WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,740
COMMITMENTS
 117,123  206,870   86,352  186,455   97,127  389,930  390,349   39,810   39,391

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -7,837)
  -5,531  -18,133    5,635   -5,984    8,581   -5,880   -3,917   -1,957   -3,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     48.1     20.1     43.4     22.6     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     133      126      116      104       90      304      281                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      210,160
COMMITMENTS
  59,917   91,388   22,195  108,347   73,830  190,459  187,413   19,701   22,747

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,978)
  -2,530   -7,147     -790   -1,912    3,166   -5,232   -4,771      254     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     43.5     10.6     51.6     35.1     90.6     89.2      9.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      66       59       53       80       65      173      161                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,356,292
COMMITMENTS
 366,404  466,580  194,930  644,145  525,292  1205479  1186802  150,813  169,490

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     30,498)
   2,875   26,226    6,426   11,204      611   20,505   33,263    9,993   -2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     34.4     14.4     47.5     38.7     88.9     87.5     11.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      703)
     166      174      150      243      269      486      537                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| 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
   3,576    3,904      676    3,586    3,940    7,838    8,520    3,190    2,508

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        489)
     128      241       68       97       18      293      327      196      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     35.4      6.1     32.5     35.7     71.1     77.3     28.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       16        6       15       11       27       31                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      696,854
COMMITMENTS
 139,051  181,343  126,430  375,216  319,418  640,697  627,191   56,157   69,663

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,694)
   5,028  -30,671    1,365   -4,705   23,355    1,688   -5,951   -6,382    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     26.0     18.1     53.8     45.8     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     131      186      183      141      159      390      443                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      383,217
COMMITMENTS
 114,316   58,652   75,393  157,857  223,630  347,566  357,675   35,651   25,542

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,535)
  -4,373    1,137      646    5,861    3,498    2,134    5,281     -599   -3,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     15.3     19.7     41.2     58.4     90.7     93.3      9.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      96       67      103       79       72      237      203                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      525,655
COMMITMENTS
 104,907   68,056   11,545  260,420  319,010  376,872  398,611  148,783  127,044

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -16,863)
  10,792   -1,969   -2,491  -28,190   -1,798  -19,889   -6,258    3,026  -10,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     12.9      2.2     49.5     60.7     71.7     75.8     28.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      33       33       15       56       65       98      104                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      624,129
COMMITMENTS
  48,074  144,409   11,732  418,578  384,172  478,384  540,313  145,745   83,816

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:         96)
  -1,292    2,189    3,571   -7,524   -6,026   -5,245     -266    5,341      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     23.1      1.9     67.1     61.6     76.6     86.6     23.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      11       14        9       58       50       75       67                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,024
COMMITMENTS
     751    1,110      443    2,494    2,216    3,688    3,769      336      255

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -184)
      -9      472     -224       29     -385     -204     -137       20      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     27.6     11.0     62.0     55.1     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        9        2       11       11       18       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      369,907
COMMITMENTS
  71,444   98,528   58,559  190,027  173,566  320,030  330,653   49,877   39,254

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -23,589)
     503  -21,918   -4,566  -20,823    8,417  -24,886  -18,067    1,297   -5,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     26.6     15.8     51.4     46.9     86.5     89.4     13.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      78       90       84       98       72      228      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,923
COMMITMENTS
   2,061    4,671      721    7,019    4,839    9,801   10,231    2,122    1,692

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        258)
     198       22       59      -76      233      181      314       77      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     39.2      6.0     58.9     40.6     82.2     85.8     17.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       27       10       20       11       46       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      982,783
COMMITMENTS
 137,303  199,593   23,124  705,948  617,481  866,375  840,198  116,408  142,585

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -86,158)
 -52,748  -28,500   -3,403  -30,560  -47,456  -86,711  -79,359      553   -6,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     20.3      2.4     71.8     62.8     88.2     85.5     11.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      40       56       33       97       95      159      162                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,801,162
COMMITMENTS
 510,567  442,480  105,025  1853420  1857267  2469012  2404772  332,150  396,390

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:   -107,955)
  35,410  -30,123  -25,811  -79,480  -25,961  -69,881  -81,895  -38,074  -26,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     15.8      3.7     66.2     66.3     88.1     85.8     11.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      82       79       56      138      146      256      245                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      101,730
COMMITMENTS
  11,718   10,176      392   49,677   47,716   61,787   58,284   39,943   43,446

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     10.0      0.4     48.8     46.9     60.7     57.3     39.3     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       12       11       16       13                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,514,518
COMMITMENTS
 293,784  459,804   47,866  1890310  1644635  2231960  2152305  282,558  362,213

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:   -130,405)
     568   39,037  -49,316  -84,349 -127,517 -133,097 -137,796    2,692    7,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     18.3      1.9     75.2     65.4     88.8     85.6     11.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      51       64       38       99      127      172      207                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      770,518
COMMITMENTS
  44,175   93,153  108,420  597,387  524,886  749,982  726,459   20,536   44,059

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     45,293)
  11,608   17,955   -7,271   44,063   32,385   48,400   43,069   -3,107    2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     12.1     14.1     77.5     68.1     97.3     94.3      2.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      16       34       28       44       54       77       99                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       33,243
COMMITMENTS
   8,553    7,409      435   18,765   17,899   27,752   25,743    5,491    7,500

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,027)
   1,039    1,996       67    1,103     -716    2,208    1,346     -181      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     22.3      1.3     56.4     53.8     83.5     77.4     16.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       16        6       33       26       55       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,485
COMMITMENTS
  17,105   14,818      869   37,529   35,798   55,503   51,485   10,982   15,000

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,054)
   2,077    3,991      133    2,206   -1,432    4,416    2,692     -362    1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     22.3      1.3     56.4     53.8     83.5     77.4     16.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       16        6       33       26       55       46                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,833
COMMITMENTS
  13,985   14,682    5,347    1,228      680   20,560   20,709      273      124

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,789)
  -1,254   -1,673    4,442     -353        0    2,835    2,769      -46       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     70.5     25.7      5.9      3.3     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      17       14        7        1        1       22       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,133
COMMITMENTS
  22,896   12,787      328    9,795   19,886   33,019   33,001      114      132

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        788)
     305      237     -265      737      821      777      793       11       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     38.6      1.0     29.6     60.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       13        3        6       18       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       46,419
COMMITMENTS
  40,847   12,903       67    5,457   33,379   46,371   46,349       48       70

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,701)
   2,147      782       61    2,559    3,829    4,767    4,672      -66       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.0     27.8      0.1     11.8     71.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       14        1        5       14       18       29                  



Updated March 11, 2016