WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   506,373:    91,785    180,550    166,829    205,900    112,808    464,513    460,187:    41,860     46,186
Old  :   383,086:    89,306    176,773    111,095    152,431     62,368    352,832    350,235:    30,254     32,850
Other:   123,287:    33,797     35,096     24,415     53,469     50,440    111,681    109,952:    11,606     13,336
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    14,758:     5,996    -13,134     20,214    -11,298      6,693     14,912     13,773:      -154        985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       35.7       32.9       40.7       22.3       91.7       90.9:       8.3        9.1
Old  :     100.0:      23.3       46.1       29.0       39.8       16.3       92.1       91.4:       7.9        8.6
Other:     100.0:      27.4       28.5       19.8       43.4       40.9       90.6       89.2:       9.4       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       135        139        155        119        104        348        313:
Old  :       407:       141        127        134        113         94        320        293:
Other:       230:        59         69         52         73         71        165        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4        8.7       18.6       16.0       11.1        8.4       16.7       14.6
Old  :                 12.6       10.5       19.6       18.9       11.5       10.3       17.0       17.8
Other:                 21.1       18.6       33.0       29.5       20.9       14.8       30.0       23.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   220,559:    47,809     77,728     38,107    112,723     78,815    198,639    194,651:    21,920     25,908
Old  :   142,996:    41,108     69,886     22,648     64,121     34,551    127,877    127,086:    15,119     15,910
Other:    77,563:    17,179     18,320      4,981     48,601     44,264     70,762     67,565:     6,802      9,998
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :     6,392:      -602     -1,241      3,416      2,355      4,870      5,169      7,045:     1,223       -653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.2       17.3       51.1       35.7       90.1       88.3:       9.9       11.7
Old  :     100.0:      28.7       48.9       15.8       44.8       24.2       89.4       88.9:      10.6       11.1
Other:     100.0:      22.1       23.6        6.4       62.7       57.1       91.2       87.1:       8.8       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        53         67         54         84         69        171        167:
Old  :       210:        58         58         32         71         58        143        136:
Other:       154:        27         38         23         67         53        113         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       20.1       23.1       29.3       11.0       16.1       19.0       24.0
Old  :                 15.6       20.6       26.2       32.1       13.9       17.0       23.5       27.7
Other:                 21.1       32.2       33.1       41.7       18.1       25.6       28.4       33.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  : 1,718,119:   310,922    423,197    443,621    767,030    632,723  1,521,573  1,499,541:   196,545    218,577
Old  : 1,476,875:   307,474    415,586    355,289    650,299    530,154  1,313,062  1,301,030:   163,812    175,845
Other:   241,244:    46,156     50,319     45,624    116,731    102,568    208,511    198,511:    32,733     42,733
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    53,608:    -6,550     23,351     47,634      6,614    -14,028     47,698     56,957:     5,911     -3,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.6       25.8       44.6       36.8       88.6       87.3:      11.4       12.7
Old  :     100.0:      20.8       28.1       24.1       44.0       35.9       88.9       88.1:      11.1       11.9
Other:     100.0:      19.1       20.9       18.9       48.4       42.5       86.4       82.3:      13.6       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       764:       160        199        212        319        325        600        636:
Old  :       751:       157        205        200        311        308        579        612:
Other:       445:        75         73         61        142        239        245        348:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1        8.8       17.4       14.8        8.5        7.0       14.4       12.0
Old  :                 10.9        8.6       18.5       15.4       10.2        7.8       17.1       12.8
Other:                 19.7       19.6       28.5       29.5       16.6       17.0       24.5       24.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :    11,537:     2,306      2,604      2,428      4,298      4,756      9,031      9,788:     2,505      1,749
Old  :    10,368:     2,785      2,594      1,826      3,396      4,357      8,008      8,777:     2,360      1,591
Other:     1,168:         0        490        122        901        399      1,023      1,011:       145        158
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :       535:        46        619        237        183       -367        466        488:        69         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       22.6       21.0       37.3       41.2       78.3       84.8:      21.7       15.2
Old  :     100.0:      26.9       25.0       17.6       32.8       42.0       77.2       84.7:      22.8       15.3
Other:     100.0:       0.0       41.9       10.4       77.1       34.2       87.6       86.5:      12.4       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         17          9         14         14         29         35:
Old  :        45:        11         16          9         14         14         29         35:
Other:        15:         0          5          3          5          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.3       39.8       57.9       57.7       30.9       29.7       36.3       40.2
Old  :                 44.3       40.1       55.3       58.5       32.5       34.8       38.6       46.7
Other:                 75.8       67.8       87.6       82.2       74.3       63.0       75.7       74.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   837,091:   125,999    187,605    218,364    426,681    354,880    771,043    760,848:    66,047     76,243
Old  :   718,268:   128,118    175,613    187,838    343,894    293,038    659,850    656,489:    58,418     61,779
Other:   118,823:    12,260     26,370     16,147     82,786     61,842    111,193    104,360:     7,629     14,463
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    13,621:    10,329    -10,170     -3,273      2,843     29,848      9,899     16,405:     3,722     -2,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       22.4       26.1       51.0       42.4       92.1       90.9:       7.9        9.1
Old  :     100.0:      17.8       24.4       26.2       47.9       40.8       91.9       91.4:       8.1        8.6
Other:     100.0:      10.3       22.2       13.6       69.7       52.0       93.6       87.8:       6.4       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       567:       142        191        231        173        178        463        484:
Old  :       562:       163        180        212        168        159        448        451:
Other:       280:        50         85         76         75        112        178        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       14.8       26.0       22.2       15.9       12.6       21.1       18.7
Old  :                 14.6       15.4       22.4       23.6       13.4       13.4       19.0       20.2
Other:                 49.2       27.4       59.6       43.0       47.8       26.7       57.5       41.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   443,192:   104,881     59,461    125,833    176,623    230,836    407,337    416,130:    35,855     27,062
Old  :   390,435:   109,655     62,142     98,046    152,978    206,215    360,679    366,404:    29,756     24,031
Other:    52,757:    10,525     12,618     12,488     23,645     24,621     46,658     49,726:     6,099      3,031
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    18,430:   -10,219     13,565     17,518      9,739    -12,060     17,038     19,022:     1,393       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       13.4       28.4       39.9       52.1       91.9       93.9:       8.1        6.1
Old  :     100.0:      28.1       15.9       25.1       39.2       52.8       92.4       93.8:       7.6        6.2
Other:     100.0:      19.9       23.9       23.7       44.8       46.7       88.4       94.3:      11.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        86         76        120         87         82        249        234:
Old  :       306:        96         74        112         84         80        243        225:
Other:       112:        18         31         30         48         21         88         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.6       32.8       13.4       38.1        7.5       30.2       13.0       34.4
Old  :                  8.4       33.4       14.5       39.1        8.4       31.6       13.9       36.4
Other:                 23.9       42.2       38.1       61.7       21.8       34.6       29.6       47.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   635,134:    75,763     72,107     57,644    351,365    360,422    484,772    490,174:   150,361    144,960
Old  :   635,134:    75,763     72,107     57,644    351,365    360,422    484,772    490,174:   150,361    144,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    50,685:     1,244       -152     13,634     26,302     21,547     41,181     35,029:     9,504     15,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.4        9.1       55.3       56.7       76.3       77.2:      23.7       22.8
Old  :     100.0:      11.9       11.4        9.1       55.3       56.7       76.3       77.2:      23.7       22.8
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  :       149:        29         32         38         72         71        119        123:
Old  :       149:        29         32         38         72         71        119        123:
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  :                 21.7       18.8       28.9       28.6       14.6       13.3       20.6       18.6
Old  :                 21.7       18.8       28.9       28.6       14.6       13.3       20.6       18.6
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :   615,510:    55,585    148,315      4,871    433,502    375,392    493,958    528,578:   121,552     86,932
Old  :   615,510:    55,585    148,315      4,871    433,502    375,392    493,958    528,578:   121,552     86,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :       988:     2,192     -2,846       -196     -2,761       -330       -765     -3,372:     1,753      4,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       24.1        0.8       70.4       61.0       80.3       85.9:      19.7       14.1
Old  :     100.0:       9.0       24.1        0.8       70.4       61.0       80.3       85.9:      19.7       14.1
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  :       104:        13         15         10         60         50         77         71:
Old  :       104:        13         15         10         60         50         77         71:
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  :                 25.0       46.6       38.9       57.9       22.6       46.6       33.1       56.9
Old  :                 25.0       46.6       38.9       57.9       22.6       46.6       33.1       56.9
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :     4,302:     1,090        632        595      2,394      2,811      4,079      4,038:       223        264
Old  :     4,302:     1,090        632        595      2,394      2,811      4,079      4,038:       223        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :       257:       -49         28        134        155         98        240        260:        17         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       14.7       13.8       55.6       65.3       94.8       93.9:       5.2        6.1
Old  :     100.0:      25.3       14.7       13.8       55.6       65.3       94.8       93.9:       5.2        6.1
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  :        28:         8          8          5          9         11         20         21:
Old  :        28:         8          8          5          9         11         20         21:
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  :                 51.1       52.9       77.1       74.0       40.5       37.6       55.5       49.6
Old  :                 51.1       52.9       77.1       74.0       40.5       37.6       55.5       49.6
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :   464,707:    74,388    124,573    103,958    232,286    196,451    410,632    424,982:    54,075     39,725
Old  :   403,813:    77,207    120,869     81,757    198,029    166,854    356,993    369,480:    46,820     34,333
Other:    60,894:     6,353     12,876     13,029     34,257     29,597     53,639     55,502:     7,255      5,392
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    -1,120:      -815     -1,608      2,840     -4,236       -872     -2,210        360:     1,090     -1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       26.8       22.4       50.0       42.3       88.4       91.5:      11.6        8.5
Old  :     100.0:      19.1       29.9       20.2       49.0       41.3       88.4       91.5:      11.6        8.5
Other:     100.0:      10.4       21.1       21.4       56.3       48.6       88.1       91.1:      11.9        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        73        102        111        105         81        248        248:
Old  :       314:        81        103        109        104         73        246        236:
Other:       136:        24         37         39         62         30        110         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       25.5       20.5       31.4       10.1       19.5       15.7       24.1
Old  :                 12.0       25.4       19.3       31.1       11.0       21.3       16.9       26.6
Other:                 22.7       34.7       35.8       52.1       20.5       30.0       29.1       42.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :    14,391:     1,550      4,067      2,618      7,761      6,182     11,930     12,868:     2,462      1,523
Old  :    14,291:     1,579      4,139      2,512      7,751      6,157     11,842     12,808:     2,449      1,483
Other:       100:        74         31          4         10         25         88         60:        12         40
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :        70:       178         84        169       -252         62         95        314:       -25       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       28.3       18.2       53.9       43.0       82.9       89.4:      17.1       10.6
Old  :     100.0:      11.0       29.0       17.6       54.2       43.1       82.9       89.6:      17.1       10.4
Other:     100.0:      74.0       30.8        4.1        9.8       25.0       87.8       59.9:      12.2       40.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        19         24         24         23         14         58         52:
Old  :        75:        20         25         23         23         14         58         51:
Other:        10:         2          3          2          2          2          6          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.7       37.9       49.2       52.0       35.3       35.9       40.2       44.9
Old  :                 38.9       38.2       49.5       52.3       35.6       36.2       40.8       45.2
Other:                 86.0       57.0       87.8       59.9       83.7       54.8       83.7       55.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  : 1,051,892:   151,870    277,310     32,425    760,542    600,609    944,838    910,344:   107,054    141,548
Old  : 1,051,892:   151,870    277,310     32,425    760,542    600,609    944,838    910,344:   107,054    141,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :     3,129:   -51,497    -32,775      4,365     50,256     34,452      3,124      6,042:         5     -2,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       26.4        3.1       72.3       57.1       89.8       86.5:      10.2       13.5
Old  :     100.0:      14.4       26.4        3.1       72.3       57.1       89.8       86.5:      10.2       13.5
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  :       266:        40         66         35        102        117        165        195:
Old  :       266:        40         66         35        102        117        165        195:
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  :                 22.3       17.3       37.4       25.9       21.7       16.9       35.2       24.9
Old  :                 22.3       17.3       37.4       25.9       21.7       16.9       35.2       24.9
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 with Delta-adjusted Options and Futures Combined, January 12, 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  : 3,081,528:   417,916    419,985    265,070  2,070,534  1,910,633  2,753,521  2,595,689:   328,007    485,839
Old  : 3,081,528:   417,916    419,985    265,070  2,070,534  1,910,633  2,753,521  2,595,689:   328,007    485,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :   251,520:   -35,984    -13,256     57,640    200,994    171,737    222,650    216,121:    28,870     35,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       13.6        8.6       67.2       62.0       89.4       84.2:      10.6       15.8
Old  :     100.0:      13.6       13.6        8.6       67.2       62.0       89.4       84.2:      10.6       15.8
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  :       355:        75         83         88        157        170        281        292:
Old  :       355:        75         83         88        157        170        281        292:
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  :                 29.8       16.3       39.5       22.7       26.3       11.8       34.2       15.9
Old  :                 29.8       16.3       39.5       22.7       26.3       11.8       34.2       15.9
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 with Delta-adjusted Options and Futures Combined, January 12, 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  : 2,704,643:   211,330    479,487    171,837  2,040,235  1,693,032  2,423,403  2,344,357:   281,240    360,286
Old  : 2,704,643:   211,330    479,487    171,837  2,040,235  1,693,032  2,423,403  2,344,357:   281,240    360,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :   225,661:    15,116     14,061     48,799    145,565    159,328    209,479    222,188:    16,182      3,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       17.7        6.4       75.4       62.6       89.6       86.7:      10.4       13.3
Old  :     100.0:       7.8       17.7        6.4       75.4       62.6       89.6       86.7:      10.4       13.3
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  :       295:        41         79         60        120        143        204        239:
Old  :       295:        41         79         60        120        143        204        239:
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  :                 37.2       12.9       49.0       23.1       31.3       12.9       40.5       22.1
Old  :                 37.2       12.9       49.0       23.1       31.3       12.9       40.5       22.1
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :   787,647:    56,652     82,192    131,107    578,719    531,889    766,478    745,188:    21,169     42,459
Old  :   787,647:    56,652     82,192    131,107    578,719    531,889    766,478    745,188:    21,169     42,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    58,853:     2,180      6,706     -1,029     57,435     56,160     58,586     61,837:       267     -2,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       10.4       16.6       73.5       67.5       97.3       94.6:       2.7        5.4
Old  :     100.0:       7.2       10.4       16.6       73.5       67.5       97.3       94.6:       2.7        5.4
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  :       106:        17         31         32         41         57         73        106:
Old  :       106:        17         31         32         41         57         73        106:
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  :                 44.3       22.0       56.0       33.4       35.3       13.6       39.3       20.8
Old  :                 44.3       22.0       56.0       33.4       35.3       13.6       39.3       20.8
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :    35,754:    11,190      6,523      2,160     15,850     21,236     29,200     29,919:     6,554      5,835
Old  :    35,754:    11,190      6,523      2,160     15,850     21,236     29,200     29,919:     6,554      5,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    -3,763:    -3,063     -2,526        763     -1,953     -1,914     -4,253     -3,678:       490        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       18.2        6.0       44.3       59.4       81.7       83.7:      18.3       16.3
Old  :     100.0:      31.3       18.2        6.0       44.3       59.4       81.7       83.7:      18.3       16.3
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  :        93:        33         13          8         34         19         69         38:
Old  :        93:        33         13          8         34         19         69         38:
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  :                 18.3       44.4       30.6       57.5       15.5       44.4       26.3       57.4
Old  :                 18.3       44.4       30.6       57.5       15.5       44.4       26.3       57.4
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :    71,509:    22,380     13,045      4,321     31,700     42,473     58,400     59,838:    13,109     11,671
Old  :    71,509:    22,380     13,045      4,321     31,700     42,473     58,400     59,838:    13,109     11,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    -7,526:    -6,127     -5,052      1,525     -3,905     -3,829     -8,507     -7,356:       981       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       18.2        6.0       44.3       59.4       81.7       83.7:      18.3       16.3
Old  :     100.0:      31.3       18.2        6.0       44.3       59.4       81.7       83.7:      18.3       16.3
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  :        93:        33         13          8         34         19         69         38:
Old  :        93:        33         13          8         34         19         69         38:
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  :                 18.3       44.4       30.6       57.5       15.5       44.4       26.3       57.4
Old  :                 18.3       44.4       30.6       57.5       15.5       44.4       26.3       57.4
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :    14,847:    11,609     12,159      1,925      1,137        680     14,671     14,764:       176         83
Old  :    14,847:    11,609     12,159      1,925      1,137        680     14,671     14,764:       176         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :       627:     1,407        766       -167       -612          0        628        599:        -1         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       81.9       13.0        7.7        4.6       98.8       99.4:       1.2        0.6
Old  :     100.0:      78.2       81.9       13.0        7.7        4.6       98.8       99.4:       1.2        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  :        30:        15         14          4          1          1         18         17:
Old  :        30:        15         14          4          1          1         18         17:
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  :                 72.5       61.2       91.4       89.3       67.2       59.0       76.4       79.2
Old  :                 72.5       61.2       91.4       89.3       67.2       59.0       76.4       79.2
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :    28,819:    22,041     13,251        287      6,386     15,176     28,714     28,714:       105        105
Old  :    28,819:    22,041     13,251        287      6,386     15,176     28,714     28,714:       105        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :    -1,490:      -987     -1,369          0       -489       -148     -1,476     -1,517:       -14         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.5       46.0        1.0       22.2       52.7       99.6       99.6:       0.4        0.4
Old  :     100.0:      76.5       46.0        1.0       22.2       52.7       99.6       99.6:       0.4        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  :        45:         8         14          1          5         19         14         33:
Old  :        45:         8         14          1          5         19         14         33:
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  :                 83.3       49.0       94.9       69.3       83.3       49.0       94.9       69.3
Old  :                 83.3       49.0       94.9       69.3       83.3       49.0       94.9       69.3
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 with Delta-adjusted Options and Futures Combined, January 12, 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  :    34,055:    28,571     14,539          0      5,348     19,424     33,919     33,963:       136         92
Old  :    34,055:    28,571     14,539          0      5,348     19,424     33,919     33,963:       136         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :       499:     1,498         95        -11     -1,033        377        454        461:        45         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.9       42.7        0.0       15.7       57.0       99.6       99.7:       0.4        0.3
Old  :     100.0:      83.9       42.7        0.0       15.7       57.0       99.6       99.7:       0.4        0.3
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:         7         17          0          4         12         11         29:
Old  :        39:         7         17          0          4         12         11         29:
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  :                 97.0       63.3       98.9       79.2       97.0       63.3       98.9       79.2
Old  :                 97.0       63.3       98.9       79.2       97.0       63.3       98.9       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 15, 2016