WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      407,177
COMMITMENTS
 136,325  120,598   71,894  155,330  171,392  363,549  363,884   43,628   43,293

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     13,333)
   2,602    6,553    2,173    3,820    5,289    8,595   14,015    4,738     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     29.6     17.7     38.1     42.1     89.3     89.4     10.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     123      121      127       87      121      286      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      192,063
COMMITMENTS
  56,285   42,935   27,676   89,137   94,146  173,098  164,757   18,965   27,306

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      6,149)
     643   -3,507    1,690    2,530    7,041    4,863    5,224    1,286      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     22.4     14.4     46.4     49.0     90.1     85.8      9.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      49       55       48       64       73      143      155                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,349,047
COMMITMENTS
 445,791  187,561  198,097  588,370  740,596  1232258  1126254  116,789  222,793

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     25,953)
  13,426  -36,104    6,598      532   59,776   20,556   30,270    5,397   -4,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     13.9     14.7     43.6     54.9     91.3     83.5      8.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      744)
     193      139      157      207      327      484      563                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,745
COMMITMENTS
   1,029    1,883       81    4,908    4,049    6,018    6,013    1,727    1,732

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        302)
     -33      252       37      188     -100      192      189      110      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     24.3      1.0     63.4     52.3     77.7     77.6     22.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       10        2       17       10       25       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      676,444
COMMITMENTS
 197,217   90,171  102,466  325,354  402,068  625,037  594,705   51,407   81,739

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     11,040)
   4,081   -4,372    1,182    3,569   18,696    8,832   15,506    2,208   -4,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     13.3     15.1     48.1     59.4     92.4     87.9      7.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     171      134      155      156      206      412      430                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,088
COMMITMENTS
  13,224      282       43        0    4,565   13,267    4,890    4,821   13,198

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1      1.6      0.2      0.0     25.2     73.3     27.0     26.7     73.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        2        0       14        5       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      376,063
COMMITMENTS
 117,916   53,798   68,872  157,464  225,791  344,252  348,461   31,811   27,602

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     10,701)
  -1,261  -11,798   11,553      108   12,014   10,400   11,769      301   -1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     14.3     18.3     41.9     60.0     91.5     92.7      8.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     101       60      104       80       62      240      196                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      484,848
COMMITMENTS
  54,212   59,155    7,265  298,075  274,527  359,552  340,947  125,296  143,901

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:    -11,870)
 -10,550    5,250      114   -6,934   -9,297  -17,370   -3,933    5,500   -7,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     12.2      1.5     61.5     56.6     74.2     70.3     25.8     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      24       29       16       61       62       95       97                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,317
COMMITMENTS
  51,868   95,829    8,658  436,304  404,571  496,830  509,058  108,487   96,259

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     10,725)
    -844    4,070       38    7,976    4,173    7,170    8,281    3,555    2,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     15.8      1.4     72.1     66.8     82.1     84.1     17.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13       17       11       50       52       68       75                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,871
COMMITMENTS
   3,179      192      858    2,389    5,591    6,426    6,641      445      230

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:       -446)
    -103       40     -379      -52     -165     -534     -504       88       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      2.8     12.5     34.8     81.4     93.5     96.7      6.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        3        5       13       17       33       25                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      402,626
COMMITMENTS
 141,678   50,806   52,536  157,859  272,228  352,073  375,570   50,553   27,056

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      4,726)
    -203  -12,423    1,599    2,555   15,830    3,951    5,006      775     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     12.6     13.0     39.2     67.6     87.4     93.3     12.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     112       57       89       81       85      246      197                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,056
COMMITMENTS
   1,404    4,865      425    5,109    2,571    6,938    7,861    2,118    1,195

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:       -246)
     172     -518      -29     -282      461     -139      -86     -107     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     53.7      4.7     56.4     28.4     76.6     86.8     23.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       25        9       17        8       39       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,281,826
COMMITMENTS
 432,624  318,180   26,348  699,191  786,694  1158163  1131222  123,663  150,604

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     57,732)
 -16,520   40,407      -70   68,442   11,098   51,852   51,435    5,880    6,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     24.8      2.1     54.5     61.4     90.4     88.3      9.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      51       65       28       98      132      163      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,696,755
COMMITMENTS
 427,550  433,149   55,257  1918595  1772795  2401402  2261201  295,353  435,554

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:    -28,324)
  -7,533  -34,672   -8,801   -2,482      150  -18,816  -43,323   -9,508   14,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     16.1      2.0     71.1     65.7     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      66      102       52      145      164      249      281                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,139,897
COMMITMENTS
 375,268  465,821   68,130  1418284  1258904  1861682  1792855  278,215  347,042

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,348)
  12,229   18,374   -2,057  -18,844  -10,806   -8,672    5,511   10,020   -4,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     21.8      3.2     66.3     58.8     87.0     83.8     13.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      45       63       30      108      130      174      202                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      889,222
COMMITMENTS
  33,693  197,627  148,726  685,804  486,222  868,223  832,575   20,999   56,647

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:     22,669)
   1,469   26,782     -448   21,029   -3,956   22,050   22,378      619      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     22.2     16.7     77.1     54.7     97.6     93.6      2.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      18       47       30       51       65       86      128                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,511
COMMITMENTS
  13,613    9,093      379   27,751   31,072   41,742   40,544    5,769    6,968

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      3,852)
   4,132        6       98      207    2,920    4,436    3,023     -584      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     19.1      0.8     58.4     65.4     87.9     85.3     12.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       14        5       33       23       61       41                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,022
COMMITMENTS
  27,226   18,186      757   55,501   62,144   83,484   81,087   11,538   13,935

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      7,704)
   8,263       12      195      413    5,839    8,871    6,046   -1,167    1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     19.1      0.8     58.4     65.4     87.9     85.3     12.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       14        5       33       23       61       41                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,547
COMMITMENTS
  17,454   19,352      499    2,361      678   20,314   20,529      233       18

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:       -318)
     151       58     -365     -131        0     -345     -307       27      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.9     94.2      2.4     11.5      3.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       14        2        2        1       20       17                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       48,443
COMMITMENTS
  38,755   23,492       21    9,579   24,845   48,355   48,358       88       85

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:      1,328)
     900    1,146        0      460      191    1,360    1,337      -32       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.0     48.5      0.0     19.8     51.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       15        1        4       16       11       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/14/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,283
COMMITMENTS
  28,116   12,078      839    5,278   21,265   34,233   34,182       50      101

CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST:        895)
   1,059      409      110     -239      431      930      950      -35      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.0     35.2      2.4     15.4     62.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       14        3        2       11       13       28                  



Updated July 17, 2015