WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,150
COMMITMENTS
  83,075  160,234  129,000  186,163  104,591  398,238  393,825   36,912   41,325

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     23,975)
  -3,288   13,901   14,719   11,646   -5,210   23,077   23,410      897      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     36.8     29.6     42.8     24.0     91.5     90.5      8.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     126      119      139      115      108      315      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      197,289
COMMITMENTS
  46,900   69,964   30,510   99,237   69,419  176,647  169,893   20,641   27,396

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      5,067)
  -3,646   -6,490    4,355    4,723    4,885    5,432    2,751     -365    2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     35.5     15.5     50.3     35.2     89.5     86.1     10.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      48       62       52       76       63      159      158                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,586,524
COMMITMENTS
 305,043  301,324  379,410  729,920  696,006  1414374  1376740  172,150  209,784

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     41,692)
 -12,692   27,729   19,480   30,352  -10,032   37,140   37,177    4,552    4,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     19.0     23.9     46.0     43.9     89.1     86.8     10.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     152      175      194      306      330      567      609                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,488
COMMITMENTS
   2,527    1,475    1,866    3,892    5,811    8,285    9,152    2,203    1,336

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        831)
     328      227      324      223      308      875      860      -44      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     14.1     17.8     37.1     55.4     79.0     87.3     21.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        8       14       12       30       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      864,240
COMMITMENTS
 116,948  148,551  247,590  430,658  391,947  795,195  788,088   69,044   76,151

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -13,770)
  -6,632   -6,100   -5,870      269    1,697  -12,233  -10,273   -1,537   -3,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     17.2     28.6     49.8     45.4     92.0     91.2      8.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     157      185      251      170      178      479      493                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      457,235
COMMITMENTS
 121,605   41,672  119,872  174,887  266,629  416,364  428,172   40,871   29,063

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -22,940)
  -2,077    9,776  -14,351   -3,986  -16,332  -20,414  -20,907   -2,526   -2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      9.1     26.2     38.2     58.3     91.1     93.6      8.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      90       78      117       86       83      261      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      618,437
COMMITMENTS
  77,351   79,230   54,195  343,594  350,439  475,140  483,865  143,296  134,571

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -13,926)
   6,235    9,122   -5,581  -18,270  -11,938  -17,616   -8,397    3,691   -5,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     12.8      8.8     55.6     56.7     76.8     78.2     23.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      34       31       35       67       73      114      126                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,918
COMMITMENTS
  57,996  145,149    6,617  433,452  385,357  498,065  537,123  118,854   79,795

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -21,280)
    -620    8,203   -6,932  -14,013  -15,988  -21,565  -14,717      285   -6,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     23.5      1.1     70.3     62.5     80.7     87.1     19.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       15       10       56       51       74       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,240
COMMITMENTS
   1,151      497      522    2,400    3,020    4,073    4,039      167      201

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        180)
    -256      -43      183      277        9      204      149      -24       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     11.7     12.3     56.6     71.2     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        7        5       10       11       22       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      465,681
COMMITMENTS
  74,538  108,081  100,796  232,960  216,166  408,295  425,043   57,387   40,638

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -17,323)
  -2,248   -1,744   -5,269   -9,384   -7,990  -16,901  -15,003     -422   -2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     23.2     21.6     50.0     46.4     87.7     91.3     12.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      72       97      104      107       88      249      242                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,799
COMMITMENTS
   1,323    4,078    4,226    9,301    7,301   14,851   15,605    2,949    2,194

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        691)
     -37      436       84      135      -20      182      500      509      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     22.9     23.7     52.3     41.0     83.4     87.7     16.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       28       25       24       14       60       56                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,014,104
COMMITMENTS
 167,860  283,983   35,582  705,597  555,456  909,038  875,021  105,066  139,084

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -10,241)
    -747   18,134    2,478  -12,669  -28,679  -10,939   -8,067      698   -2,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     28.0      3.5     69.6     54.8     89.6     86.3     10.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      41       60       32       99      115      156      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,874,346
COMMITMENTS
 411,261  442,324  247,436  1910473  1744904  2569169  2434664  305,176  439,681

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:   -165,043)
  -4,777   -5,747  -25,825 -121,508 -121,797 -152,109 -153,369  -12,934  -11,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     15.4      8.6     66.5     60.7     89.4     84.7     10.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      76       80       85      152      168      274      287                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,500,572
COMMITMENTS
 211,495  419,887  141,008  1899086  1588206  2251589  2149101  248,983  351,471

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:   -151,807)
 -28,373  -38,818  -36,327  -89,777  -63,105 -154,476 -138,250    2,669  -13,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     16.8      5.6     75.9     63.5     90.0     85.9     10.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      41       73       64      119      138      199      236                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      770,931
COMMITMENTS
  59,291   65,323  135,694  554,153  525,154  749,138  726,171   21,792   44,760

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -32,639)
   6,861  -12,444   -5,049  -32,851  -13,921  -31,039  -31,414   -1,600   -1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      8.5     17.6     71.9     68.1     97.2     94.2      2.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      15       27       32       43       61       75      106                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,547
COMMITMENTS
  15,406    6,467      894   17,551   27,515   33,850   34,875    6,697    5,673

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -23,824)
  -5,255   -2,344   -1,522  -16,348  -18,773  -23,124  -22,638     -700   -1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     15.9      2.2     43.3     67.9     83.5     86.0     16.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       13        5       32       22       62       39                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,094
COMMITMENTS
  30,812   12,933    1,787   35,102   55,029   67,701   69,749   13,394   11,345

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -47,649)
 -10,509   -4,687   -3,044  -32,695  -37,545  -46,248  -45,277   -1,400   -2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     15.9      2.2     43.3     67.9     83.5     86.0     16.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       13        5       32       22       62       39                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,556
COMMITMENTS
  15,902   16,792    2,065    1,375      680   19,342   19,537      214       19

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -2,465)
  -1,457     -970   -1,361      346        0   -2,472   -2,331        7     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.3     85.9     10.6      7.0      3.5     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      18        9        4        2        1       21       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,493
COMMITMENTS
  21,963   13,955      327    7,114   15,130   29,404   29,412       89       81

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:       -329)
      14      311        0     -334     -363     -320      -52       -9     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.5     47.3      1.1     24.1     51.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       13        1        6       16       15       29                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,111
COMMITMENTS
  28,090   11,858       16    2,936   19,165   31,042   31,039       69       72

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        353)
  -1,159     -311       16    1,476      681      333      386       20      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.3     38.1      0.1      9.4     61.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       11        1        4       12       13       24                  



Updated December 25, 2015