7      3.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      14       11        7        1        1       18       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,822
COMMITMENTS
  21,949   13,644      327    7,448   15,493   29,724   29,464       98      358

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -12,163)
  -2,816     -990  -11,178    1,830     -269  -12,164  -12,437        1      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.6     45.8      1.1     25.0     52.0     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       12        1        6       15       15       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,758
COMMITMENTS
  29,249   12,169        0    1,460   18,484   30,709   30,653       49      105

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -14,487)
   9,930     -511  -13,707  -10,642     -274  -14,419  -14,492      -68        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    95.1     39.6      0.0      4.7     60.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       12        0        4       11       10       23                  



Updated December 18, 2015