WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      591,604
COMMITMENTS
 108,763  150,351  216,172  224,529  178,046  549,465  544,570   42,139   47,034

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -1,784)
  -2,379   11,123   -4,194    4,289   -8,847   -2,284   -1,917      500      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     25.4     36.5     38.0     30.1     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     127      136      172      112      109      350      324                  
 
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                  Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,685
COMMITMENTS
   3,901    4,431    1,180    1,331    1,007    6,412    6,618      273       67

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:        168)
     498      270     -109     -222       71      167      232        1      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     66.3     17.6     19.9     15.1     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        8        9        2        5       17       16                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      184,872
COMMITMENTS
  44,654   54,410   42,112   78,657   62,654  165,423  159,176   19,449   25,696

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:      4,677)
   3,561    3,945      404    1,712    1,410    5,677    5,760   -1,001   -1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     29.4     22.8     42.5     33.9     89.5     86.1     10.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      47       55       62       69       60      147      155                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,015,048
COMMITMENTS
 386,508  463,947  589,128  866,155  692,934  1841791  1746009  173,256  269,038

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     32,785)
  -2,954   35,905   19,126   13,211  -19,038   29,383   35,993    3,402   -3,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     23.0     29.2     43.0     34.4     91.4     86.6      8.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      783)
     206      201      244      296      292      625      637                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,007
COMMITMENTS
   1,103      962      993    5,972    6,171    8,068    8,125    1,939    1,881

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:       -145)
     -68      -56       -5     -303     -261     -375     -322      231      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      9.6      9.9     59.7     61.7     80.6     81.2     19.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       10        6       20       13       29       26                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      993,940
COMMITMENTS
 197,539  199,845  319,302  421,604  349,011  938,444  868,158   55,496  125,782

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:      1,967)
  12,366   -6,212    7,789  -15,534    6,692    4,621    8,268   -2,654   -6,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     20.1     32.1     42.4     35.1     94.4     87.3      5.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     185      234      267      176      200      520      557                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        2,521
COMMITMENTS
     583      313      635      751      989    1,969    1,937      552      584

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     12.4     25.2     29.8     39.2     78.1     76.8     21.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        7        6        8       14       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      453,141
COMMITMENTS
 135,285   63,939  104,078  173,578  258,517  412,941  426,533   40,200   26,608

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:    -10,027)
 -15,671   19,095     -518   11,747  -23,377   -4,442   -4,800   -5,584   -5,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     14.1     23.0     38.3     57.1     91.1     94.1      8.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     109       79      129       85       86      272      252                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      610,906
COMMITMENTS
  69,997   51,106   74,136  326,623  321,171  470,756  446,412  140,149  164,493

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -2,962)
     901    9,788     -854   -9,637   -6,077   -9,590    2,857    6,628   -5,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      8.4     12.1     53.5     52.6     77.1     73.1     22.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      30       32       44       70       82      122      136                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      610,860
COMMITMENTS
  55,469   81,512    7,663  430,776  422,263  493,908  511,438  116,952   99,422

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -6,167)
    -265   -6,614      348   -8,489   -3,443   -8,406   -9,709    2,239    3,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     13.3      1.3     70.5     69.1     80.9     83.7     19.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       15       10       50       52       67       72                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,146
COMMITMENTS
   2,930      448    1,340    2,567    5,053    6,837    6,841      309      305

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:       -294)
    -141     -268       83     -236     -186     -294     -371        0       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0      6.3     18.8     35.9     70.7     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        5        7       13       15       33       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      471,308
COMMITMENTS
 114,919   82,004  104,244  199,279  249,718  418,442  435,966   52,866   35,342

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:      4,224)
   9,076   -5,678      534   -5,818   11,317    3,791    6,173      433   -1,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     17.4     22.1     42.3     53.0     88.8     92.5     11.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      84       83       99       88       98      239      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,841
COMMITMENTS
   1,061    5,429    2,186    6,085    2,097    9,332    9,712    2,510    2,130

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:       -912)
      99       48     -777      -31       39     -710     -690     -202     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     45.8     18.5     51.4     17.7     78.8     82.0     21.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       30       20       20       10       52       50                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,275,808
COMMITMENTS
 402,560  264,373   72,641  693,433  790,175  1168634  1127188  107,174  148,619

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     82,528)
  46,899  -14,707   22,403   16,389   73,577   85,692   81,274   -3,164    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     20.7      5.7     54.4     61.9     91.6     88.4      8.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      54       59       38       93      122      168      198                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,385,626
COMMITMENTS
 371,780  448,545  437,370  2272874  2041136  3082023  2927051  303,602  458,575

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:   -172,947)
 -17,147   22,085  -16,885 -149,926 -150,725 -183,958 -145,525   11,011  -27,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     13.2     12.9     67.1     60.3     91.0     86.5      9.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      59      113       99      175      191      305      332                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,295,407
COMMITMENTS
 327,063  366,838  188,587  1542664  1359154  2058314  1914579  237,093  380,829

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     15,061)
  27,763   -4,901    8,149  -20,373   12,322   15,539   15,570     -478     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     16.0      8.2     67.2     59.2     89.7     83.4     10.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      48       62       53      114      145      189      233                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      889,041
COMMITMENTS
  28,308  173,640  174,439  663,167  482,236  865,914  830,315   23,127   58,726

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     51,163)
   8,820    1,025   -2,833   44,337   49,966   50,324   48,157      839    3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     19.5     19.6     74.6     54.2     97.4     93.4      2.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      11       51       36       50       68       88      131                  
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,520
COMMITMENTS
  12,868    6,767    1,825   33,878   41,630   48,571   50,222    7,949    6,299

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -2,727)
   1,157   -4,942      805   -4,034      575   -2,073   -3,562     -654      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     12.0      3.2     59.9     73.7     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       16        9       34       30       69       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      113,041
COMMITMENTS
  25,735   13,533    3,650   67,756   83,260   97,142  100,444   15,899   12,597

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -5,454)
   2,313   -9,883    1,609   -8,068    1,151   -4,146   -7,123   -1,308    1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     12.0      3.2     59.9     73.7     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       16        9       34       30       69       53                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,721
COMMITMENTS
  15,400   17,022    1,989    2,178      678   19,567   19,689      154       32

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:      3,505)
   2,281    2,510      993      163        0    3,437    3,503       68        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.1     86.3     10.1     11.0      3.4     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16       13        3        2        1       20       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       42,774
COMMITMENTS
  34,991   21,731       21    7,713   20,936   42,725   42,688       49       86

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:    -12,950)
  -7,270     -312   -3,313   -2,306   -9,354  -12,889  -12,979      -61       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.8     50.8      0.0     18.0     48.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       17        1        4       16       12       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,679
COMMITMENTS
  26,833   10,766       32    2,760   18,776   29,625   29,574       54      105

CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST:     -7,145)
  -3,101   -1,092     -549   -3,480   -5,525   -7,130   -7,166      -15       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.4     36.3      0.1      9.3     63.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       11        2        2       10       14       23                  



Updated June 19, 2015