WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,791
COMMITMENTS
 119,057  106,465  148,999  179,335  181,271  447,391  436,735   35,400   46,056

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:      5,350)
  -6,732   -4,070   11,227    1,253   -4,996    5,748    2,160     -398    3,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     22.1     30.9     37.1     37.5     92.7     90.5      7.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     134      113      149       97      108      317      300
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      153,248
COMMITMENTS
  42,838   27,779   22,017   70,999   77,189  135,853  126,985   17,394   26,263

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:      5,982)
  -1,689    2,166    1,894    6,253     -519    6,458    3,541     -476    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     18.1     14.4     46.3     50.4     88.6     82.9     11.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      48       44       44       64       68      133      139
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,685,156
COMMITMENTS
 435,138  152,697  428,283  690,333  802,596  1553755  1383577  131,401  301,579

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     51,436)
  -1,041   23,517   24,664   30,393  -12,122   54,016   36,060   -2,580   15,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      9.1     25.4     41.0     47.6     92.2     82.1      7.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      804)
     193      183      210      302      362      602      660
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,256
COMMITMENTS
   1,844    1,471    1,096    4,016    4,875    6,956    7,442    2,300    1,814

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        339)
    -248      247      315      223     -533      291       29       48      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     15.9     11.8     43.4     52.7     75.1     80.4     24.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        6       16       10       30       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      842,371
COMMITMENTS
 183,742  149,101  243,225  369,470  310,728  796,436  703,054   45,935  139,317

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     39,200)
  -3,989   18,787   17,265   27,238   -1,141   40,514   34,910   -1,314    4,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     17.7     28.9     43.9     36.9     94.5     83.5      5.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     144      245      245      167      210      471      549
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      386,062
COMMITMENTS
 123,945   48,638   77,106  150,184  232,348  351,235  358,093   34,827   27,969

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        292)
   4,266  -10,135      629   -7,437    9,397   -2,541     -109    2,834      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1     12.6     20.0     38.9     60.2     91.0     92.8      9.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      96       71      102       82       76      238      207
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      997,931
COMMITMENTS
  89,456   95,780  101,539  624,140  628,316  815,135  825,635  182,797  172,297

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -6,912)
    -553  -15,030   23,491  -24,419  -12,219   -1,481   -3,758   -5,431   -3,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      9.6     10.2     62.5     63.0     81.7     82.7     18.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      43       35       51       80       86      143      152
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      517,329
COMMITMENTS
  54,217   75,534    9,965  341,494  347,212  405,675  432,711  111,653   84,618

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -8,042)
  -9,415    2,180    1,615    4,366  -11,359   -3,434   -7,563   -4,609     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     14.6      1.9     66.0     67.1     78.4     83.6     21.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      15       17       11       51       51       72       73
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,525
COMMITMENTS
   1,954      212      572    3,531    5,468    6,057    6,252      468      273

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        488)
    -135       31      107      512      409      484      547        4      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      3.2      8.8     54.1     83.8     92.8     95.8      7.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        5        8       13       18       29       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      403,722
COMMITMENTS
 116,037   58,864   78,565  164,161  229,476  358,763  366,905   44,959   36,817

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:      8,823)
  -4,528    8,839    4,180   12,862   -7,470   12,514    5,548   -3,691    3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     14.6     19.5     40.7     56.8     88.9     90.9     11.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      88       82       96       94       90      242      220
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,903
COMMITMENTS
     767    4,837      373    6,137    1,957    7,277    7,167    1,626    1,736

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:       -380)
     -20      306     -154       -1     -552     -175     -401     -205       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     54.3      4.2     68.9     22.0     81.7     80.5     18.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       21        6       18       15       33       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,369,953
COMMITMENTS
 265,769  299,176   87,829  914,794  828,325  1268392  1215331  101,561  154,623

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     23,327)
   7,546  -12,330   17,598   -8,719   16,015   16,425   21,282    6,903    2,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     21.8      6.4     66.8     60.5     92.6     88.7      7.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      48       54       38       99      126      161      205
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,531,487
COMMITMENTS
 307,534  495,531  459,234  2434264  2115573  3201032  3070338  330,454  461,149

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:    194,765)
  37,389  -24,777   65,802   85,333  141,623  188,524  182,648    6,240   12,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     14.0     13.0     68.9     59.9     90.6     86.9      9.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      65       95       99      166      201      290      336
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,073,305
COMMITMENTS
 355,512  300,038  167,398  1278921  1222254  1801831  1689691  271,474  383,614

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     75,559)
  13,433   -3,334   16,719   44,918   61,150   75,071   74,535      489    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.5      8.1     61.7     59.0     86.9     81.5     13.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      49       67       59      108      140      192      231
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      728,963
COMMITMENTS
  19,124  168,326  150,504  535,989  362,925  705,618  681,755   23,346   47,208

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     43,178)
  -4,593   19,483    5,488   44,386   24,852   45,281   49,822   -2,103   -6,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     23.1     20.6     73.5     49.8     96.8     93.5      3.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      15       34       38       42       49       81      101
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,587
COMMITMENTS
  17,829    9,542    1,057   30,525   41,239   49,411   51,838    8,176    5,749

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:       -741)
  -1,845     -512      207    1,169     -564     -469     -868     -271      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     16.6      1.8     53.0     71.6     85.8     90.0     14.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       20        8       36       22       70       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,173
COMMITMENTS
  35,658   19,084    2,114   61,050   82,478   98,822  103,676   16,351   11,497

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -1,481)
  -3,690   -1,024      414    2,337   -1,127     -939   -1,737     -543      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     16.6      1.8     53.0     71.6     85.8     90.0     14.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       20        8       36       22       70       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,579
COMMITMENTS
  10,028   10,301      582      878      678   11,488   11,561       91       18

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        795)
     888      839      -47      -34        0      807      792      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    86.6     89.0      5.0      7.6      5.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12       10        2        2        1       15       12
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,297
COMMITMENTS
  22,419   22,773       32   27,733   27,338   50,184   50,143      113      154

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -1,568)
  -1,366     -657        8     -230     -914   -1,588   -1,563       20       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     45.3      0.1     55.1     54.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       18        2        8       14       17       32
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,435
COMMITMENTS
  19,418   13,120      163   15,745   22,057   35,326   35,340      109       95

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:      1,888)
   1,434       13      -43      518    1,897    1,909    1,867      -21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.8     37.0      0.5     44.4     62.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       17        1        6       17       15       34



Updated January 16, 2015