WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      552,428
COMMITMENTS
 100,486  158,110  188,600  223,048  160,890  512,134  507,601   40,294   44,827

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:     -8,924)
  -4,541     -209   -7,733    2,958   -1,469   -9,316   -9,410      391      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     28.6     34.1     40.4     29.1     92.7     91.9      7.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     132      127      178      114      107      346      339
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      171,305
COMMITMENTS
  40,958   50,583   31,376   80,578   65,747  152,912  147,706   18,393   23,599

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        484)
  -1,245   -2,485      533    1,004    4,098      292    2,145      192   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     29.5     18.3     47.0     38.4     89.3     86.2     10.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      47       55       56       70       72      154      154
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,807,763
COMMITMENTS
 335,392  257,724  504,497  815,698  773,824  1655587  1536046  152,176  271,717

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        808)
 -15,096  -24,713   -8,424   26,620   25,924    3,100   -7,214   -2,292    8,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     14.3     27.9     45.1     42.8     91.6     85.0      8.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      782)
     195      179      244      294      332      618      652
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,028
COMMITMENTS
   1,488    1,787    1,651    5,496    5,274    8,634    8,711    2,395    2,317

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        306)
    -167     -535      545     -425       -1      -47        8      353      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     16.2     15.0     49.8     47.8     78.3     79.0     21.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        8        6       16       12       29       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      996,400
COMMITMENTS
 180,165  183,270  310,558  449,329  365,714  940,052  859,542   56,347  136,857

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:     13,944)
   4,508    8,569   -7,003   13,935    8,777   11,439   10,343    2,505    3,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     18.4     31.2     45.1     36.7     94.3     86.3      5.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      656)
     157      241      264      176      212      505      567
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      419,039
COMMITMENTS
 110,477   95,227   92,643  183,606  196,841  386,726  384,710   32,313   34,329

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:      6,378)
   3,982    9,554   -5,472    6,694   -2,507    5,204    1,575    1,173    4,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     22.7     22.1     43.8     47.0     92.3     91.8      7.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      88       92      117       91       75      253      244
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      496,086
COMMITMENTS
  57,814   45,281   33,475  254,280  274,081  345,569  352,837  150,517  143,249

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:    -17,059)
  10,644    2,641  -11,330  -11,362    1,039  -12,048   -7,651   -5,010   -9,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      9.1      6.7     51.3     55.2     69.7     71.1     30.3     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      18       23       26       59       65       92       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      571,838
COMMITMENTS
  47,464   94,666    7,279  395,365  382,863  450,108  484,808  121,730   87,030

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:    -10,380)
     739     -871      173   -7,082   -6,301   -6,170   -6,999   -4,209   -3,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     16.6      1.3     69.1     67.0     78.7     84.8     21.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       15        9       50       49       67       68
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,723
COMMITMENTS
   1,155      139      826    4,368    5,579    6,349    6,544      374      179

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:       -729)
     -15       66        3     -684     -726     -696     -657      -33      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      2.1     12.3     65.0     83.0     94.4     97.3      5.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        4        6       19       20       32       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      397,665
COMMITMENTS
 103,231   67,289   78,490  166,987  219,671  348,708  365,450   48,957   32,215

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:      1,087)
   8,771    1,111   -6,322   -1,776    7,504      673    2,293      414   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     16.9     19.7     42.0     55.2     87.7     91.9     12.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      75       88       96       89       81      234      207
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,975
COMMITMENTS
     789    4,731    1,703    5,561    1,916    8,053    8,349    1,921    1,626

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        540)
      11      -16      473       30     -136      514      321       26      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     47.4     17.1     55.8     19.2     80.7     83.7     19.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10       26       13       20       15       42       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,406,772
COMMITMENTS
 414,248  274,149   45,946  825,800  927,999  1285994  1248094  120,778  158,678

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:    -55,366)
   8,810  -37,026  -20,639  -55,656  -10,322  -67,485  -67,988   12,118   12,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     19.5      3.3     58.7     66.0     91.4     88.7      8.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      47       57       33       97      120      162      192
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,229,055
COMMITMENTS
 337,350  471,929  278,493  2274334  2026348  2890178  2776770  338,877  452,285

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:   -284,462)
  16,551   -4,853 -124,761 -163,547 -179,529 -271,757 -309,143  -12,705   24,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     14.6      8.6     70.4     62.8     89.5     86.0     10.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      70       89       92      166      186      286      317
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,119,530
COMMITMENTS
 379,203  395,494   87,683  1395047  1280989  1861933  1764166  257,597  355,364

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:    -95,822)
  -2,967   -2,314  -30,315  -65,765  -44,625  -99,048  -77,254    3,225  -18,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     18.7      4.1     65.8     60.4     87.8     83.2     12.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      44       65       52      116      139      190      226
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      794,243
COMMITMENTS
  50,145  135,701  166,612  551,881  435,686  768,638  737,999   25,606   56,244

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:     27,978)
  -1,787    4,184   -1,038   30,127   22,896   27,303   26,041      675    1,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     17.1     21.0     69.5     54.9     96.8     92.9      3.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      19       37       34       43       55       79      112
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,015
COMMITMENTS
  11,254    8,158    2,408   28,078   34,155   41,741   44,721    8,275    5,294

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:     -4,635)
  -3,737     -741      894   -2,083   -4,915   -4,926   -4,762      290      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     16.3      4.8     56.1     68.3     83.5     89.4     16.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       18        8       30       22       60       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,030
COMMITMENTS
  22,508   16,315    4,817   56,156   68,309   83,481   89,442   16,549   10,589

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:     -9,271)
  -7,474   -1,483    1,789   -4,166   -9,830   -9,852   -9,525      581      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     16.3      4.8     56.1     68.3     83.5     89.4     16.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       18        8       30       22       60       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,628
COMMITMENTS
  11,865   12,198      749      848      678   13,462   13,625      166        3

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        482)
     449      444       35        0        0      484      479       -2        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.1     89.5      5.5      6.2      5.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17       12        2        1        1       19       14
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       45,371
COMMITMENTS
  33,584   17,832        0   11,671   27,403   45,255   45,235      116      136

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:        -52)
   1,147      312        0   -1,200     -367      -53      -55        1        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.0     39.3      0.0     25.7     60.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       15        0        8       16       17       31
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,966
COMMITMENTS
  29,751   13,100       42    8,089   24,680   37,882   37,822       84      144

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:       -385)
     790     -278       42   -1,167     -196     -335     -432      -50       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.4     34.5      0.1     21.3     65.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       16        1        4       15       13       32



Updated April 3, 2015