WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      436,900
COMMITMENTS
  82,967  172,597  119,329  194,610  104,510  396,906  396,436   39,994   40,464

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,750)
    -108   12,363   -9,671    8,447      -81   -1,332    2,611    3,082     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     39.5     27.3     44.5     23.9     90.8     90.7      9.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     139      127      144      118      109      332      314                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      199,135
COMMITMENTS
  47,603   72,409   31,399  100,469   70,496  179,471  174,305   19,663   24,830

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,846)
     703    2,446      889    1,231    1,078    2,824    4,412     -978   -2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     36.4     15.8     50.5     35.4     90.1     87.5      9.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      49       59       49       79       65      160      155                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,595,753
COMMITMENTS
 311,342  362,254  368,238  738,044  652,565  1417624  1383057  178,129  212,697

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      9,230)
   6,299   60,930  -11,172    8,124  -43,441    3,250    6,317    5,979    2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     22.7     23.1     46.3     40.9     88.8     86.7     11.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     155      178      190      306      327      564      608                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,711
COMMITMENTS
   2,449    1,617    1,952    4,000    5,667    8,400    9,235    2,311    1,475

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        222)
     -78      142       85      108     -144      115       83      107      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     15.1     18.2     37.3     52.9     78.4     86.2     21.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        9        8       14       12       29       28                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      799,448
COMMITMENTS
 110,177  170,847  208,543  416,514  344,513  735,234  723,903   64,215   75,545

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -64,791)
  -6,771   22,296  -39,047  -14,144  -47,434  -59,962  -64,185   -4,830     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     21.4     26.1     52.1     43.1     92.0     90.6      8.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     148      177      220      172      178      452      472                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      425,727
COMMITMENTS
 122,285   39,577  102,398  162,296  257,154  386,979  399,128   38,748   26,599

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -31,508)
     680   -2,095  -17,474  -12,591   -9,475  -29,385  -29,044   -2,123   -2,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      9.3     24.1     38.1     60.4     90.9     93.8      9.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     103       67      107       85       85      253      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,575
COMMITMENTS
  81,283   73,950   45,091  319,262  327,911  445,636  446,952  137,938  136,622

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -34,862)
   3,932   -5,280   -9,104  -24,332  -22,528  -29,504  -36,913   -5,358    2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     12.7      7.7     54.7     56.2     76.4     76.6     23.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      32       32       32       64       66      110      116                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,488
COMMITMENTS
  56,368  150,448    6,636  437,123  375,046  500,127  532,130  114,362   82,359

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -2,430)
  -1,628    5,299       19    3,671  -10,311    2,062   -4,993   -4,492    2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     24.5      1.1     71.1     61.0     81.4     86.6     18.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      12       15       10       59       51       77       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,038
COMMITMENTS
   1,140      430      495    2,239    2,877    3,874    3,802      164      236

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -202)
     -11      -67      -27     -161     -143     -199     -237       -3       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     10.6     12.3     55.4     71.2     95.9     94.2      4.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        6        5        9       10       21       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      456,689
COMMITMENTS
  73,880  116,509   94,757  233,513  204,212  402,150  415,478   54,538   41,211

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -8,993)
    -659    8,428   -6,039      553  -11,954   -6,144   -9,565   -2,848      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     25.5     20.7     51.1     44.7     88.1     91.0     11.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      70      100      101      104       83      241      237                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,147
COMMITMENTS
   1,352    3,950    2,925    8,190    6,264   12,467   13,139    2,680    2,009

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -2,652)
      29     -127   -1,301   -1,111   -1,038   -2,384   -2,466     -269     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     26.1     19.3     54.1     41.4     82.3     86.7     17.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       24       24       23       13       58       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,032,135
COMMITMENTS
 190,629  295,727   29,266  712,407  561,831  932,302  886,823   99,834  145,312

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     18,031)
  22,769   11,744   -6,316    6,810    6,374   23,264   11,803   -5,233    6,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     28.7      2.8     69.0     54.4     90.3     85.9      9.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      42       63       30       95      111      154      187                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,778,486
COMMITMENTS
 441,361  417,355  209,769  1827836  1698731  2478966  2325855  299,521  452,631

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -95,859)
  30,100  -24,969  -37,667  -82,637  -46,173  -90,203 -108,809   -5,656   12,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     15.0      7.5     65.8     61.1     89.2     83.7     10.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      68       80       77      142      160      255      272                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,457,598
COMMITMENTS
 233,940  416,786  113,603  1850236  1570248  2197779  2100637  259,819  356,961

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -42,974)
  22,445   -3,102  -27,405  -48,850  -17,959  -53,810  -48,465   10,835    5,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     17.0      4.6     75.3     63.9     89.4     85.5     10.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      37       67       53      106      131      178      216                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      790,048
COMMITMENTS
  61,101   81,329  137,333  571,485  530,852  769,919  749,514   20,128   40,534

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     19,117)
   1,810   16,007    1,639   17,332    5,697   20,781   23,343   -1,664   -4,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     10.3     17.4     72.3     67.2     97.5     94.9      2.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      15       27       32       42       60       74      105                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,746
COMMITMENTS
  16,672    6,106    1,099   18,545   29,591   36,316   36,795    6,430    5,951

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,199)
   1,266     -361      205      994    2,076    2,466    1,921     -267      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     14.3      2.6     43.4     69.2     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       12        6       31       28       65       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,492
COMMITMENTS
  33,345   12,211    2,198   37,090   59,182   72,633   73,591   12,859   11,901

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      4,398)
   2,533     -722      411    1,988    4,153    4,932    3,842     -534      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     14.3      2.6     43.4     69.2     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       12        6       31       28       65       45                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,623
COMMITMENTS
  15,868   16,788    2,092    1,375      680   19,335   19,560      288       63

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         67)
     -34       -4       27        0        0       -7       23       74       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.9     85.6     10.7      7.0      3.5     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      16        9        3        2        1       19       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,415
COMMITMENTS
  22,037   13,989      327    6,964   15,022   29,328   29,338       87       77

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -78)
      74       34        0     -150     -108      -76      -74       -2       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.9     47.6      1.1     23.7     51.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       11        1        6       16       15       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,843
COMMITMENTS
  28,457   12,621       59    3,257   19,098   31,773   31,778       70       65

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        732)
     367      763       43      321      -67      731      739        1       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.4     39.6      0.2     10.2     60.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       13        2        4       12       14       26                  



Updated January 1, 2016