WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   437,577:   122,654    225,003     80,717    192,439     88,546    395,810    394,266:    41,767     43,311
Old  :   245,928:   101,354    177,642     17,334    103,705     26,832    222,393    221,808:    23,535     24,120
Other:   191,649:    54,567     80,628     30,116     88,734     61,714    173,417    172,458:    18,232     19,191
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -5,301:     2,525     11,268      1,507     -6,655    -18,067     -2,623     -5,292:    -2,678         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       51.4       18.4       44.0       20.2       90.5       90.1:       9.5        9.9
Old  :     100.0:      41.2       72.2        7.0       42.2       10.9       90.4       90.2:       9.6        9.8
Other:     100.0:      28.5       42.1       15.7       46.3       32.2       90.5       90.0:       9.5       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       134        140        111        111         85        303        292:
Old  :       384:       134        127         37         87         50        238        197:
Other:       278:        82         81         64         83         72        198        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       10.5       22.1       18.9       14.2       10.4       21.0       17.3
Old  :                 15.8       15.6       25.4       26.6       15.7       15.2       24.8       25.5
Other:                 16.9       16.5       27.8       27.2       16.4       12.6       24.7       22.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   215,138:    62,447     98,535     22,985    110,259     70,664    195,691    192,184:    19,447     22,954
Old  :   103,489:    44,066     71,781      2,174     48,113     17,010     94,353     90,965:     9,136     12,524
Other:   111,649:    29,588     37,961      9,604     62,146     53,654    101,338    101,219:    10,311     10,430
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -6,785:     3,732      4,086     -1,853     -5,548     -6,120     -3,669     -3,887:    -3,116     -2,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       45.8       10.7       51.3       32.8       91.0       89.3:       9.0       10.7
Old  :     100.0:      42.6       69.4        2.1       46.5       16.4       91.2       87.9:       8.8       12.1
Other:     100.0:      26.5       34.0        8.6       55.7       48.1       90.8       90.7:       9.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        70         67         55         83         68        183        171:
Old  :       205:        69         47         10         60         38        132         92:
Other:       192:        57         47         36         67         61        143        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       24.0       23.3       35.6       12.2       18.5       20.9       29.8
Old  :                 17.1       27.8       29.0       45.2       17.1       27.6       29.0       44.4
Other:                 18.4       33.7       31.5       43.3       14.7       23.4       23.7       32.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,325,794:   363,529    440,354    188,504    632,941    524,681  1,184,974  1,153,539:   140,820    172,255
Old  : 1,081,388:   356,019    422,406    126,578    487,914    401,734    970,511    950,718:   110,877    130,670
Other:   244,406:    55,012     65,450     14,424    145,027    122,947    214,463    202,821:    29,943     41,585
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -29,925:    10,702     62,727    -24,543     -9,243    -50,187    -23,084    -12,003:    -6,841    -17,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       33.2       14.2       47.7       39.6       89.4       87.0:      10.6       13.0
Old  :     100.0:      32.9       39.1       11.7       45.1       37.1       89.7       87.9:      10.3       12.1
Other:     100.0:      22.5       26.8        5.9       59.3       50.3       87.7       83.0:      12.3       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       709:       155        185        160        243        272        487        557:
Old  :       691:       166        181        124        228        244        457        497:
Other:       448:        69         87         46        123        221        220        333:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0        9.8       20.3       17.3       10.2        8.9       17.2       14.3
Old  :                 12.8       11.3       22.6       19.5       12.8       10.7       22.1       17.9
Other:                 25.9       22.2       36.5       30.5       21.9       17.9       30.6       24.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,539:     3,448      3,663        608      3,489      3,922      7,545      8,193:     2,994      2,346
Old  :     8,436:     3,346      3,611          0      2,367      2,937      5,713      6,548:     2,723      1,888
Other:     2,103:       496        446        214      1,122        985      1,832      1,645:       271        458
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       191:       296        335         85       -104       -430        277        -10:       -86        201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       34.8        5.8       33.1       37.2       71.6       77.7:      28.4       22.3
Old  :     100.0:      39.7       42.8        0.0       28.1       34.8       67.7       77.6:      32.3       22.4
Other:     100.0:      23.6       21.2       10.2       53.4       46.8       87.1       78.2:      12.9       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        10         16          5         14         11         26         31:
Old  :        44:        12         15          0         11          8         23         23:
Other:        19:         1          7          2          6          9          8         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       40.9       55.1       51.1       42.8       38.2       49.4       48.3
Old  :                 41.4       49.8       50.8       61.8       41.0       49.8       50.3       61.8
Other:                 79.1       41.0       87.1       63.3       67.1       38.0       73.7       57.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   701,548:   134,023    212,014    125,065    379,921    296,063    639,009    633,142:    62,539     68,406
Old  :   533,667:   134,779    210,813     73,830    272,959    198,304    481,568    482,947:    52,099     50,720
Other:   167,881:    38,124     40,081     12,355    106,962     97,759    157,441    150,195:    10,440     17,686
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -12,280:   -15,676     32,938      3,128     -1,840    -40,821    -14,388     -4,755:     2,108     -7,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       30.2       17.8       54.2       42.2       91.1       90.2:       8.9        9.8
Old  :     100.0:      25.3       39.5       13.8       51.1       37.2       90.2       90.5:       9.8        9.5
Other:     100.0:      22.7       23.9        7.4       63.7       58.2       93.8       89.5:       6.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       570:       129        209        190        146        158        402        470:
Old  :       558:       139        217        139        134        122        354        411:
Other:       326:        91         79         62         75        120        202        230:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       13.2       28.8       21.2       18.9       12.2       25.5       18.9
Old  :                 16.6       14.9       25.5       23.0       15.5       14.8       24.2       22.5
Other:                 42.7       24.3       52.7       38.4       41.1       24.1       50.5       37.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   381,682:   118,689     57,515     74,747    151,996    220,132    345,432    352,394:    36,250     29,288
Old  :   311,266:   117,068     60,060     44,400    121,921    182,355    283,389    286,815:    27,877     24,451
Other:    70,416:    14,960     10,794     17,008     30,075     37,777     62,043     65,579:     8,373      4,837
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -26,949:    -6,412      5,983     -9,611     -8,395    -23,818    -24,418    -27,446:    -2,531        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       15.1       19.6       39.8       57.7       90.5       92.3:       9.5        7.7
Old  :     100.0:      37.6       19.3       14.3       39.2       58.6       91.0       92.1:       9.0        7.9
Other:     100.0:      21.2       15.3       24.2       42.7       53.6       88.1       93.1:      11.9        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        95         65        106         74         76        229        213:
Old  :       292:       105         61         90         70         74        218        199:
Other:       134:        29         35         29         50         30         97         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       30.0       16.7       36.1        8.8       27.7       15.3       32.8
Old  :                 10.4       31.0       18.6       37.7       10.1       30.0       17.7       35.8
Other:                 19.8       35.7       34.5       51.9       17.0       28.9       25.8       38.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   542,518:    94,115     70,025     14,036    288,610    320,808    396,761    404,869:   145,757    137,649
Old  :   542,518:    94,115     70,025     14,036    288,610    320,808    396,761    404,869:   145,757    137,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -3,821:     9,519      8,433       -522      9,208      2,976     18,205     10,887:   -22,026    -14,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       12.9        2.6       53.2       59.1       73.1       74.6:      26.9       25.4
Old  :     100.0:      17.3       12.9        2.6       53.2       59.1       73.1       74.6:      26.9       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        37         28         18         65         69        109        108:
Old  :       151:        37         28         18         65         69        109        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       21.6       30.2       32.4       16.7       16.0       23.5       22.6
Old  :                 21.4       21.6       30.2       32.4       16.7       16.0       23.5       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   624,033:    49,366    142,220      8,161    426,102    390,198    483,629    540,579:   140,404     83,454
Old  :   624,033:    49,366    142,220      8,161    426,102    390,198    483,629    540,579:   140,404     83,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -38,261:   -12,313     -4,311        950     -8,864    -30,527    -20,227    -33,888:   -18,034     -4,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       22.8        1.3       68.3       62.5       77.5       86.6:      22.5       13.4
Old  :     100.0:       7.9       22.8        1.3       68.3       62.5       77.5       86.6:      22.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        12         16          8         59         48         76         67:
Old  :        98:        12         16          8         59         48         76         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       46.0       38.4       57.5       21.9       45.2       32.5       56.2
Old  :                 24.4       46.0       38.4       57.5       21.9       45.2       32.5       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,208:       760        638        667      2,465      2,601      3,892      3,906:       316        302
Old  :     4,208:       760        638        667      2,465      2,601      3,892      3,906:       316        302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -276:       136        178       -317       -169       -227       -350       -366:        74         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       15.2       15.9       58.6       61.8       92.5       92.8:       7.5        7.2
Old  :     100.0:      18.1       15.2       15.9       58.6       61.8       92.5       92.8:       7.5        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          5          2         11         12         18         18:
Old  :        26:         6          5          2         11         12         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       53.9       75.3       75.9       42.4       38.9       55.6       52.7
Old  :                 52.9       53.9       75.3       75.9       42.4       38.9       55.6       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   393,496:    70,941    120,446     63,125    210,850    165,149    344,916    348,720:    48,580     44,776
Old  :   324,706:    73,477    116,502     41,047    172,059    130,127    286,583    287,676:    38,123     37,030
Other:    68,790:     9,783     16,263      9,759     38,791     35,022     58,333     61,044:    10,457      7,746
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -20,302:        43      2,973     -4,531    -11,268    -17,707    -15,756    -19,265:    -4,546     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       30.6       16.0       53.6       42.0       87.7       88.6:      12.3       11.4
Old  :     100.0:      22.6       35.9       12.6       53.0       40.1       88.3       88.6:      11.7       11.4
Other:     100.0:      14.2       23.6       14.2       56.4       50.9       84.8       88.7:      15.2       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        78         98         81         98         74        225        226:
Old  :       307:        91         95         76         94         69        218        215:
Other:       145:        31         36         23         65         32        113         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       24.3       24.7       29.8       14.9       19.6       21.4       25.1
Old  :                 16.7       24.3       24.5       31.0       16.3       21.4       22.8       28.1
Other:                 22.5       35.3       36.1       51.0       22.0       31.6       34.6       43.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,665:     1,863      4,649        662      7,095      4,606      9,620      9,917:     2,045      1,748
Old  :    11,471:     1,972      4,731        471      7,052      4,564      9,495      9,766:     1,976      1,705
Other:       194:        82        109          0         43         42        125        151:        69         43
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -718:       371         17       -489       -425       -368       -543       -840:      -175        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       39.9        5.7       60.8       39.5       82.5       85.0:      17.5       15.0
Old  :     100.0:      17.2       41.2        4.1       61.5       39.8       82.8       85.1:      17.2       14.9
Other:     100.0:      42.3       56.2        0.0       22.2       21.6       64.4       77.8:      35.6       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        20         28         16         19          9         50         45:
Old  :        74:        21         29         14         18          9         49         43:
Other:        13:         1          6          0          2          4          3         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       40.1       55.5       52.5       45.5       39.7       53.9       49.8
Old  :                 46.6       40.7       56.3       53.4       46.3       40.4       55.1       50.7
Other:                 64.4       51.0       64.4       76.8       64.4       51.0       64.4       76.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,068,941:   190,051    228,093     26,527    736,508    664,937    953,086    919,557:   115,855    149,384
Old  : 1,068,941:   190,051    228,093     26,527    736,508    664,937    953,086    919,557:   115,855    149,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -80,589:    -3,428    -13,593     -8,505    -39,453    -50,408    -51,386    -72,506:   -29,203     -8,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.3        2.5       68.9       62.2       89.2       86.0:      10.8       14.0
Old  :     100.0:      17.8       21.3        2.5       68.9       62.2       89.2       86.0:      10.8       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        47         57         36        101        103        171        174:
Old  :       248:        47         57         36        101        103        171        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       17.8       34.3       27.2       22.6       16.1       32.0       24.7
Old  :                 23.1       17.8       34.3       27.2       22.6       16.1       32.0       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,909,117:   475,157    472,603    130,836  1,932,900  1,883,228  2,538,893  2,486,667:   370,224    422,450
Old  : 2,909,117:   475,157    472,603    130,836  1,932,900  1,883,228  2,538,893  2,486,667:   370,224    422,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :  -177,422:   -62,380     19,725     33,050   -106,443   -208,428   -135,773   -155,653:   -41,649    -21,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       16.2        4.5       66.4       64.7       87.3       85.5:      12.7       14.5
Old  :     100.0:      16.3       16.2        4.5       66.4       64.7       87.3       85.5:      12.7       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        78         80         58        138        152        251        255:
Old  :       353:        78         80         58        138        152        251        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       19.8       40.5       28.0       28.3       17.0       35.4       22.5
Old  :                 30.9       19.8       40.5       28.0       28.3       17.0       35.4       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,644,923:   293,216    420,767     97,182  1,974,659  1,772,152  2,365,057  2,290,101:   279,866    354,822
Old  : 2,644,923:   293,216    420,767     97,182  1,974,659  1,772,152  2,365,057  2,290,101:   279,866    354,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -53,035:   -19,798    -10,010     32,307    -10,979    -27,648      1,530     -5,351:   -54,565    -47,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       15.9        3.7       74.7       67.0       89.4       86.6:      10.6       13.4
Old  :     100.0:      11.1       15.9        3.7       74.7       67.0       89.4       86.6:      10.6       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        49         61         41        105        133        177        213:
Old  :       277:        49         61         41        105        133        177        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       16.3       44.9       27.0       30.8       14.9       38.4       23.8
Old  :                 34.7       16.3       44.9       27.0       30.8       14.9       38.4       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   725,225:    32,567     75,198    115,691    553,324    492,501    701,582    683,390:    23,643     41,835
Old  :   725,225:    32,567     75,198    115,691    553,324    492,501    701,582    683,390:    23,643     41,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -60,949:     1,513    -35,615      1,471    -65,694    -27,154    -62,710    -61,298:     1,761        349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       10.4       16.0       76.3       67.9       96.7       94.2:       3.3        5.8
Old  :     100.0:       4.5       10.4       16.0       76.3       67.9       96.7       94.2:       3.3        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        14         33         29         43         49         76         93:
Old  :       100:        14         33         29         43         49         76         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       31.9       63.9       44.6       37.1       16.0       41.1       24.5
Old  :                 49.8       31.9       63.9       44.6       37.1       16.0       41.1       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    31,216:     7,514      5,414        368     17,662     18,615     25,544     24,397:     5,672      6,819
Old  :    31,216:     7,514      5,414        368     17,662     18,615     25,544     24,397:     5,672      6,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     2,264:       686       -153        100        599      2,944      1,384      2,892:       880       -628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       17.3        1.2       56.6       59.6       81.8       78.2:      18.2       21.8
Old  :     100.0:      24.1       17.3        1.2       56.6       59.6       81.8       78.2:      18.2       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        24         12          6         33         25         60         40:
Old  :        85:        24         12          6         33         25         60         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       26.0       34.4       42.9       20.8       25.9       32.5       42.4
Old  :                 22.0       26.0       34.4       42.9       20.8       25.9       32.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    62,431:    15,028     10,827        736     35,323     37,230     51,087     48,793:    11,344     13,638
Old  :    62,431:    15,028     10,827        736     35,323     37,230     51,087     48,793:    11,344     13,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     4,527:     1,371       -305        200      1,197      5,888      2,768      5,783:     1,759     -1,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       17.3        1.2       56.6       59.6       81.8       78.2:      18.2       21.8
Old  :     100.0:      24.1       17.3        1.2       56.6       59.6       81.8       78.2:      18.2       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        24         12          6         33         25         60         40:
Old  :        85:        24         12          6         33         25         60         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       26.0       34.4       42.9       20.8       25.9       32.5       42.4
Old  :                 22.0       26.0       34.4       42.9       20.8       25.9       32.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    18,044:    15,239     16,355        905      1,581        680     17,725     17,940:       319        104
Old  :    18,044:    15,239     16,355        905      1,581        680     17,725     17,940:       319        104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :       797:       987        875        -33       -156          0        798        842:        -1        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.5       90.6        5.0        8.8        3.8       98.2       99.4:       1.8        0.6
Old  :     100.0:      84.5       90.6        5.0        8.8        3.8       98.2       99.4:       1.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        16         14          4          1          1         18         18:
Old  :        31:        16         14          4          1          1         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       57.5       93.4       84.0       76.6       57.2       85.4       82.5
Old  :                 81.3       57.5       93.4       84.0       76.6       57.2       85.4       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    32,345:    22,591     12,550        593      9,058     19,065     32,242     32,208:       103        137
Old  :    32,345:    22,591     12,550        593      9,058     19,065     32,242     32,208:       103        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     1,651:     1,388        193        316        -47      1,111      1,657      1,620:        -6         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       38.8        1.8       28.0       58.9       99.7       99.6:       0.3        0.4
Old  :     100.0:      69.8       38.8        1.8       28.0       58.9       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         9         15          3          6         20         16         37:
Old  :        47:         9         15          3          6         20         16         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.4       46.5       93.8       64.9       84.2       46.1       93.6       64.5
Old  :                 84.4       46.5       93.8       64.9       84.2       46.1       93.6       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, March 01, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    41,718:    38,700     12,121          6      2,898     29,550     41,604     41,677:       114         41
Old  :    41,718:    38,700     12,121          6      2,898     29,550     41,604     41,677:       114         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     1,632:     2,406     -1,582          6       -761      3,264      1,651      1,688:       -19        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      92.8       29.1        0.0        6.9       70.8       99.7       99.9:       0.3        0.1
Old  :     100.0:      92.8       29.1        0.0        6.9       70.8       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         9         14          1          5         14         15         28:
Old  :        39:         9         14          1          5         14         15         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.3       71.3       98.1       88.5       94.3       71.2       97.5       88.4
Old  :                 94.3       71.3       98.1       88.5       94.3       71.2       97.5       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 4, 2016