WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,769
COMMITMENTS
 111,480  182,998   93,891  193,440  121,115  398,811  398,004   39,958   40,765

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      6,117)
   5,224   -1,170    2,526    1,019    2,625    8,769    3,981   -2,652    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     41.7     21.4     44.1     27.6     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     117      111      125       99       91      293      272                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      210,844
COMMITMENTS
  54,927   72,437   32,098  101,998   83,044  189,023  187,579   21,821   23,265

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      5,412)
     328    1,542    1,352    2,875    2,492    4,555    5,386      857       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     34.4     15.2     48.4     39.4     89.7     89.0     10.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      60       62       72       79       74      182      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,439,814
COMMITMENTS
 338,427  423,969  230,248  713,549  600,592  1282224  1254809  157,590  185,005

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:    110,994)
 -16,832   66,992   39,279   76,924   -8,340   99,371   97,931   11,623   13,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     29.4     16.0     49.6     41.7     89.1     87.2     10.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     152      194      172      260      266      515      554                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,130
COMMITMENTS
   3,635    4,325      944    3,445    3,338    8,024    8,607    3,106    2,523

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        573)
     140      152      223      244      189      607      564      -34        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     38.9      8.5     31.0     30.0     72.1     77.3     27.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       18        7       18       11       29       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      772,217
COMMITMENTS
 215,027  153,967  136,999  362,157  387,499  714,183  678,465   58,034   93,752

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      8,517)
    -533    7,265   -1,898    9,978   -5,226    7,547      141      970    8,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     19.9     17.7     46.9     50.2     92.5     87.9      7.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     161      171      200      137      176      428      453                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      473,147
COMMITMENTS
 191,807   64,129   85,404  148,889  295,043  426,100  444,576   47,047   28,571

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     27,854)
  13,104   12,748   12,903     -720    1,313   25,287   26,964    2,567      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     13.6     18.1     31.5     62.4     90.1     94.0      9.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     123       74      111       76       89      270      233                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      517,225
COMMITMENTS
 119,632   65,895    9,587  234,554  301,386  363,773  376,868  153,452  140,357

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     12,419)
   1,750    7,917   -1,761    7,633   -6,278    7,622     -122    4,797   12,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     12.7      1.9     45.3     58.3     70.3     72.9     29.7     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      34       29       13       52       64       90      102                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      624,505
COMMITMENTS
  51,499  155,325    8,130  425,097  379,037  484,726  542,492  139,779   82,013

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      4,748)
   1,497    3,185    1,644      740      393    3,881    5,222      867     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     24.9      1.3     68.1     60.7     77.6     86.9     22.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      12       15        7       52       51       68       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,288
COMMITMENTS
     450      436      924    2,657    2,710    4,031    4,070      257      218

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        599)
      94      -88       97      499      614      690      623      -91      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     10.2     21.5     62.0     63.2     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        2       11       13       16       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      379,901
COMMITMENTS
  75,994   93,809   57,722  195,517  186,599  329,233  338,130   50,668   41,771

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      7,427)
    -107    8,563   -3,288   13,812      141   10,417    5,416   -2,990    2,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     24.7     15.2     51.5     49.1     86.7     89.0     13.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      75       81       82       97       77      220      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,013
COMMITMENTS
   1,908    4,528    1,259    7,420    5,266   10,587   11,053    2,426    1,960

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         45)
     -20     -398      154       90      532      224      288     -179     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     34.8      9.7     57.0     40.5     81.4     84.9     18.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       28       17       21       13       50       55                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      992,726
COMMITMENTS
 109,345  206,830   25,008  734,211  621,575  868,564  853,413  124,162  139,313

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     50,301)
  16,295       69   -1,123   21,701   59,274   36,873   58,220   13,428   -7,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     20.8      2.5     74.0     62.6     87.5     86.0     12.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      40       49       33       84      102      145      163                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,689,476
COMMITMENTS
 384,860  502,165   76,031  1875142  1711349  2336033  2289545  353,443  399,931

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     35,773)
 -63,815   36,627    4,801   84,176   -7,755   25,162   33,673   10,611    2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     18.7      2.8     69.7     63.6     86.9     85.1     13.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      68       85       59      128      142      233      249                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      107,167
COMMITMENTS
  17,611   10,720        0   48,892   44,296   66,503   55,016   40,664   52,151

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     10.0      0.0     45.6     41.3     62.1     51.3     37.9     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0       11       10       15       12                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,445,959
COMMITMENTS
 246,800  488,038   27,713  1893430  1591279  2167943  2107030  278,016  338,929

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:    -15,621)
 -38,959   39,094    2,626    1,486  -66,801  -34,847  -25,081   19,226    9,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     20.0      1.1     77.4     65.1     88.6     86.1     11.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      45       69       29       87      137      150      217                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      855,670
COMMITMENTS
  42,275   96,873  112,518  684,070  578,302  838,863  787,693   16,807   67,977

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     33,599)
  -3,129   -4,277    2,033   38,749   17,856   37,653   15,612   -4,054   17,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     11.3     13.1     79.9     67.6     98.0     92.1      2.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      12       43       33       48       64       85      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,474
COMMITMENTS
  23,739   15,182      208   25,144   32,163   49,091   47,553    7,383    8,921

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      5,506)
   2,935      645       96    1,876    4,895    4,906    5,635      600     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     26.9      0.4     44.5     57.0     86.9     84.2     13.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       20        5       31       25       61       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,947
COMMITMENTS
  47,478   30,364      416   50,287   64,326   98,181   95,106   14,766   17,841

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     11,012)
   5,870    1,289      191    3,751    9,790    9,812   11,270    1,200     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     26.9      0.4     44.5     57.0     86.9     84.2     13.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       20        5       31       25       61       48                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,348
COMMITMENTS
  13,770   14,990      694    1,576      645   16,040   16,329      308       19

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:     -2,088)
  -2,128   -2,108       13        0        0   -2,115   -2,095       27        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.2     91.7      4.2      9.6      3.9     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       14        2        2        1       21       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,847
COMMITMENTS
  19,682   13,296      309    6,732   13,127   26,723   26,732      124      115

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        959)
     259      776      -24      729      215      964      967       -5       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3     49.5      1.2     25.1     48.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       17        1        6       18       14       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,601
COMMITMENTS
  22,398   14,852        0   10,112   17,692   32,510   32,544       91       57

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,190)
    -528      300        0    1,690      984    1,162    1,284       28      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     45.6      0.0     31.0     54.3     99.7     99.8      0.3      0.2

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



Updated April 8, 2016