WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      481,818
COMMITMENTS
  92,530  125,075  155,956  196,895  156,072  445,381  437,103   36,437   44,716

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      4,222)
  -6,714   -6,234    7,982    2,121    1,659    3,389    3,407      834      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     26.0     32.4     40.9     32.4     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     100      146      172      116      118      336      335                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      221,941
COMMITMENTS
  56,203   84,528   39,344  102,951   69,880  198,498  193,752   23,444   28,190

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      7,026)
  -3,005    4,355    5,306    4,048   -4,304    6,348    5,357      678    1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     38.1     17.7     46.4     31.5     89.4     87.3     10.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      67       69       66       82       66      180      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,841,342
COMMITMENTS
 341,682  319,987  513,223  796,943  751,914  1651849  1585124  189,493  256,218

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     99,188)
 -26,737   55,652   70,505   39,923  -43,094   83,692   83,063   15,497   16,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     17.4     27.9     43.3     40.8     89.7     86.1     10.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      783)
     175      190      236      341      329      650      642                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,826
COMMITMENTS
   2,411    3,201    2,011    6,869    6,386   11,291   11,598    2,535    2,228

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        752)
      69       67      310      370      236      748      613        4      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     23.1     14.5     49.7     46.2     81.7     83.9     18.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       15        9       15       10       28       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      824,618
COMMITMENTS
 129,613  166,155  218,830  409,040  361,712  757,482  746,696   67,137   77,922

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     47,138)
    -862   33,582   23,617   24,185  -12,164   46,940   45,035      198    2,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     20.1     26.5     49.6     43.9     91.9     90.6      8.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      574)
     158      168      220      188      186      467      477                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,952
COMMITMENTS
 102,980   89,480  149,605  226,792  241,938  479,377  481,023   38,575   36,929

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     14,069)
   2,206   14,930    1,297    8,978   -8,219   12,480    8,008    1,589    6,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     17.3     28.9     43.8     46.7     92.6     92.9      7.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      93      102      122       98       78      261      254                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      583,228
COMMITMENTS
  50,809   62,524   66,739  324,851  308,574  442,400  437,836  140,828  145,392

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      4,234)
  -5,566   -7,163   17,643    7,216     -244   19,293   10,236  -15,059   -6,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     10.7     11.4     55.7     52.9     75.9     75.1     24.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      26       35       36       67       74      114      124                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,391
COMMITMENTS
  62,632  146,060   10,683  426,851  364,540  500,166  521,283  120,225   99,108

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -9,678)
  -5,542   -1,946    1,877   -7,962  -13,925  -11,627  -13,994    1,949    4,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     23.5      1.7     68.8     58.8     80.6     84.0     19.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      11       14       12       58       46       75       66                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,512
COMMITMENTS
   1,838      715      468    2,937    4,132    5,243    5,315      269      197

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        -70)
      -2        2      -91       33      -13      -60     -102      -10       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3     13.0      8.5     53.3     75.0     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        3        7       11       15       29       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      488,379
COMMITMENTS
  98,580   80,684  101,997  225,935  264,490  426,512  447,172   61,868   41,208

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     16,455)
   1,330   14,009    6,455    8,763   -6,129   16,548   14,335      -94    2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     16.5     20.9     46.3     54.2     87.3     91.6     12.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      78       88      107      104       90      249      235                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,497
COMMITMENTS
     920    2,789    2,529    7,885    6,823   11,334   12,141    2,162    1,356

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        584)
    -146     -301      694      643      456    1,192      849     -608     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     20.7     18.7     58.4     50.6     84.0     90.0     16.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       19       24       24       13       56       47                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,151,508
COMMITMENTS
 223,942  251,915   43,126  763,578  702,251  1030647  997,292  120,862  154,217

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      3,627)
 -29,570  -33,940    1,893   39,233   28,743   11,555   -3,304   -7,928    6,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     21.9      3.7     66.3     61.0     89.5     86.6     10.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      49       60       39      103      123      175      199                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,205,120
COMMITMENTS
 393,444  409,978  333,619  2129065  1979580  2856128  2723178  348,992  481,942

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      9,045)
   8,634 -116,278   51,213  -30,861   47,437   28,986  -17,628  -19,941   26,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     12.8     10.4     66.4     61.8     89.1     85.0     10.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      69       87       83      165      177      284      297                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,628,793
COMMITMENTS
 281,974  398,487  174,595  1889413  1691995  2345983  2265078  282,811  363,715

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     51,370)
 -42,662    3,796   31,239   58,694    6,880   47,272   41,916    4,098    9,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     15.2      6.6     71.9     64.4     89.2     86.2     10.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      44       69       57      124      148      199      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      791,026
COMMITMENTS
 104,436   77,210  123,040  544,025  543,096  771,501  743,345   19,525   47,681

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     45,956)
 -11,449   13,075    7,575   51,227   29,141   47,354   49,791   -1,398   -3,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      9.8     15.6     68.8     68.7     97.5     94.0      2.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      17       31       35       48       63       83      115                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,433
COMMITMENTS
  20,363    9,286      972   27,331   35,836   48,665   46,093    6,768    9,340

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      3,759)
   3,203   -1,840       55      772    5,321    4,030    3,536     -271      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     16.8      1.8     49.3     64.6     87.8     83.2     12.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      36       23        9       36       27       76       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,866
COMMITMENTS
  40,726   18,571    1,943   54,661   71,672   97,331   92,187   13,536   18,680

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      7,518)
   6,407   -3,681      110    1,543   10,642    8,060    7,072     -542      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     16.8      1.8     49.3     64.6     87.8     83.2     12.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      36       23        9       36       27       76       55                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,582
COMMITMENTS
  15,189   15,856    1,021    1,017      678   17,227   17,555      355       27

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,010)
    -858     -952      -40     -113        0   -1,011     -992        1      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.4     90.2      5.8      5.8      3.9     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      20       11        3        1        1       23       13                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,092
COMMITMENTS
  28,779   19,937      330    8,867   17,749   37,976   38,016      116       76

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -3,555)
     -31   -2,526       46   -3,591   -1,053   -3,576   -3,533       21      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.6     52.3      0.9     23.3     46.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       16        1        6       16       17       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,725
COMMITMENTS
  22,424   13,527        0   12,144   21,117   34,568   34,644      157       81

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -4,632)
  -3,075   -2,346      -20   -1,551   -2,296   -4,646   -4,662       14       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.6     39.0      0.0     35.0     60.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       14        0        3       14       13       28                  



Updated November 13, 2015