WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      407,498
COMMITMENTS
 107,686  163,693   96,053  163,175  105,825  366,914  365,571   40,584   41,927

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     19,516)
   5,553    5,817    6,175    5,714    6,519   17,442   18,511    2,074    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     40.2     23.6     40.0     26.0     90.0     89.7     10.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     123      127      134      104       93      312      288                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      219,124
COMMITMENTS
  51,444   80,707   34,900  111,148   79,090  197,492  194,697   21,632   24,427

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      3,041)
     289    4,444      109    2,830   -1,716    3,228    2,837     -187      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     36.8     15.9     50.7     36.1     90.1     88.9      9.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      61       56       64       82       71      178      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,368,832
COMMITMENTS
 346,833  321,103  231,513  647,706  631,269  1226052  1183885  142,780  184,947

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     12,390)
  19,351   -5,701  -16,320    3,545   28,246    6,576    6,225    5,814    6,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     23.5     16.9     47.3     46.1     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      720)
     147      180      174      252      309      511      575                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,048
COMMITMENTS
   3,174    3,142      499    3,570    4,309    7,243    7,950    2,805    2,098

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        671)
      17      361      -89      443      166      371      438      300      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     31.3      5.0     35.5     42.9     72.1     79.1     27.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       16        9       15       11       30       34                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      715,617
COMMITMENTS
 148,433  188,960  112,783  394,037  342,369  655,253  644,112   60,364   71,505

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     30,549)
  13,712   13,735    6,573    6,712    8,489   26,997   28,797    3,552    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     26.4     15.8     55.1     47.8     91.6     90.0      8.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     136      173      174      158      170      413      430                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      416,968
COMMITMENTS
 119,958   46,274   94,734  162,886  248,950  377,578  389,958   39,390   27,010

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      5,588)
   6,920    4,474   -7,896    4,339    7,831    3,363    4,409    2,225    1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     11.1     22.7     39.1     59.7     90.6     93.5      9.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      99       58      104       80       78      242      204                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      550,487
COMMITMENTS
  93,027   81,736   12,035  295,478  315,071  400,540  408,842  149,947  141,645

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     16,312)
   9,416    2,499    5,371    1,567    5,747   16,354   13,617      -42    2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     14.8      2.2     53.7     57.2     72.8     74.3     27.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      28       32       21       58       67       98      108                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      628,989
COMMITMENTS
  60,095  146,541    4,160  432,320  401,868  496,575  552,569  132,414   76,420

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:      1,142)
     -78   -2,035     -169   -8,243    8,222   -8,490    6,018    9,632   -4,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     23.3      0.7     68.7     63.9     78.9     87.9     21.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      13       18        9       59       51       78       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,218
COMMITMENTS
     882      411      687    2,372    2,851    3,941    3,949      277      269

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        217)
      74       98       15      111      191      200      304       17      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      9.7     16.3     56.2     67.6     93.4     93.6      6.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        6        4       11       13       19       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      409,219
COMMITMENTS
  76,115  102,510   69,292  208,424  195,068  353,831  366,870   55,388   42,349

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -5,726)
  -5,430   -9,493     -335   -2,600    2,841   -8,365   -6,987    2,639    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     25.1     16.9     50.9     47.7     86.5     89.7     13.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      82       85       90       97       81      232      223                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,040
COMMITMENTS
   1,754    4,322    1,419    7,603    5,519   10,776   11,260    2,264    1,780

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -183)
     -49      -76     -116      -81      -36     -246     -228       63       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     33.1     10.9     58.3     42.3     82.6     86.3     17.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       22       19       23       12       53       49                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,130,156
COMMITMENTS
 159,686  222,684   36,931  816,485  722,044  1013102  981,659  117,054  148,497

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     55,871)
  32,191  -24,568    4,784   13,758   79,751   50,733   59,967    5,138   -4,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     19.7      3.3     72.2     63.9     89.6     86.9     10.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      39       68       35       99      114      161      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,984,496
COMMITMENTS
 489,683  483,830   86,326  2034877  1964237  2610886  2534393  373,610  450,103

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     98,548)
  -6,747   31,941   13,076   72,421   37,272   78,750   82,289   19,798   16,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     16.2      2.9     68.2     65.8     87.5     84.9     12.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      75       90       56      138      156      244      271                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,698,198
COMMITMENTS
 263,914  566,838   38,868  2102044  1741749  2404826  2347455  293,372  350,743

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     62,364)
   1,322   57,350   -2,509   65,816    7,651   64,629   62,492   -2,265     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     21.0      1.4     77.9     64.6     89.1     87.0     10.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      42       76       39      103      134      169      225                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      740,448
COMMITMENTS
  36,372   99,158  134,686  545,653  465,981  716,711  699,825   23,737   40,623

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:    -79,258)
 -29,568   34,339    1,378  -52,538 -113,355  -80,728  -77,638    1,470   -1,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     13.4     18.2     73.7     62.9     96.8     94.5      3.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14       33       32       45       52       82       99                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,967
COMMITMENTS
   7,564    7,548      463   17,065   15,055   25,092   23,065    4,876    6,902

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -588)
    -585       -4      395       55   -1,501     -136   -1,110     -453      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     25.2      1.5     56.9     50.2     83.7     77.0     16.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16       17        4       36       21       53       41                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       59,934
COMMITMENTS
  15,128   15,095      926   34,129   30,109   50,183   46,130    9,751   13,804

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,176)
  -1,170       -8      789      110   -3,001     -271   -2,220     -905    1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     25.2      1.5     56.9     50.2     83.7     77.0     16.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16       17        4       36       21       53       41                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,722
COMMITMENTS
  13,754   14,506    1,447    1,137      680   16,338   16,633      384       89

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:        335)
     477      489     -155        0        0      322      334       13        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.3     86.7      8.7      6.8      4.1     97.7     99.5      2.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      17       15        4        1        1       20       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,660
COMMITMENTS
  21,827   13,321      259    7,458   15,953   29,544   29,533      116      127

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:     -1,526)
  -1,415     -442        0     -137   -1,126   -1,552   -1,568       26       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.6     44.9      0.9     25.1     53.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       16        1        6       18       14       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 02/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,894
COMMITMENTS
  29,959   13,304        0    1,855   18,565   31,814   31,869       80       25

CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST:       -695)
  -1,130       56        0      435     -659     -695     -603        0      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    93.9     41.7      0.0      5.8     58.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       17        0        4       12       14       29                  



Updated February 5, 2016