WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      393,780
COMMITMENTS
  93,111  139,291   84,194  182,885  126,595  360,190  350,080   33,590   43,700

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     14,039)
  -3,483    9,614    3,665   12,798   -1,533   12,980   11,746    1,059    2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     35.4     21.4     46.4     32.1     91.5     88.9      8.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     121      130      146       97      105      304      314                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      202,782
COMMITMENTS
  58,543   86,231   20,725  100,636   67,300  179,904  174,256   22,878   28,526

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -3,045)
  -1,085    1,783   -6,329    3,918      301   -3,496   -4,245      451    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     42.5     10.2     49.6     33.2     88.7     85.9     11.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      65       69       53       71       58      164      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,404,100
COMMITMENTS
 362,008  343,358  232,668  664,512  634,700  1259188  1210726  144,912  193,374

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      5,835)
 -12,309   14,084    9,599   10,564  -11,347    7,854   12,336   -2,019   -6,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     24.5     16.6     47.3     45.2     89.7     86.2     10.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      754)
     141      186      193      298      314      563      609                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,916
COMMITMENTS
   3,287    2,925      524    4,987    5,896    8,798    9,345    2,118    1,571

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -1,093)
    -213     -271      -97     -455     -129     -765     -497     -328     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     26.8      4.8     45.7     54.0     80.6     85.6     19.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13        5       13       10       26       27                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      679,275
COMMITMENTS
 131,640  158,726  118,491  369,880  332,980  620,011  610,197   59,264   69,078

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     10,655)
  -1,523   -3,382    9,329    1,029    4,630    8,835   10,577    1,820       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     23.4     17.4     54.5     49.0     91.3     89.8      8.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     149      146      176      161      179      406      437                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      455,359
COMMITMENTS
 123,129   90,500  100,458  197,052  229,543  420,639  420,501   34,720   34,858

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -2,177)
   4,163    3,422   -2,951   -1,817   -1,122     -605     -651   -1,572   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     19.9     22.1     43.3     50.4     92.4     92.3      7.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      92       92      116       92       66      251      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      471,956
COMMITMENTS
  51,284   72,036    4,303  282,288  247,165  337,875  323,504  134,081  148,452

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -7,922)
  -7,644   -3,576   -4,560   -2,377  -14,310  -14,581  -22,446    6,659   14,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     15.3      0.9     59.8     52.4     71.6     68.5     28.4     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      25       25       15       62       67       94      100                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      623,375
COMMITMENTS
  59,428  149,678    8,960  430,132  368,909  498,520  527,547  124,855   95,828

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      4,133)
  -3,204    3,618   -1,723    3,366    4,369   -1,561    6,264    5,694   -2,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     24.0      1.4     69.0     59.2     80.0     84.6     20.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      11       15       11       59       49       76       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,922
COMMITMENTS
   1,679      848      300    2,678    3,548    4,657    4,696      265      226

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:       -590)
    -159      133     -168     -259     -584     -586     -619       -4       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.2      6.1     54.4     72.1     94.6     95.4      5.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        2        5       10       12       26       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      426,824
COMMITMENTS
 103,584   84,735   63,141  205,731  239,512  372,456  387,388   54,368   39,436

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:      4,230)
  -2,194    8,585    2,514    7,111   -7,646    7,431    3,453   -3,201      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     19.9     14.8     48.2     56.1     87.3     90.8     12.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      89       74       86      102       90      238      223                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,435
COMMITMENTS
   1,725    2,591    1,688    6,971    6,864   10,384   11,143    2,051    1,292

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        -88)
      76     -203       62     -217       75      -79      -66       -9      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     20.8     13.6     56.1     55.2     83.5     89.6     16.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       18       18       21        9       50       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,076,953
COMMITMENTS
 185,241  239,006   24,194  747,699  659,905  957,134  923,105  119,819  153,848

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:    -40,285)
 -42,491  -14,372    4,039   -4,500  -32,671  -42,952  -43,004    2,667    2,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     22.2      2.2     69.4     61.3     88.9     85.7     11.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      46       57       31      100      124      162      196                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,654,590
COMMITMENTS
 421,035  469,091   66,484  1866072  1660473  2353591  2196048  300,999  458,542

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     47,696)
   9,315   20,435   -6,240   63,042   23,848   66,117   38,043  -18,421    9,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     17.7      2.5     70.3     62.6     88.7     82.7     11.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      64       88       55      145      154      250      256                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,370,639
COMMITMENTS
 274,223  413,156   67,012  1769526  1520966  2110761  2001134  259,878  369,505

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:    -16,643)
 -22,637   20,409    6,329    7,566  -68,868   -8,742  -42,130   -7,901   25,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     17.4      2.8     74.6     64.2     89.0     84.4     11.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      40       73       39      105      131      171      217                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      782,860
COMMITMENTS
 120,583   77,684  105,834  535,195  549,664  761,612  733,182   21,248   49,678

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     19,850)
  17,975    1,376    6,551   -6,414    9,893   18,112   17,820    1,738    2,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      9.9     13.5     68.4     70.2     97.3     93.7      2.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      15       27       33       49       62       82      108                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,731
COMMITMENTS
  17,049   10,487      259   24,974   31,662   42,282   42,408    7,450    7,323

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -2,136)
  -2,915    1,048      173     -167   -1,553   -2,910     -333      774   -1,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     21.1      0.5     50.2     63.7     85.0     85.3     15.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       23        4       36       24       64       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,462
COMMITMENTS
  34,098   20,974      518   49,947   63,324   84,563   84,816   14,899   14,646

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:     -4,271)
  -5,830    2,095      345     -334   -3,106   -5,819     -666    1,548   -3,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     21.1      0.5     50.2     63.7     85.0     85.3     15.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       23        4       36       24       64       51                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,486
COMMITMENTS
  15,428   16,285    1,486    1,218      678   18,132   18,449      354       37

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:        904)
     239      429      465      201        0      905      894       -1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.5     88.1      8.0      6.6      3.7     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17       12        3        1        1       20       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,589
COMMITMENTS
  28,335   19,483      330    8,815   17,687   37,480   37,500      109       89

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:       -503)
    -444     -454        0      -52      -62     -496     -516       -7       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4     51.8      0.9     23.5     47.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       15        1        6       16       17       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,592
COMMITMENTS
  21,911   13,633        1   12,528   20,907   34,440   34,541      152       51

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:       -133)
    -513      106        1      384     -210     -128     -103       -5      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     39.4      0.0     36.2     60.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       17        1        4       14       15       32                  



Updated November 20, 2015