WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      365,375
COMMITMENTS
  90,680  145,831   70,395  168,246  106,181  329,321  322,407   36,054   42,968

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,230)
  -5,357   12,350   -2,108    5,018  -14,291   -2,447   -4,049      217    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     39.9     19.3     46.0     29.1     90.1     88.2      9.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     118      122      122       91       91      288      279                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      182,171
COMMITMENTS
  62,301   70,983   14,787   86,823   73,314  163,911  159,084   18,260   23,087

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      2,307)
     380    2,209      718    1,125     -114    2,223    2,813       84     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     39.0      8.1     47.7     40.2     90.0     87.3     10.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      55       61       39       71       69      145      154                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,225,245
COMMITMENTS
 392,497  287,290  137,509  585,453  607,113  1115459  1031912  109,786  193,333

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     12,883)
  -3,195   39,815   -7,069   18,322  -18,966    8,058   13,780    4,825     -897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     23.4     11.2     47.8     49.6     91.0     84.2      9.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      710)
     151      167      149      234      305      475      545                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,883
COMMITMENTS
   1,436    2,729      657    4,755    3,488    6,848    6,874    2,035    2,009

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        429)
     133      109      140       88      160      361      409       68       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     30.7      7.4     53.5     39.3     77.1     77.4     22.9     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       11        2       18        9       28       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      654,678
COMMITMENTS
 170,276  135,451  108,989  327,480  333,836  606,745  578,276   47,933   76,402

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,775)
   7,099    2,990   -3,962   -6,750      676   -3,613     -296    1,838   -1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     20.7     16.6     50.0     51.0     92.7     88.3      7.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     151      168      163      149      184      395      446                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      410,396
COMMITMENTS
 115,504  102,935   80,426  181,573  195,093  377,503  378,454   32,893   31,942

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     12,650)
   2,008      544    5,689    1,781    7,226    9,478   13,459    3,172     -809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     25.1     19.6     44.2     47.5     92.0     92.2      8.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      98       82      108       85       64      249      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      509,378
COMMITMENTS
  56,229   64,537   12,013  301,473  302,733  369,715  379,283  139,663  130,095

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -23,198)
    -124    1,533   -6,882  -21,661  -17,553  -28,667  -22,902    5,469     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     12.7      2.4     59.2     59.4     72.6     74.5     27.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      28       24       14       66       66       99       99                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      615,308
COMMITMENTS
  53,346  104,334   34,020  410,153  374,606  497,519  512,960  117,789  102,348

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -5,335)
  -1,623    6,365   -5,604    1,520   -5,003   -5,707   -4,242      372   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     17.0      5.5     66.7     60.9     80.9     83.4     19.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       15       14       49       50       70       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,801
COMMITMENTS
   1,373       62      665    2,429    3,777    4,467    4,504      334      297

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -197)
    -133        1      -10      -31      -95     -174     -104      -23      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      1.3     13.9     50.6     78.7     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        1        6       13       14       28       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      378,205
COMMITMENTS
 117,106   46,999   46,805  163,329  252,032  327,240  345,836   50,965   32,369

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      8,681)
   1,029    3,461    3,372    3,222    4,554    7,623   11,387    1,058   -2,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     12.4     12.4     43.2     66.6     86.5     91.4     13.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      90       61       83       94       85      232      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,872
COMMITMENTS
   1,553    3,529      863    5,084    4,392    7,500    8,784    2,372    1,088

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        -73)
     207      387     -159      -54      -76       -6      152      -67     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     35.7      8.7     51.5     44.5     76.0     89.0     24.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       22       15       16       10       46       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,148,962
COMMITMENTS
 319,547  261,490   27,372  681,869  721,763  1028788  1010625  120,174  138,337

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -70,760)
 -33,134   19,217    6,729  -37,322  -92,139  -63,727  -66,193   -7,033   -4,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     22.8      2.4     59.3     62.8     89.5     88.0     10.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      46       64       30       87      131      150      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,776,552
COMMITMENTS
 407,820  431,746   80,570  1949138  1821071  2437528  2333387  339,024  443,165

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -27,878)
  -4,336   16,795   -2,693  -20,591  -43,471  -27,620  -29,369     -258    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     15.5      2.9     70.2     65.6     87.8     84.0     12.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      75       71       52      152      170      261      259                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,323,275
COMMITMENTS
 391,645  528,181   63,000  1568680  1377478  2023325  1968659  299,950  354,616

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -50,548)
  10,478  -58,053  -36,523  -51,607   37,551  -77,652  -57,025   27,104    6,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.7      2.7     67.5     59.3     87.1     84.7     12.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      43       72       33      101      135      165      219                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      834,541
COMMITMENTS
  60,711  126,196  137,063  610,141  514,058  807,915  777,317   26,626   57,224

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     14,019)
  17,588    6,955     -469   -6,582    2,280   10,537    8,766    3,482    5,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     15.1     16.4     73.1     61.6     96.8     93.1      3.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      14       34       33       57       70       94      119                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,620
COMMITMENTS
  10,137   11,183    1,895   26,350   22,277   38,381   35,354    5,239    8,266

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,276)
   1,732   -3,014    1,156   -1,653    3,035    1,235    1,177       42       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     25.6      4.3     60.4     51.1     88.0     81.0     12.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       20        6       34       26       61       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,240
COMMITMENTS
  20,273   22,365    3,789   52,700   44,554   76,762   70,708   10,478   16,532

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      2,552)
   3,463   -6,027    2,312   -3,306    6,069    2,469    2,354       83      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     25.6      4.3     60.4     51.1     88.0     81.0     12.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       20        6       34       26       61       49                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,266
COMMITMENTS
  18,365   20,070      467    2,074      678   20,906   21,215      360       51

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        425)
     387      413       12       54        0      453      425      -28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.4     94.4      2.2      9.8      3.2     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      23       14        2        2        1       26       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       61,123
COMMITMENTS
  42,173   29,705      807   17,295   30,549   60,275   61,061      848       62

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      6,322)
     772     -784      -34    5,622    7,135    6,360    6,317      -38        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     48.6      1.3     28.3     50.0     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8       19        4        6       19       16       40                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       36,968
COMMITMENTS
  24,383   14,001    2,705    9,623   20,195   36,711   36,901      257       67

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,496)
     906      157    1,270     -742       70    1,434    1,497       62       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     37.9      7.3     26.0     54.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       14        3        5       11       13       27                  



Updated September 11, 2015