WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   502,064:    94,529    161,300    166,532    196,577    129,577    457,639    457,410:    44,425     44,654
Old  :   356,209:    87,979    153,238     99,231    136,546     73,053    323,756    325,522:    32,453     30,687
Other:   145,855:    42,535     44,047     31,317     60,031     56,524    133,883    131,888:    11,972     13,968
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    15,339:     5,282      4,299      5,400      2,932      5,007     13,615     14,706:     1,724        632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       32.1       33.2       39.2       25.8       91.2       91.1:       8.8        8.9
Old  :     100.0:      24.7       43.0       27.9       38.3       20.5       90.9       91.4:       9.1        8.6
Other:     100.0:      29.2       30.2       21.5       41.2       38.8       91.8       90.4:       8.2        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       418:       127        139        167        119        106        349        326:
Old  :       398:       137        120        138        105         90        310        289:
Other:       260:        69         81         65         80         76        192        184:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6        8.6       19.2       16.0       11.5        7.9       17.2       12.9
Old  :                 13.3       10.5       20.0       18.6       12.2        9.6       18.2       17.3
Other:                 19.9       15.9       31.8       25.8       19.8       12.8       28.9       20.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   229,778:    48,525     80,910     42,430    115,866     81,005    206,821    204,345:    22,957     25,433
Old  :   142,673:    41,436     72,347     23,761     62,333     30,915    127,530    127,023:    15,143     15,650
Other:    87,105:    20,416     21,890      5,342     53,532     50,090     79,291     77,322:     7,815      9,783
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     2,888:       690      4,448       -259      2,641     -1,615      3,071      2,573:      -183        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       35.2       18.5       50.4       35.3       90.0       88.9:      10.0       11.1
Old  :     100.0:      29.0       50.7       16.7       43.7       21.7       89.4       89.0:      10.6       11.0
Other:     100.0:      23.4       25.1        6.1       61.5       57.5       91.0       88.8:       9.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        60         58         68         85         73        182        178:
Old  :       210:        59         50         45         72         61        149        146:
Other:       167:        39         39         29         69         57        128        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       20.6       21.1       30.0       11.2       15.8       18.8       24.3
Old  :                 14.7       22.9       25.1       35.0       14.5       19.6       23.7       31.7
Other:                 20.2       29.9       33.0       40.7       16.4       22.2       25.8       31.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,690,543:   323,481    310,328    433,262    747,656    723,452  1,504,399  1,467,042:   186,144    223,501
Old  : 1,412,627:   317,529    298,245    336,746    608,439    604,681  1,262,715  1,239,672:   149,912    172,955
Other:   277,916:    48,841     54,973     53,626    139,217    118,771    241,684    227,370:    36,232     50,546
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    25,666:    17,032     -6,778     -6,515      9,034     33,178     19,551     19,885:     6,116      5,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       18.4       25.6       44.2       42.8       89.0       86.8:      11.0       13.2
Old  :     100.0:      22.5       21.1       23.8       43.1       42.8       89.4       87.8:      10.6       12.2
Other:     100.0:      17.6       19.8       19.3       50.1       42.7       87.0       81.8:      13.0       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       167        197        223        312        335        612        639:
Old  :       745:       158        202        212        302        317        585        614:
Other:       488:        89         85         77        150        256        270        388:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0        8.9       17.7       15.1        8.5        6.4       13.9       10.5
Old  :                 11.4        9.7       19.1       16.0       10.4        7.9       17.4       13.1
Other:                 20.7       15.6       30.3       23.9       17.8       13.3       24.9       20.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,142:     2,360      3,141      1,975      4,915      4,894      9,250     10,010:     2,892      2,132
Old  :    10,752:     2,701      3,132      1,345      3,990      4,354      8,036      8,831:     2,716      1,922
Other:     1,390:       107        457        182        925        540      1,214      1,179:       176        211
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       689:         1        362        -59        445        153        386        455:       303        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       25.9       16.3       40.5       40.3       76.2       82.4:      23.8       17.6
Old  :     100.0:      25.1       29.1       12.5       37.1       40.5       74.7       82.1:      25.3       17.9
Other:     100.0:       7.7       32.9       13.1       66.5       38.9       87.3       84.8:      12.7       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         18         11         15         12         30         37:
Old  :        46:        14         15         10         15         12         30         36:
Other:        19:         1          7          4          5          7          9         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       37.7       56.2       53.0       29.3       28.9       34.8       38.5
Old  :                 40.9       40.0       52.6       55.1       29.6       32.2       36.1       41.7
Other:                 75.9       59.2       87.0       75.1       65.2       53.6       73.0       66.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   889,581:   149,725    178,242    231,924    439,306    398,649    820,956    808,814:    68,625     80,767
Old  :   738,930:   148,917    167,090    190,604    340,163    318,382    679,683    676,076:    59,247     62,854
Other:   150,651:    17,756     28,100     24,373     99,143     80,266    141,272    132,739:     9,379     17,912
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    42,694:    13,347     10,089     17,445      8,199     13,661     38,992     41,195:     3,702      1,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.0       26.1       49.4       44.8       92.3       90.9:       7.7        9.1
Old  :     100.0:      20.2       22.6       25.8       46.0       43.1       92.0       91.5:       8.0        8.5
Other:     100.0:      11.8       18.7       16.2       65.8       53.3       93.8       88.1:       6.2       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       574:       159        185        235        176        181        480        483:
Old  :       567:       180        173        218        173        158        465        448:
Other:       309:        61         89         92         81        123        201        250:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       14.0       25.4       21.6       15.0       11.8       20.0       17.2
Old  :                 14.1       16.0       22.0       23.6       13.1       13.6       19.5       19.4
Other:                 44.1       22.0       54.6       35.9       41.7       21.6       51.2       34.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   459,602:   113,795     45,780    127,067    177,898    258,748    418,760    431,595:    40,842     28,007
Old  :   394,236:   116,707     47,712     92,574    151,569    230,310    360,849    370,597:    33,387     23,640
Other:    65,365:    12,001     12,981     19,580     26,330     28,438     57,911     60,998:     7,455      4,367
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     8,992:     6,132      4,587     -5,670      6,434      8,595      6,895      7,512:     2,096      1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.0       27.6       38.7       56.3       91.1       93.9:       8.9        6.1
Old  :     100.0:      29.6       12.1       23.5       38.4       58.4       91.5       94.0:       8.5        6.0
Other:     100.0:      18.4       19.9       30.0       40.3       43.5       88.6       93.3:      11.4        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       102         58        111         86         91        253        222:
Old  :       305:       114         55        108         84         90        249        218:
Other:       116:        21         30         33         51         24         96         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.7       31.7       13.6       37.1        7.2       27.8       12.2       31.5
Old  :                  8.4       33.1       14.7       39.0        8.0       29.9       13.4       34.1
Other:                 22.5       34.9       37.5       52.7       18.2       27.7       25.3       39.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   691,227:    89,947     74,272     73,811    364,805    386,148    528,563    534,232:   162,664    156,996
Old  :   691,227:    89,947     74,272     73,811    364,805    386,148    528,563    534,232:   162,664    156,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    50,662:     9,261     -1,005     24,985     14,138     20,245     48,384     44,224:     2,278      6,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       10.7       10.7       52.8       55.9       76.5       77.3:      23.5       22.7
Old  :     100.0:      13.0       10.7       10.7       52.8       55.9       76.5       77.3:      23.5       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        27         36         36         71         74        117        127:
Old  :       149:        27         36         36         71         74        117        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       18.0       27.0       27.2       14.8       11.3       20.6       15.9
Old  :                 19.8       18.0       27.0       27.2       14.8       11.3       20.6       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   629,412:    59,978    146,587      4,287    432,531    401,892    496,796    552,765:   132,616     76,647
Old  :   629,412:    59,978    146,587      4,287    432,531    401,892    496,796    552,765:   132,616     76,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     1,307:      -155     -2,003        -97     -8,160      8,211     -8,411      6,111:     9,719     -4,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       23.3        0.7       68.7       63.9       78.9       87.8:      21.1       12.2
Old  :     100.0:       9.5       23.3        0.7       68.7       63.9       78.9       87.8:      21.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        12         19         10         59         52         78         74:
Old  :       108:        12         19         10         59         52         78         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       48.1       38.2       57.7       22.3       48.1       32.7       56.9
Old  :                 23.8       48.1       38.2       57.7       22.3       48.1       32.7       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,218:       882        411        687      2,372      2,851      3,941      3,949:       277        269
Old  :     4,218:       882        411        687      2,372      2,851      3,941      3,949:       277        269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       217:        74         98         15        111        191        200        304:        17        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        9.7       16.3       56.2       67.6       93.4       93.6:       6.6        6.4
Old  :     100.0:      20.9        9.7       16.3       56.2       67.6       93.4       93.6:       6.6        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          6          4         11         13         19         22:
Old  :        29:         7          6          4         11         13         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       58.4       77.9       75.2       50.0       48.4       63.1       59.7
Old  :                 55.3       58.4       77.9       75.2       50.0       48.4       63.1       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   470,699:    64,052    104,817    114,177    233,436    207,378    411,665    426,372:    59,034     44,327
Old  :   402,144:    65,244     99,256     91,593    195,228    173,888    352,066    364,736:    50,078     37,408
Other:    68,555:     6,369     13,123     15,022     38,208     33,491     59,599     61,635:     8,956      6,920
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -5,189:    -5,738     -9,496         73     -2,334      2,919     -7,999     -6,504:     2,810      1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.3       24.3       49.6       44.1       87.5       90.6:      12.5        9.4
Old  :     100.0:      16.2       24.7       22.8       48.5       43.2       87.5       90.7:      12.5        9.3
Other:     100.0:       9.3       19.1       21.9       55.7       48.9       86.9       89.9:      13.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        73        101        109        102         86        246        243:
Old  :       305:        78        100        106        101         79        243        232:
Other:       134:        29         30         35         64         34        110         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       25.9       20.4       32.3        9.8       19.9       15.4       24.3
Old  :                 11.8       25.8       19.1       31.6       10.9       21.5       16.6       26.7
Other:                 22.3       34.5       34.4       51.9       19.8       30.9       28.4       41.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,172:     1,274      4,323      2,222      8,278      5,816     11,774     12,361:     2,398      1,811
Old  :    14,007:     1,349      4,427      2,043      8,252      5,763     11,644     12,233:     2,363      1,774
Other:       165:       104         75          0         25         53        129        128:        36         37
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       -92:        21        -88       -110        -59         59       -148       -140:        56         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       30.5       15.7       58.4       41.0       83.1       87.2:      16.9       12.8
Old  :     100.0:       9.6       31.6       14.6       58.9       41.1       83.1       87.3:      16.9       12.7
Other:     100.0:      63.0       45.5        0.1       15.4       32.0       78.4       77.5:      21.6       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        18         23         21         25         14         56         53:
Old  :        77:        18         23         20         25         14         56         52:
Other:        14:         1          5          1          3          5          5         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       36.8       47.0       48.4       36.9       33.3       42.5       43.5
Old  :                 39.2       37.2       47.4       49.0       37.4       33.7       43.2       44.0
Other:                 78.3       50.4       78.4       75.8       78.3       50.4       78.3       75.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,145,378:   159,596    219,553     47,825    819,580    728,661  1,027,001    996,039:   118,377    149,338
Old  : 1,145,378:   159,596    219,553     47,825    819,580    728,661  1,027,001    996,039:   118,377    149,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    58,558:    31,441    -25,809      7,519     14,241     80,631     53,200     62,341:     5,358     -3,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       19.2        4.2       71.6       63.6       89.7       87.0:      10.3       13.0
Old  :     100.0:      13.9       19.2        4.2       71.6       63.6       89.7       87.0:      10.3       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        43         64         40        103        115        170        195:
Old  :       261:        43         64         40        103        115        170        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       18.0       36.0       27.7       24.7       16.8       33.7       26.4
Old  :                 25.1       18.0       36.0       27.7       24.7       16.8       33.7       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,513,687:   477,131    430,998    340,084  2,295,344  2,266,918  3,112,559  3,038,000:   401,128    475,687
Old  : 3,513,687:   477,131    430,998    340,084  2,295,344  2,266,918  3,112,559  3,038,000:   401,128    475,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :   236,903:   -13,021     10,764     81,064    140,873    124,391    208,916    216,219:    27,987     20,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       12.3        9.7       65.3       64.5       88.6       86.5:      11.4       13.5
Old  :     100.0:      13.6       12.3        9.7       65.3       64.5       88.6       86.5:      11.4       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        84         83        101        163        177        302        306:
Old  :       371:        84         83        101        163        177        302        306:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       17.1       36.9       25.1       25.3       14.3       31.8       18.6
Old  :                 27.5       17.1       36.9       25.1       25.3       14.3       31.8       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,010,040:   262,095    546,760    192,674  2,249,512  1,899,657  2,704,281  2,639,092:   305,759    370,948
Old  : 3,010,040:   262,095    546,760    192,674  2,249,512  1,899,657  2,704,281  2,639,092:   305,759    370,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :   123,022:     2,208     57,345     26,936     94,155     34,765    123,299    119,047:      -277      3,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       18.2        6.4       74.7       63.1       89.8       87.7:      10.2       12.3
Old  :     100.0:       8.7       18.2        6.4       74.7       63.1       89.8       87.7:      10.2       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        47         77         65        114        140        202        241:
Old  :       293:        47         77         65        114        140        202        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       15.4       46.7       26.2       30.2       14.8       38.7       24.6
Old  :                 35.9       15.4       46.7       26.2       30.2       14.8       38.7       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   768,816:    36,843     99,752    160,626    547,527    467,453    744,996    727,831:    23,820     40,985
Old  :   768,816:    36,843     99,752    160,626    547,527    467,453    744,996    727,831:    23,820     40,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :   -90,919:   -29,496     33,822     -7,733    -55,115   -115,375    -92,343    -89,285:     1,424     -1,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       13.0       20.9       71.2       60.8       96.9       94.7:       3.1        5.3
Old  :     100.0:       4.8       13.0       20.9       71.2       60.8       96.9       94.7:       3.1        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        15         33         34         45         52         84        100:
Old  :       107:        15         33         34         45         52         84        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       26.2       57.1       36.6       35.1       13.6       38.5       21.5
Old  :                 46.6       26.2       57.1       36.6       35.1       13.6       38.5       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    32,619:     7,654      7,548      1,546     18,344     16,432     27,544     25,526:     5,075      7,093
Old  :    32,619:     7,654      7,548      1,546     18,344     16,432     27,544     25,526:     5,075      7,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :      -293:      -497         -4        435        219     -1,248        157       -817:      -450        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       23.1        4.7       56.2       50.4       84.4       78.3:      15.6       21.7
Old  :     100.0:      23.5       23.1        4.7       56.2       50.4       84.4       78.3:      15.6       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        18         17          5         36         24         55         45:
Old  :        83:        18         17          5         36         24         55         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       26.8       38.5       41.1       23.0       26.8       35.2       41.0
Old  :                 23.0       26.8       38.5       41.1       23.0       26.8       35.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    65,238:    15,309     15,095      3,092     36,687     32,865     55,088     51,052:    10,150     14,186
Old  :    65,238:    15,309     15,095      3,092     36,687     32,865     55,088     51,052:    10,150     14,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :      -586:      -993         -8        870        438     -2,497        314     -1,635:      -900      1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       23.1        4.7       56.2       50.4       84.4       78.3:      15.6       21.7
Old  :     100.0:      23.5       23.1        4.7       56.2       50.4       84.4       78.3:      15.6       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        18         17          5         36         24         55         45:
Old  :        83:        18         17          5         36         24         55         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       26.8       38.5       41.1       23.0       26.8       35.2       41.0
Old  :                 23.0       26.8       38.5       41.1       23.0       26.8       35.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,722:    13,754     14,506      1,447      1,137        680     16,338     16,633:       384         89
Old  :    16,722:    13,754     14,506      1,447      1,137        680     16,338     16,633:       384         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       335:       477        489       -155          0          0        322        334:        13          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3       86.7        8.7        6.8        4.1       97.7       99.5:       2.3        0.5
Old  :     100.0:      82.3       86.7        8.7        6.8        4.1       97.7       99.5:       2.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        17         15          4          1          1         20         18:
Old  :        33:        17         15          4          1          1         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.6       57.7       91.0       85.9       74.5       56.2       80.1       78.7
Old  :                 77.6       57.7       91.0       85.9       74.5       56.2       80.1       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,660:    21,827     13,321        259      7,458     15,953     29,544     29,533:       116        127
Old  :    29,660:    21,827     13,321        259      7,458     15,953     29,544     29,533:       116        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -1,526:    -1,415       -442          0       -137     -1,126     -1,552     -1,568:        26         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6       44.9        0.9       25.1       53.8       99.6       99.6:       0.4        0.4
Old  :     100.0:      73.6       44.9        0.9       25.1       53.8       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7         16          1          6         18         14         34:
Old  :        46:         7         16          1          6         18         14         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       49.3       93.1       70.4       81.1       49.3       93.1       70.4
Old  :                 81.1       49.3       93.1       70.4       81.1       49.3       93.1       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    31,894:    29,959     13,304          0      1,855     18,565     31,814     31,869:        80         25
Old  :    31,894:    29,959     13,304          0      1,855     18,565     31,814     31,869:        80         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :      -695:    -1,130         56          0        435       -659       -695       -603:         0        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      93.9       41.7        0.0        5.8       58.2       99.7       99.9:       0.3        0.1
Old  :     100.0:      93.9       41.7        0.0        5.8       58.2       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         17          0          4         12         14         29:
Old  :        42:        10         17          0          4         12         14         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.8       66.1       98.7       82.9       93.8       66.1       98.7       82.9
Old  :                 93.8       66.1       98.7       82.9       93.8       66.1       98.7       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 5, 2016