WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      447,755
COMMITMENTS
  91,786  128,068  129,903  186,383  145,923  408,072  403,894   39,683   43,861

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -20,324)
  -1,354  -10,908  -12,247   -5,524    5,138  -19,125  -18,018   -1,198   -2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     28.6     29.0     41.6     32.6     91.1     90.2      8.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     125      122      141      108      116      315      312                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      196,156
COMMITMENTS
  59,385   67,647   26,051   88,686   78,408  174,123  172,107   22,033   24,049

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     -3,069)
  -1,258   -3,559   -1,313   -1,753    2,660   -4,324   -2,212    1,255     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     34.5     13.3     45.2     40.0     88.8     87.7     11.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      55       59       56       79       71      161      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,720,579
COMMITMENTS
 393,812  258,360  426,874  737,385  798,456  1558072  1483690  162,507  236,889

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     -5,535)
   2,474    3,135  -25,932   12,261   20,695  -11,197   -2,103    5,662   -3,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     15.0     24.8     42.9     46.4     90.6     86.2      9.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      772)
     183      179      233      291      337      603      636                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,478
COMMITMENTS
   1,422    2,581    1,643    5,362    4,228    8,428    8,453    2,050    2,026

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:       -112)
      91       13     -133     -130       -5     -172     -125       60       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     24.6     15.7     51.2     40.4     80.4     80.7     19.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       14        8       17       12       30       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      944,877
COMMITMENTS
 146,857  132,330  315,137  422,629  407,683  884,623  855,149   60,255   89,728

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -14,406)
   2,456  -22,112  -13,920   -4,209   23,563  -15,674  -12,470    1,268   -1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     14.0     33.4     44.7     43.1     93.6     90.5      6.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     183      196      261      167      189      498      518                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      449,963
COMMITMENTS
 102,275   93,652  115,354  197,421  210,675  415,050  419,681   34,913   30,282

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -25,584)
  -4,431  -20,458   -5,946  -14,952    4,532  -25,330  -21,872     -255   -3,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     20.8     25.6     43.9     46.8     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      94       94      120       95       80      264      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      599,810
COMMITMENTS
  45,112   57,514   44,324  348,205  350,032  437,640  451,870  162,169  147,940

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -18,746)
 -11,835    3,661  -21,791   -1,017  -13,672  -34,643  -31,803   15,897   13,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      9.6      7.4     58.1     58.4     73.0     75.3     27.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      20       28       29       73       74      108      116                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      632,867
COMMITMENTS
  62,640  130,482    8,846  445,980  405,325  517,466  544,653  115,401   88,214

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     -4,043)
   4,989   16,315  -11,508    4,482      302   -2,037    5,109   -2,006   -9,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     20.6      1.4     70.5     64.0     81.8     86.1     18.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      13       15       13       54       55       73       77                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,923
COMMITMENTS
   1,318       85      742    2,556    3,883    4,616    4,710      307      213

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:       -122)
     -51       60      -55       41     -149      -65     -144      -57       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      1.7     15.1     51.9     78.9     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        3        7       12       13       30       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      424,037
COMMITMENTS
 108,842   54,328   80,786  178,446  253,902  368,073  389,015   55,964   35,021

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -20,133)
  -1,072   -1,589   -9,667   -8,096   -9,085  -18,836  -20,342   -1,297      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     12.8     19.1     42.1     59.9     86.8     91.7     13.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      84       59       89      101       88      238      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,984
COMMITMENTS
   2,810    3,645    1,598    5,274    6,563    9,681   11,806    3,303    1,178

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:        563)
     293       86       78     -246      586      125      750      438     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     28.1     12.3     40.6     50.5     74.6     90.9     25.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       18       19       21       13       55       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,158,355
COMMITMENTS
 297,313  263,949   48,077  689,265  706,587  1034655  1018614  123,700  139,741

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:    -45,344)
     167    5,269  -28,146  -24,773  -39,706  -52,752  -62,583    7,408   17,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     22.8      4.2     59.5     61.0     89.3     87.9     10.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      53       57       34       90      120      163      191                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,216,086
COMMITMENTS
 428,739  411,092  263,115  2149659  2100195  2841514  2774402  374,572  441,684

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     23,208)
  38,032   22,422  -46,037   12,733   43,701    4,729   20,086   18,479    3,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     12.8      8.2     66.8     65.3     88.4     86.3     11.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      77       76       87      175      185      297      303                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,565,046
COMMITMENTS
 339,804  434,813  132,574  1779930  1655499  2252308  2222886  312,738  342,160

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     10,018)
  22,581     -212  -22,626   -7,814   43,043   -7,858   20,205   17,876  -10,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     17.0      5.2     69.4     64.5     87.8     86.7     12.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      55       60       57      120      145      205      232                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      917,712
COMMITMENTS
 119,301  105,239  110,584  669,044  636,381  898,930  852,205   18,782   65,507

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     23,567)
 -21,762    5,422   -7,346   52,496   25,006   23,388   23,081      179      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     11.5     12.1     72.9     69.3     98.0     92.9      2.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      15       39       37       58       75       97      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,594
COMMITMENTS
  11,540   10,803      880   16,963   15,452   29,383   27,135    5,211    7,459

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:      2,837)
   2,814      563       93      -81    3,583    2,826    4,240       11   -1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     31.2      2.5     49.0     44.7     84.9     78.4     15.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       15        4       35       20       55       38                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,189
COMMITMENTS
  23,080   21,605    1,761   33,926   30,905   58,767   54,270   10,422   14,918

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:      5,674)
   5,628    1,126      187     -163    7,167    5,652    8,480       22   -2,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     31.2      2.5     49.0     44.7     84.9     78.4     15.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       15        4       35       20       55       38                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,185
COMMITMENTS
  17,443   19,648      831    2,574      678   20,848   21,157      337       28

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:        347)
    -446      -45      391      400        0      345      346        2        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.3     92.7      3.9     12.2      3.2     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      22       13        3        2        1       26       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       42,925
COMMITMENTS
  31,642   22,701       64   11,108   20,070   42,814   42,835      111       90

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:       -290)
    -921     -216       44    1,127      -13      250     -185     -540     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.7     52.9      0.1     25.9     46.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       16        1        5       16       11       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       39,881
COMMITMENTS
  21,879   16,033        0   17,857   23,771   39,736   39,804      145       77

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:      1,854)
    -165      147        0    2,088    1,766    1,923    1,913      -69      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.9     40.2      0.0     44.8     59.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       18        0        4       12       10       30                  



Updated October 2, 2015