WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      573,536
COMMITMENTS
  99,321  146,686  205,017  226,254  175,809  530,592  527,512   42,944   46,024

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -18,068)
  -9,442   -3,665  -11,156    1,725   -2,237  -18,873  -17,058      805   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     25.6     35.7     39.4     30.7     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     131      134      179      116      110      361      324                  
 
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                  Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,740
COMMITMENTS
   3,588    4,209    1,331    1,552    1,075    6,471    6,614      269      125

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:         55)
    -314     -222      151      220       67       58       -3       -4       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.2     62.4     19.8     23.0     15.9     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        8        8        2        5       17       15                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      189,099
COMMITMENTS
  47,383   63,302   37,700   83,849   64,095  168,932  165,097   20,168   24,002

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      4,227)
   2,729    8,891   -4,412    5,192    1,441    3,509    5,921      718   -1,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     33.5     19.9     44.3     33.9     89.3     87.3     10.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      40       65       57       70       66      141      165                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,985,010
COMMITMENTS
 379,930  422,893  580,218  850,833  724,223  1810981  1727333  174,029  257,676

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -30,038)
  -6,578  -41,054   -8,911  -15,322   31,289  -30,810  -18,676      772  -11,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     21.3     29.2     42.9     36.5     91.2     87.0      8.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      765)
     203      189      239      294      292      618      618                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,948
COMMITMENTS
     999    1,167      905    6,213    6,106    8,117    8,178    1,831    1,770

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:        -59)
    -104      205      -87      241      -64       49       53     -107     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     11.7      9.1     62.5     61.4     81.6     82.2     18.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        8        5       20       13       28       25                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      964,765
COMMITMENTS
 197,703  130,700  321,505  387,148  392,219  906,356  844,425   58,408  120,340

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -29,176)
     165  -69,145    2,204  -34,456   43,208  -32,088  -23,733    2,912   -5,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     13.5     33.3     40.1     40.7     93.9     87.5      6.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      644)
     176      223      255      175      209      509      544                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        1,927
COMMITMENTS
     260      396      769      728      591    1,757    1,755      170      172

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:       -594)
    -322       83      134      -23     -398     -212     -181     -382     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     20.6     39.9     37.8     30.7     91.2     91.1      8.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        7        7        9       15       19                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      436,962
COMMITMENTS
 117,617   65,246  103,937  175,843  239,651  397,398  408,834   39,564   28,128

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -16,179)
 -17,668    1,307     -140    2,265  -18,866  -15,543  -17,699     -636    1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     14.9     23.8     40.2     54.8     90.9     93.6      9.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     106       75      128       87       79      269      241                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      626,174
COMMITMENTS
  65,179   46,996   80,294  346,669  332,211  492,143  459,501  134,031  166,672

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     15,268)
  -4,818   -4,110    6,159   20,045   11,040   21,386   13,089   -6,118    2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      7.5     12.8     55.4     53.1     78.6     73.4     21.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      27       32       40       73       83      121      134                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      598,631
COMMITMENTS
  56,556   80,725   10,462  424,785  413,719  491,803  504,906  106,828   93,725

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:    -12,229)
   1,087     -787    2,799   -5,991   -8,544   -2,105   -6,532  -10,124   -5,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     13.5      1.7     71.0     69.1     82.2     84.3     17.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      14       17        9       52       54       70       76                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,147
COMMITMENTS
   2,823      163    1,537    2,383    5,231    6,743    6,931      404      216

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:          1)
    -107     -285      197     -184      178      -94       90       95      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5      2.3     21.5     33.3     73.2     94.3     97.0      5.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        3        6       14       17       31       25                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      484,468
COMMITMENTS
 121,921   73,468  109,284  196,730  267,348  427,935  450,100   56,533   34,368

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     13,160)
   7,002   -8,536    5,040   -2,549   17,630    9,493   14,134    3,667     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     15.2     22.6     40.6     55.2     88.3     92.9     11.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      91       69       98       88       96      241      223                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,397
COMMITMENTS
   1,226    5,411    1,335    5,555    1,780    8,116    8,525    2,281    1,872

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -1,444)
     165      -18     -851     -529     -317   -1,215   -1,186     -229     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     52.0     12.8     53.4     17.1     78.1     82.0     21.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       27       13       20        8       47       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,278,572
COMMITMENTS
 398,735  278,280   84,134  677,460  774,330  1160328  1136743  118,244  141,830

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      2,765)
  -3,826   13,906   11,493  -15,973  -15,845   -8,306    9,554   11,070   -6,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     21.8      6.6     53.0     60.6     90.8     88.9      9.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      57       58       38       95      130      173      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,456,870
COMMITMENTS
 405,357  460,913  440,564  2319337  2082329  3165257  2983806  291,612  473,064

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     71,244)
  33,577   12,368    3,194   46,463   41,193   83,234   56,755  -11,990   14,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     13.3     12.7     67.1     60.2     91.6     86.3      8.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      71      109      103      176      188      309      338                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,297,653
COMMITMENTS
 339,538  386,367  182,869  1522304  1346887  2044711  1916122  252,942  381,531

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      2,246)
  12,475   19,529   -5,718  -20,360  -12,267  -13,603    1,544   15,849      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     16.8      8.0     66.3     58.6     89.0     83.4     11.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      46       61       52      111      143      186      227                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      888,726
COMMITMENTS
  25,717  184,180  172,126  671,153  473,075  868,996  829,381   19,730   59,345

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:       -315)
  -2,591   10,540   -2,313    7,986   -9,161    3,082     -934   -3,397      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     20.7     19.4     75.5     53.2     97.8     93.3      2.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      13       51       37       56       68       96      132                  
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,185
COMMITMENTS
  17,601    5,454    1,096   28,544   41,961   47,241   48,511    6,944    5,674

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -2,336)
   4,733   -1,313     -729   -5,334      331   -1,330   -1,711   -1,006     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     10.1      2.0     52.7     77.4     87.2     89.5     12.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       15        6       29       29       62       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,370
COMMITMENTS
  35,202   10,908    2,191   57,089   83,922   94,482   97,021   13,888   11,349

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -4,671)
   9,467   -2,625   -1,459  -10,668      662   -2,660   -3,423   -2,011   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     10.1      2.0     52.7     77.4     87.2     89.5     12.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       15        6       29       29       62       48                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,182
COMMITMENTS
  14,108   15,731      741    2,125      678   16,974   17,150      208       32

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -2,539)
  -1,292   -1,291   -1,248      -53        0   -2,593   -2,539       54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.1     91.6      4.3     12.4      3.9     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      15       12        2        2        1       18       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,995
COMMITMENTS
  35,909   21,812       21    7,996   22,098   43,926   43,931       69       64

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,221)
     918       81        0      283    1,162    1,201    1,243       20      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.6     49.6      0.0     18.2     50.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       19        1        4       16       10       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,275
COMMITMENTS
  27,796   11,647      129    3,291   19,382   31,216   31,158       59      117

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:      1,596)
     963      881       97      531      606    1,591    1,584        5       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.9     37.2      0.4     10.5     62.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       11        3        1       11       11       25                  



Updated June 26, 2015