WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      491,615
COMMITMENTS
  85,789  193,685  146,614  217,198  106,115  449,601  446,414   42,014   45,201

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     54,715)
   2,822   21,088   27,285   22,588    1,605   52,695   49,978    2,020    4,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     39.4     29.8     44.2     21.6     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     143      143      150      122      109      346      334                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      214,167
COMMITMENTS
  48,410   78,969   34,691  110,368   73,945  193,470  187,606   20,697   26,561

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     15,032)
     807    6,560    3,292    9,899    3,449   13,998   13,301    1,034    1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     36.9     16.2     51.5     34.5     90.3     87.6      9.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      53       67       50       85       69      167      168                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,664,511
COMMITMENTS
 317,472  399,847  395,988  760,416  646,750  1473876  1442584  190,635  221,926

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     68,757)
   6,130   37,593   27,749   22,372   -5,814   56,252   59,528   12,506    9,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     24.0     23.8     45.7     38.9     88.5     86.7     11.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     151      203      202      314      324      585      626                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,002
COMMITMENTS
   2,259    1,985    2,191    4,115    5,124    8,565    9,300    2,436    1,702

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        291)
    -189      368      239      115     -543      166       65      126      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     18.0     19.9     37.4     46.6     77.9     84.5     22.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       12        8       14       13       28       32                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      823,470
COMMITMENTS
 115,670  197,774  221,637  423,837  325,032  761,144  744,443   62,326   79,027

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     24,022)
   5,494   26,928   13,094    7,323  -19,481   25,911   20,540   -1,889    3,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     24.0     26.9     51.5     39.5     92.4     90.4      7.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     145      199      227      173      172      454      493                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      424,762
COMMITMENTS
 115,100   45,897  108,315  166,884  242,896  390,299  397,108   34,463   27,654

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -965)
  -7,185    6,320    5,917    4,589  -14,257    3,321   -2,020   -4,286    1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     10.8     25.5     39.3     57.2     91.9     93.5      8.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      98       73      108       85       80      247      220                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      584,449
COMMITMENTS
  74,519   72,260   44,010  325,062  338,875  443,591  455,144  140,857  129,304

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        874)
  -6,764   -1,690   -1,081    5,800   10,963   -2,045    8,192    2,919   -7,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     12.4      7.5     55.6     58.0     75.9     77.9     24.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      30       33       35       65       67      112      118                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,522
COMMITMENTS
  53,393  151,161    5,067  436,263  375,723  494,723  531,951  119,800   82,572

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:         34)
  -2,975      713   -1,569     -860      677   -5,404     -179    5,438      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     24.6      0.8     71.0     61.1     80.5     86.6     19.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      11       14        8       56       52       71       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,045
COMMITMENTS
   1,139      604      461    2,239    2,713    3,839    3,778      206      267

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:          7)
      -1      174      -34        0     -164      -35      -24       42       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     14.9     11.4     55.4     67.1     94.9     93.4      5.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        7        4        9       11       20       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      465,827
COMMITMENTS
  75,203  126,181  101,118  236,522  197,323  412,843  424,622   52,985   41,205

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      9,139)
   1,323    9,672    6,360    3,009   -6,888   10,692    9,144   -1,553       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     27.1     21.7     50.8     42.4     88.6     91.2     11.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      67      102      101      104       85      239      242                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,321
COMMITMENTS
   1,372    3,983    2,450    8,013    6,121   11,835   12,554    2,487    1,768

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -826)
      20       33     -475     -177     -143     -632     -585     -194     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     27.8     17.1     56.0     42.7     82.6     87.7     17.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       26       24       23       12       58       48                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,048,763
COMMITMENTS
 203,367  310,085   28,061  710,286  566,156  941,714  904,302  107,049  144,461

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     16,628)
  12,738   14,358   -1,205   -2,121    4,326    9,412   17,479    7,216     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     29.6      2.7     67.7     54.0     89.8     86.2     10.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      42       63       31       97      110      154      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,830,007
COMMITMENTS
 453,900  433,241  207,430  1869540  1738897  2530870  2379568  299,137  450,440

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     51,521)
  12,539   15,886   -2,339   41,704   40,165   51,905   53,712     -384   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     15.3      7.3     66.1     61.4     89.4     84.1     10.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      75       82       81      153      165      271      285                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,478,981
COMMITMENTS
 196,214  465,426  123,039  1894670  1533705  2213923  2122170  265,058  356,812

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     21,384)
 -37,726   48,641    9,435   44,435  -36,543   16,144   21,533    5,239     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     18.8      5.0     76.4     61.9     89.3     85.6     10.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      38       69       56      107      133      179      224                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      728,793
COMMITMENTS
  54,472   75,486  132,136  521,284  475,729  707,892  683,351   20,902   45,442

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -61,254)
  -6,629   -5,843   -5,197  -50,201  -55,122  -62,028  -66,163      773    4,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     10.4     18.1     71.5     65.3     97.1     93.8      2.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       26       28       38       55       66       98                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,517
COMMITMENTS
  14,254    9,049    1,398   17,802   23,151   33,453   33,597    6,064    5,920

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -3,229)
  -2,419    2,943      299     -743   -6,440   -2,863   -3,199     -366      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     22.9      3.5     45.0     58.6     84.7     85.0     15.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       17        7       35       22       67       43                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,035
COMMITMENTS
  28,507   18,097    2,795   35,605   46,302   66,907   67,194   12,128   11,841

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -6,457)
  -4,838    5,886      597   -1,485  -12,880   -5,726   -6,397     -732      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     22.9      3.5     45.0     58.6     84.7     85.0     15.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       17        7       35       22       67       43                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       14,220
COMMITMENTS
  10,202   11,393    2,092    1,749      680   14,043   14,165      177       55

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     -5,403)
  -5,666   -5,395        0      374        0   -5,292   -5,395     -111       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.7     80.1     14.7     12.3      4.8     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      15       12        3        1        1       17       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,309
COMMITMENTS
  23,028   14,620      287    6,875   15,324   30,190   30,231      119       78

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        894)
     991      631      -40      -89      302      862      893       32        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.0     48.2      0.9     22.7     50.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       13        1        5       16       14       29                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,556
COMMITMENTS
  27,073   14,444       11    6,381   19,047   33,465   33,502       91       54

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      1,713)
  -1,384    1,823      -48    3,124      -51    1,692    1,724       21      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.7     43.0      0.0     19.0     56.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3       20        1        4       11        8       31                  



Updated January 8, 2016