WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      432,652
COMMITMENTS
 106,256  184,168   91,365  192,421  118,490  390,042  394,023   42,610   38,629

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -1,593)
  -2,370   -9,347      -63     -208    9,695   -2,641      285    1,048   -1,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     42.6     21.1     44.5     27.4     90.2     91.1      9.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     123      114      123      101       88      292      274                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      205,432
COMMITMENTS
  54,599   70,895   30,746   99,123   80,552  184,468  182,193   20,964   23,239

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,886)
   1,146    2,066    1,175   -1,182     -228    1,139    3,013      747   -1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     34.5     15.0     48.3     39.2     89.8     88.7     10.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      64       56       70       77       75      179      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,328,820
COMMITMENTS
 355,259  356,977  190,969  636,625  608,932  1182853  1156878  145,967  171,942

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:    -10,050)
  -3,491  -45,073   -7,795    2,625   37,873   -8,661  -14,995   -1,389    4,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     26.9     14.4     47.9     45.8     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     166      157      156      246      279      488      534                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,557
COMMITMENTS
   3,495    4,173      721    3,201    3,149    7,417    8,043    3,140    2,514

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:         22)
    -156       41       -3      197       52       38       90      -16      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     39.5      6.8     30.3     29.8     70.3     76.2     29.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       17        7       17       10       28       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      763,700
COMMITMENTS
 215,560  146,702  138,897  352,179  392,725  706,636  678,324   57,064   85,376

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     13,948)
  13,189  -10,404   10,817   -7,513    9,376   16,493    9,789   -2,545    4,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     19.2     18.2     46.1     51.4     92.5     88.8      7.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     159      185      198      134      178      429      464                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      445,293
COMMITMENTS
 178,703   51,381   72,501  149,609  293,730  400,813  417,612   44,480   27,681

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      2,434)
   6,429   -2,621   -3,369      315    8,480    3,375    2,490     -941      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     11.5     16.3     33.6     66.0     90.0     93.8     10.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     114       65      106       76       88      256      217                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      504,806
COMMITMENTS
 117,882   57,978   11,348  226,921  307,664  356,151  376,990  148,655  127,816

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     12,662)
   5,539   -4,364   -1,240   -3,222   13,005    1,077    7,401   11,585    5,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     11.5      2.2     45.0     60.9     70.6     74.7     29.4     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      33       26       13       54       69       91      104                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      619,757
COMMITMENTS
  50,002  152,140    6,486  424,357  378,644  480,845  537,270  138,912   82,487

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      3,408)
    -441     -457     -184    1,017    1,691      392    1,050    3,016    2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     24.5      1.0     68.5     61.1     77.6     86.7     22.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      11       14        8       57       50       73       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        3,689
COMMITMENTS
     356      524      827    2,158    2,096    3,341    3,447      348      242

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:       -663)
    -152      -10      -90     -520     -552     -762     -652       99      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.2     22.4     58.5     56.8     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        8        2       10       10       14       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      372,474
COMMITMENTS
  76,101   85,246   61,010  181,705  186,458  318,816  332,714   53,658   39,760

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -4,832)
  -1,774  -12,695   -1,366   -5,796    7,489   -8,936   -6,572    4,104    1,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     22.9     16.4     48.8     50.1     85.6     89.3     14.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      83       73       89       95       73      227      204                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,968
COMMITMENTS
   1,928    4,926    1,105    7,330    4,734   10,363   10,765    2,605    2,203

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        320)
    -151      251       78      217     -231      144       98      176      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     38.0      8.5     56.5     36.5     79.9     83.0     20.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       28       14       20       11       48       52                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      942,425
COMMITMENTS
  93,050  206,761   26,131  712,510  562,301  831,691  795,193  110,734  147,232

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     17,322)
  -7,650   -5,829    4,174   20,488   18,171   17,012   16,516      310      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     21.9      2.8     75.6     59.7     88.3     84.4     11.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      37       51       31       87       97      141      162                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,653,703
COMMITMENTS
 448,675  465,538   71,230  1790966  1719104  2310871  2255872  342,832  397,831

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     23,961)
 -37,287   29,681   -7,797   60,016    1,352   14,932   23,236    9,029      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     17.5      2.7     67.5     64.8     87.1     85.0     12.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      73       79       55      127      143      229      249                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,461,580
COMMITMENTS
 285,759  448,944   25,087  1891944  1658080  2202790  2132111  258,790  329,469

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     81,473)
  36,613  -14,815   -8,085   46,962   92,547   75,490   69,647    5,983   11,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     18.2      1.0     76.9     67.4     89.5     86.6     10.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      46       64       30       91      139      155      215                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      822,071
COMMITMENTS
  45,404  101,150  110,485  645,321  560,446  801,210  772,081   20,861   49,990

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     42,973)
   6,298    4,489   16,157   21,281   18,935   43,736   39,581     -763    3,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     12.3     13.4     78.5     68.2     97.5     93.9      2.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      19       34       34       46       58       83      110                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,968
COMMITMENTS
  20,804   14,538      113   23,268   27,268   44,185   41,918    6,783    9,050

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      5,388)
   3,414      584     -124      984    4,955    4,275    5,415    1,113      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     28.5      0.2     45.7     53.5     86.7     82.2     13.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       19        4       29       24       61       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,935
COMMITMENTS
  41,608   29,075      225   46,536   54,536   88,369   83,836   13,566   18,099

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     10,775)
   6,828    1,167     -247    1,968    9,910    8,549   10,830    2,226      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     28.5      0.2     45.7     53.5     86.7     82.2     13.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       19        4       29       24       61       45                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,436
COMMITMENTS
  15,898   17,098      681    1,576      645   18,155   18,424      281       12

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:       -838)
    -766     -763      -58        0        0     -824     -821      -14      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.2     92.7      3.7      8.5      3.5     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      20       15        3        2        1       23       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,888
COMMITMENTS
  19,423   12,520      333    6,003   12,912   25,759   25,765      129      123

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        931)
     689      677        0      219      242      908      919       23       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0     48.4      1.3     23.2     49.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       14        1        6       18       15       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,411
COMMITMENTS
  22,926   14,552        0    8,422   16,708   31,348   31,260       63      151

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,968)
    -982    1,861        0    2,957        4    1,975    1,865       -7      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0     46.3      0.0     26.8     53.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       18        0        4       11       11       29                  



Updated April 1, 2016