WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,308
COMMITMENTS
 134,738  121,445   77,579  153,528  167,815  365,845  366,839   43,463   42,469

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      2,131)
  -1,587      847    5,685   -1,802   -3,577    2,296    2,955     -165     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     29.7     19.0     37.5     41.0     89.4     89.6     10.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     132      120      126       89      113      287      305                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      199,141
COMMITMENTS
  58,413   49,491   29,540   91,544   91,955  179,497  170,986   19,644   28,155

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      7,078)
   2,128    6,556    1,864    2,407   -2,191    6,399    6,229      679      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     24.9     14.8     46.0     46.2     90.1     85.9      9.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      45       55       53       64       73      143      159                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,386,008
COMMITMENTS
 484,416  160,922  204,654  581,722  789,311  1270792  1154887  115,216  231,121

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     36,961)
  38,625  -26,639    6,557   -6,648   48,715   38,534   28,633   -1,573    8,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     11.6     14.8     42.0     56.9     91.7     83.3      8.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     202      142      167      211      325      504      569                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,240
COMMITMENTS
   1,018    2,194      181    5,299    3,948    6,498    6,323    1,742    1,917

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        495)
     -11      311      100      391     -101      480      310       15      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     26.6      2.2     64.3     47.9     78.9     76.7     21.1     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        4       17       10       26       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      679,722
COMMITMENTS
 201,175   87,254  104,887  320,939  405,343  627,001  597,484   52,721   82,238

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      3,278)
   3,958   -2,917    2,421   -4,415    3,275    1,964    2,779    1,314      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     12.8     15.4     47.2     59.6     92.2     87.9      7.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
     174      145      160      159      208      425      437                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,177
COMMITMENTS
  13,441      289       39        0    4,564   13,480    4,892    4,697   13,285

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:         89)
     217        7       -4        0       -1      213        2     -124       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9      1.6      0.2      0.0     25.1     74.2     26.9     25.8     73.1

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 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      375,448
COMMITMENTS
 116,713   65,227   68,083  157,606  216,610  342,402  349,920   33,046   25,528

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -615)
  -1,203   11,429     -789      142   -9,181   -1,850    1,459    1,235   -2,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     17.4     18.1     42.0     57.7     91.2     93.2      8.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      99       64       97       80       66      235      195                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      508,180
COMMITMENTS
  62,755   68,026    7,662  314,244  290,207  384,661  365,895  123,519  142,285

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     23,332)
   8,543    8,871      397   16,169   15,680   25,109   24,948   -1,777   -1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     13.4      1.5     61.8     57.1     75.7     72.0     24.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      27       33       20       60       72       98      114                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,965
COMMITMENTS
  52,166   97,829    9,020  438,902  409,419  500,088  516,268  107,877   91,697

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      2,648)
     298    2,000      362    2,598    4,848    3,258    7,210     -610   -4,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     16.1      1.5     72.2     67.3     82.3     84.9     17.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       16       11       51       55       69       77                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,107
COMMITMENTS
   2,538      268      893    2,273    4,737    5,704    5,898      403      209

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -764)
    -641       76       35     -116     -854     -722     -743      -42      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      4.4     14.6     37.2     77.6     93.4     96.6      6.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        4        6       11       17       32       25                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      412,469
COMMITMENTS
 149,312   44,829   55,254  158,016  284,421  362,582  384,504   49,887   27,965

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      9,843)
   7,634   -5,977    2,718      157   12,193   10,509    8,934     -666      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     10.9     13.4     38.3     69.0     87.9     93.2     12.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     111       57       85       84       88      251      193                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,726
COMMITMENTS
   1,385    4,573      444    4,816    2,485    6,645    7,502    2,081    1,224

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -330)
     -19     -292       19     -293      -86     -293     -359      -37       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     52.4      5.1     55.2     28.5     76.2     86.0     23.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       24        7       15        6       35       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,298,790
COMMITMENTS
 439,923  323,600   26,447  721,365  802,838  1187735  1152885  111,055  145,905

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     16,964)
   7,299    5,420       99   22,174   16,144   29,572   21,663  -12,608   -4,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     24.9      2.0     55.5     61.8     91.4     88.8      8.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      49       68       27       99      134      162      215                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,732,943
COMMITMENTS
 459,575  432,175   65,102  1930041  1800601  2454718  2297878  278,225  435,065

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     36,188)
  32,025     -974    9,845   11,446   27,806   53,316   36,677  -17,128     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     15.8      2.4     70.6     65.9     89.8     84.1     10.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      67      104       56      149      165      253      288                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,228,777
COMMITMENTS
 400,271  527,723   71,459  1507274  1276489  1979004  1875671  249,773  353,106

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     88,880)
  25,003   61,902    3,329   88,990   17,585  117,322   82,816  -28,442    6,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     23.7      3.2     67.6     57.3     88.8     84.2     11.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      43       68       32      106      131      170      210                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      888,107
COMMITMENTS
  40,427  190,161  141,481  685,439  500,643  867,347  832,285   20,760   55,822

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     -1,115)
   6,734   -7,466   -7,245     -365   14,421     -876     -290     -239     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     21.4     15.9     77.2     56.4     97.7     93.7      2.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      19       45       30       53       65       88      127                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,433
COMMITMENTS
  10,570    9,301      310   29,854   31,537   40,734   41,147    6,699    6,286

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:        -79)
  -3,043      208      -69    2,103      465   -1,009      604      930     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     19.6      0.7     62.9     66.5     85.9     86.7     14.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       17        6       30       22       57       42                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,865
COMMITMENTS
  21,140   18,601      620   59,707   63,073   81,467   82,294   13,398   12,571

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -157)
  -6,086      415     -137    4,206      929   -2,017    1,207    1,860   -1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     19.6      0.7     62.9     66.5     85.9     86.7     14.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       17        6       30       22       57       42                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,180
COMMITMENTS
  17,381   19,059      420    1,961      678   19,762   20,157      418       23

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:       -367)
     -73     -293      -79     -400        0     -552     -372      185        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.1     94.4      2.1      9.7      3.4     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      19       12        2        2        1       21       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,354
COMMITMENTS
  39,281   25,526       21   10,982   24,663   50,284   50,210       70      144

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:      1,911)
     526    2,034        0    1,403     -182    1,929    1,852      -18       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     50.7      0.0     21.8     49.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       20        1        5       15       10       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,299
COMMITMENTS
  27,353   13,333      936    5,913   19,960   34,202   34,229       97       70

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:         16)
    -763    1,255       97      635   -1,305      -31       47       47      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.7     38.9      2.7     17.2     58.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       15        2        3       11       12       28                  



Updated July 24, 2015