WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,938
COMMITMENTS
 120,432  131,829   95,600  170,213  152,754  386,245  380,183   36,693   42,755

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      2,958)
    -736      931    4,516    1,820     -446    5,600    5,001   -2,642   -2,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     31.2     22.6     40.2     36.1     91.3     89.9      8.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     127      114      143       87      106      298      303                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      198,333
COMMITMENTS
  61,951   70,418   25,689   89,178   76,337  176,818  172,444   21,515   25,889

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,885)
      97    3,285     -478   -4,194   -6,062   -4,575   -3,255      690     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     35.5     13.0     45.0     38.5     89.2     86.9     10.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      47       66       54       69       69      145      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,390,718
COMMITMENTS
 435,826  238,566  219,554  617,278  726,011  1272658  1184131  118,060  206,587

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     22,682)
     488   44,860    2,493   15,198  -13,450   18,179   33,903    4,503  -11,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     17.2     15.8     44.4     52.2     91.5     85.1      8.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     172      147      166      268      307      540      555                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,618
COMMITMENTS
   1,210    2,684       57    5,365    3,842    6,632    6,583    1,986    2,035

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        590)
      88       88        6      270      352      364      446      226      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     31.1      0.7     62.3     44.6     77.0     76.4     23.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       11        3       17       10       27       24                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      648,712
COMMITMENTS
 182,191   77,808  108,689  311,657  389,364  602,537  575,861   46,175   72,851

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      6,139)
   6,025  -10,555    1,417   -2,582   21,435    4,860   12,297    1,279   -6,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     12.0     16.8     48.0     60.0     92.9     88.8      7.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     150      137      153      144      194      386      416                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       16,103
COMMITMENTS
  11,757      449       16        4    4,440   11,777    4,905    4,326   11,198

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      2.8      0.1      0.0     27.6     73.1     30.5     26.9     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        2       14        6       18                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      379,351
COMMITMENTS
 117,479   92,862   62,982  171,765  190,993  352,226  346,837   27,125   32,514

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        724)
   3,687      935    1,655   -2,873   -1,344    2,469    1,246   -1,745     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     24.5     16.6     45.3     50.3     92.8     91.4      7.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     103       69       95       84       64      236      203                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      531,279
COMMITMENTS
  70,253   58,641   11,436  323,201  310,215  404,890  380,292  126,389  150,987

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      5,111)
   5,515    8,125    2,555      680   -4,071    8,750    6,609   -3,639   -1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     11.0      2.2     60.8     58.4     76.2     71.6     23.8     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      33       24       17       61       74      102      107                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      609,376
COMMITMENTS
  49,071   84,427    9,554  424,830  416,787  483,455  510,768  125,921   98,608

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      4,201)
   1,386  -13,027    2,168   -7,782   17,464   -4,228    6,605    8,429   -2,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     13.9      1.6     69.7     68.4     79.3     83.8     20.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10       14       10       52       51       68       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,524
COMMITMENTS
   1,599      110    1,020    2,513    3,983    5,132    5,113      392      411

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -102)
    -232        8       28      128     -245      -76     -209      -26      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      2.0     18.5     45.5     72.1     92.9     92.6      7.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        1        5       10       15       27       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      391,719
COMMITMENTS
 143,345   48,121   45,690  153,105  270,685  342,140  364,496   49,579   27,223

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     10,664)
  -1,502    3,296    6,928    4,741    4,585   10,167   14,809      497   -4,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     12.3     11.7     39.1     69.1     87.3     93.1     12.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     109       63       84       85       81      246      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,093
COMMITMENTS
   1,313    3,970    1,655    4,621    3,094    7,589    8,719    2,504    1,374

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        675)
     -76     -183      426       36      467      386      710      289      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     39.3     16.4     45.8     30.7     75.2     86.4     24.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14       25       16       15        7       44       41                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,392,222
COMMITMENTS
 475,108  312,234   27,348  777,282  902,525  1279738  1242107  112,484  150,115

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     43,611)
  52,364  -12,249   -1,426   -5,760   53,408   45,178   39,733   -1,567    3,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     22.4      2.0     55.8     64.8     91.9     89.2      8.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      61       69       31       98      141      173      227                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,977,165
COMMITMENTS
 500,158  452,351   71,870  2092381  1981475  2664409  2505696  312,756  471,469

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     53,527)
  19,758    4,449   -3,216   27,420   43,305   43,962   44,538    9,565    8,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     15.2      2.4     70.3     66.6     89.5     84.2     10.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      62      106       53      150      178      253      296                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,362,321
COMMITMENTS
 427,892  509,587   83,770  1564024  1396947  2075686  1990304  286,635  372,017

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     12,552)
  -8,100  -54,176    9,849   -2,099   63,120     -350   18,793   12,902   -6,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     21.6      3.5     66.2     59.1     87.9     84.3     12.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      42       71       33      108      142      172      224                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      877,169
COMMITMENTS
  76,500  166,462  134,823  642,050  523,735  853,373  825,020   23,796   52,149

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     80,234)
  25,010   27,908   -1,267   52,369   48,685   76,112   75,326    4,122    4,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     19.0     15.4     73.2     59.7     97.3     94.1      2.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      19       40       32       54       62       89      120                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,419
COMMITMENTS
  10,418   15,837       59   30,656   25,015   41,133   40,911    6,287    6,509

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -747)
    -404    3,725     -128       52   -4,814     -479   -1,216     -268      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     33.4      0.1     64.6     52.8     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       21        4       34       20       62       42                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,838
COMMITMENTS
  20,835   31,673      118   61,312   50,030   82,265   81,821   12,573   13,017

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,494)
    -807    7,450     -255      104   -9,627     -958   -2,432     -536      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     33.4      0.1     64.6     52.8     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       21        4       34       20       62       42                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,022
COMMITMENTS
  18,138   19,936      369    2,120      678   20,627   20,983      395       39

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        375)
     396      391       -5      -26        0      365      386       10      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.3     94.8      1.8     10.1      3.2     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       13        2        2        1       23       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       53,504
COMMITMENTS
  40,172   30,134       21   13,209   23,275   53,402   53,430      102       74

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      2,262)
     880    1,586        0    1,365      681    2,245    2,267       17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1     56.3      0.0     24.7     43.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       20        1        6       16       11       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       36,141
COMMITMENTS
  25,951   15,690    1,102    8,923   19,268   35,976   36,060      165       81

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        481)
  -1,130      769       65    1,539     -341      474      493        7      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8     43.4      3.0     24.7     53.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5       19        1        4       11        9       31                  



Updated August 14, 2015