WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      534,234
COMMITMENTS
  89,150  182,389  170,916  226,218  138,290  486,283  491,595   47,950   42,638

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -1,369)
     675   -8,455   -3,699     -223   12,487   -3,247      333    1,878   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     34.1     32.0     42.3     25.9     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     136      119      147      112       98      324      301                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      219,309
COMMITMENTS
  49,802   70,886   41,579  105,359   82,321  196,740  194,786   22,569   24,523

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      1,646)
   1,602    2,172      799   -1,403     -132      998    2,838      648   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     32.3     19.0     48.0     37.5     89.7     88.8     10.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      61       60       74       79       78      184      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,699,627
COMMITMENTS
 330,949  360,425  409,604  758,081  704,992  1498635  1475021  200,993  224,606

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:    -10,692)
   5,966  -41,663  -19,480    1,778   39,192  -11,735  -21,951    1,044   11,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     21.2     24.1     44.6     41.5     88.2     86.8     11.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     186      183      223      294      301      595      606                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,483
COMMITMENTS
   2,435    3,932    2,322    4,453    3,587    9,210    9,841    3,273    2,642

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        113)
    -183       39       26      256      122       99      187       14      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     31.5     18.6     35.7     28.7     73.8     78.8     26.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       15        9       17       11       30       33                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      978,426
COMMITMENTS
 214,782  121,537  293,849  401,945  462,476  910,576  877,862   67,849  100,564

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -2,585)
  13,836  -11,983   -4,459   -9,593    9,313     -216   -7,129   -2,369    4,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     12.4     30.0     41.1     47.3     93.1     89.7      6.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     189      199      256      160      190      504      518                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      510,217
COMMITMENTS
 175,045   46,946  117,608  171,415  316,831  464,068  481,385   46,149   28,832

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      2,411)
   4,813   -4,260   -2,866    1,691    9,483    3,639    2,358   -1,227       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      9.2     23.1     33.6     62.1     91.0     94.3      9.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     120       63      119       86      100      275      237                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,829
COMMITMENTS
 115,493   50,417   51,363  270,094  352,977  436,950  454,757  159,879  142,072

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:    -20,177)
   6,695   -4,978  -23,542  -15,658     -581  -32,505  -29,101   12,328    8,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      8.4      8.6     45.3     59.1     73.2     76.2     26.8     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       29       34       67       76      117      123                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,463
COMMITMENTS
  50,002  152,105    6,535  424,357  378,644  480,894  537,284  139,569   83,179

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      3,435)
    -441     -472     -166    1,017    1,691      410    1,053    3,025    2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     24.5      1.1     68.4     61.0     77.5     86.6     22.5     13.4

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        8        2       10       10       14       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      426,004
COMMITMENTS
  67,762   91,179   97,532  203,231  195,553  368,525  384,264   57,478   41,740

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     -6,070)
    -826  -11,322   -3,173   -6,149    6,626  -10,148   -7,869    4,078    1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     21.4     22.9     47.7     45.9     86.5     90.2     13.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      76       86      104      101       83      240      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,758
COMMITMENTS
   1,671    4,937    1,599    7,819    4,975   11,089   11,511    2,668    2,246

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:        120)
     -49      260      -69       68     -277      -49      -86      169      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     35.9     11.6     56.8     36.2     80.6     83.7     19.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       31       16       22       11       50       54                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      963,994
COMMITMENTS
  91,018  209,595   36,879  723,622  568,699  851,519  815,173  112,474  148,821

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      8,557)
  -8,601   -2,934   -3,273   19,669   13,821    7,795    7,614      762      943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     21.7      3.8     75.1     59.0     88.3     84.6     11.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      36       53       39       90       99      150      167                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,055,358
COMMITMENTS
 434,323  452,902  252,978  2007117  1935861  2694418  2641741  360,940  413,617

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:   -175,887)
  22,383   11,154 -130,799  -76,510  -52,308 -184,925 -171,953    9,038   -3,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     14.8      8.3     65.7     63.4     88.2     86.5     11.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      72       85       97      152      158      280      285                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,573,949
COMMITMENTS
 280,652  444,040   89,675  1939722  1705805  2310049  2239520  263,900  334,430

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      3,702)
  47,374  -32,690  -36,989  -12,596   66,415   -2,211   -3,263    5,913    6,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     17.3      3.5     75.4     66.3     89.7     87.0     10.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      41       70       55      107      143      183      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      842,202
COMMITMENTS
  46,837  100,778  127,084  647,048  563,479  820,969  791,341   21,232   50,861

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     44,023)
   6,737    4,361   16,510   21,315   19,434   44,562   40,305     -539    3,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     12.0     15.1     76.8     66.9     97.5     94.0      2.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       34       34       47       58       85      111                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,728
COMMITMENTS
  20,910   14,795      673   24,287   28,058   45,869   43,526    6,859    9,202

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:      5,497)
   3,400      546      -50    1,016    5,016    4,366    5,512    1,132      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.7     28.1      1.3     46.1     53.2     87.0     82.5     13.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       20        5       30       27       64       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,457
COMMITMENTS
  41,820   29,591    1,345   48,574   56,116   91,738   87,052   13,718   18,405

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     10,995)
   6,800    1,092     -100    2,031   10,033    8,732   11,025    2,263      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.7     28.1      1.3     46.1     53.2     87.0     82.5     13.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       20        5       30       27       64       48                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,436
COMMITMENTS
  15,898   17,098      681    1,576      645   18,155   18,424      281       12

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

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

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

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

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

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

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

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

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



Updated April 1, 2016