WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      437,577
COMMITMENTS
 122,654  225,003   80,717  192,439   88,546  395,810  394,266   41,767   43,311

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -5,301)
   2,525   11,268    1,507   -6,655  -18,067   -2,623   -5,292   -2,678       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     51.4     18.4     44.0     20.2     90.5     90.1      9.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     134      140      111      111       85      303      292                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      215,138
COMMITMENTS
  62,447   98,535   22,985  110,259   70,664  195,691  192,184   19,447   22,954

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -6,785)
   3,732    4,086   -1,853   -5,548   -6,120   -3,669   -3,887   -3,116   -2,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     45.8     10.7     51.3     32.8     91.0     89.3      9.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      70       67       55       83       68      183      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,325,794
COMMITMENTS
 363,529  440,354  188,504  632,941  524,681  1184974  1153539  140,820  172,255

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -29,925)
  10,702   62,727  -24,543   -9,243  -50,187  -23,084  -12,003   -6,841  -17,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     33.2     14.2     47.7     39.6     89.4     87.0     10.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     155      185      160      243      272      487      557                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,539
COMMITMENTS
   3,448    3,663      608    3,489    3,922    7,545    8,193    2,994    2,346

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        191)
     296      335       85     -104     -430      277      -10      -86      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     34.8      5.8     33.1     37.2     71.6     77.7     28.4     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       16        5       14       11       26       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      701,548
COMMITMENTS
 134,023  212,014  125,065  379,921  296,063  639,009  633,142   62,539   68,406

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -12,280)
 -15,676   32,938    3,128   -1,840  -40,821  -14,388   -4,755    2,108   -7,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     30.2     17.8     54.2     42.2     91.1     90.2      8.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     129      209      190      146      158      402      470                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      381,682
COMMITMENTS
 118,689   57,515   74,747  151,996  220,132  345,432  352,394   36,250   29,288

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -26,949)
  -6,412    5,983   -9,611   -8,395  -23,818  -24,418  -27,446   -2,531      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     15.1     19.6     39.8     57.7     90.5     92.3      9.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      95       65      106       74       76      229      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      542,518
COMMITMENTS
  94,115   70,025   14,036  288,610  320,808  396,761  404,869  145,757  137,649

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -3,821)
   9,519    8,433     -522    9,208    2,976   18,205   10,887  -22,026  -14,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     12.9      2.6     53.2     59.1     73.1     74.6     26.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      37       28       18       65       69      109      108                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      624,033
COMMITMENTS
  49,366  142,220    8,161  426,102  390,198  483,629  540,579  140,404   83,454

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -38,261)
 -12,313   -4,311      950   -8,864  -30,527  -20,227  -33,888  -18,034   -4,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     22.8      1.3     68.3     62.5     77.5     86.6     22.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       16        8       59       48       76       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,208
COMMITMENTS
     760      638      667    2,465    2,601    3,892    3,906      316      302

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -276)
     136      178     -317     -169     -227     -350     -366       74       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     15.2     15.9     58.6     61.8     92.5     92.8      7.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        2       11       12       18       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      393,496
COMMITMENTS
  70,941  120,446   63,125  210,850  165,149  344,916  348,720   48,580   44,776

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -20,302)
      43    2,973   -4,531  -11,268  -17,707  -15,756  -19,265   -4,546   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     30.6     16.0     53.6     42.0     87.7     88.6     12.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      78       98       81       98       74      225      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,665
COMMITMENTS
   1,863    4,649      662    7,095    4,606    9,620    9,917    2,045    1,748

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -718)
     371       17     -489     -425     -368     -543     -840     -175      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     39.9      5.7     60.8     39.5     82.5     85.0     17.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       28       16       19        9       50       45                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,068,941
COMMITMENTS
 190,051  228,093   26,527  736,508  664,937  953,086  919,557  115,855  149,384

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -80,589)
  -3,428  -13,593   -8,505  -39,453  -50,408  -51,386  -72,506  -29,203   -8,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     21.3      2.5     68.9     62.2     89.2     86.0     10.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      47       57       36      101      103      171      174                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,909,117
COMMITMENTS
 475,157  472,603  130,836  1932900  1883228  2538893  2486667  370,224  422,450

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:   -177,422)
 -62,380   19,725   33,050 -106,443 -208,428 -135,773 -155,653  -41,649  -21,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     16.2      4.5     66.4     64.7     87.3     85.5     12.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      78       80       58      138      152      251      255                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,644,923
COMMITMENTS
 293,216  420,767   97,182  1974659  1772152  2365057  2290101  279,866  354,822

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -53,035)
 -19,798  -10,010   32,307  -10,979  -27,648    1,530   -5,351  -54,565  -47,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     15.9      3.7     74.7     67.0     89.4     86.6     10.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      49       61       41      105      133      177      213                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      725,225
COMMITMENTS
  32,567   75,198  115,691  553,324  492,501  701,582  683,390   23,643   41,835

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -60,949)
   1,513  -35,615    1,471  -65,694  -27,154  -62,710  -61,298    1,761      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     10.4     16.0     76.3     67.9     96.7     94.2      3.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14       33       29       43       49       76       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,216
COMMITMENTS
   7,514    5,414      368   17,662   18,615   25,544   24,397    5,672    6,819

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,264)
     686     -153      100      599    2,944    1,384    2,892      880     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     17.3      1.2     56.6     59.6     81.8     78.2     18.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       12        6       33       25       60       40                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       62,431
COMMITMENTS
  15,028   10,827      736   35,323   37,230   51,087   48,793   11,344   13,638

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      4,527)
   1,371     -305      200    1,197    5,888    2,768    5,783    1,759   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     17.3      1.2     56.6     59.6     81.8     78.2     18.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       12        6       33       25       60       40                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,044
COMMITMENTS
  15,239   16,355      905    1,581      680   17,725   17,940      319      104

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        797)
     987      875      -33     -156        0      798      842       -1      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.5     90.6      5.0      8.8      3.8     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16       14        4        1        1       18       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,345
COMMITMENTS
  22,591   12,550      593    9,058   19,065   32,242   32,208      103      137

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,651)
   1,388      193      316      -47    1,111    1,657    1,620       -6       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.8     38.8      1.8     28.0     58.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       15        3        6       20       16       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       41,718
COMMITMENTS
  38,700   12,121        6    2,898   29,550   41,604   41,677      114       41

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,632)
   2,406   -1,582        6     -761    3,264    1,651    1,688      -19      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.8     29.1      0.0      6.9     70.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       14        1        5       14       15       28                  



Updated March 4, 2016