WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      539,079
COMMITMENTS
 112,310  126,336  184,758  201,020  182,127  498,089  493,221   40,990   45,858

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -184)
   1,473    1,521    2,127     -558   -1,584    3,042    2,064   -3,226   -2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     23.4     34.3     37.3     33.8     92.4     91.5      7.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     129      135      171      109      119      346      336                  
 
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                  Code-001605
OPTION AND FUTURES COMBINED 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:        8,154
COMMITMENTS
   3,054    5,537    1,333    3,425      971    7,813    7,841      341      312

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -447)
    -226   -1,082      229     -511      377     -508     -476       61       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     67.9     16.4     42.0     11.9     95.8     96.2      4.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        9       10        4        5       17       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      209,234
COMMITMENTS
  60,046   69,210   35,350   91,138   77,964  186,534  182,524   22,700   26,710

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,307)
    -558    3,485       72   -3,540   -6,064   -4,027   -2,507      719     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     33.1     16.9     43.6     37.3     89.2     87.2     10.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      48       65       58       71       71      150      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,938,783
COMMITMENTS
 409,825  231,724  587,514  783,364  854,819  1780702  1674056  158,081  264,727

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     21,055)
 -10,259   44,724    1,738   23,490   -9,768   14,969   36,694    6,086  -15,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     12.0     30.3     40.4     44.1     91.8     86.3      8.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     213      160      255      320      345      653      665                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        9,784
COMMITMENTS
     857    2,687      681    6,167    4,314    7,706    7,683    2,078    2,101

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        724)
      11       88       85      378      387      474      560      250      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     27.5      7.0     63.0     44.1     78.8     78.5     21.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       13        6       18       12       28       29                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      859,110
COMMITMENTS
 164,048   68,405  270,082  368,760  433,695  802,890  772,182   56,219   86,927

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      8,685)
   6,401  -11,758    2,341   -2,504   25,268    6,238   15,851    2,447   -7,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      8.0     31.4     42.9     50.5     93.5     89.9      6.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     180      176      236      164      213      476      506                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      413,322
COMMITMENTS
 109,521   93,421   87,834  187,472  199,141  384,827  380,396   28,496   32,927

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      1,884)
   3,052    1,117    3,415   -2,731   -1,776    3,736    2,756   -1,852     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     22.6     21.3     45.4     48.2     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      94       83      103       93       75      250      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      694,335
COMMITMENTS
  58,159   50,305   85,701  404,103  385,410  547,964  521,416  146,371  172,918

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     46,912)
   2,343    7,981   19,055   22,990   15,436   44,388   42,473    2,525    4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      7.2     12.3     58.2     55.5     78.9     75.1     21.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      33       27       39       73       80      121      131                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      610,679
COMMITMENTS
  49,071   84,506    9,561  424,894  416,938  483,526  511,005  127,153   99,674

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      4,804)
   1,386  -13,015    2,175   -7,721   17,615   -4,160    6,775    8,965   -1,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     13.8      1.6     69.6     68.3     79.2     83.7     20.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10       14       10       53       52       69       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      449,908
COMMITMENTS
 137,802   50,539   85,533  173,017  284,575  396,352  420,648   53,556   29,260

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     14,266)
  -2,238    3,055    8,969    6,666    6,259   13,397   18,283      869   -4,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     11.2     19.0     38.5     63.3     88.1     93.5     11.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     110       67       93       95       89      260      212                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       12,171
COMMITMENTS
   1,651    3,236    2,973    4,844    4,496    9,469   10,705    2,701    1,465

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      1,050)
       8     -252      638      101      673      746    1,059      303      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     26.6     24.4     39.8     36.9     77.8     88.0     22.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       20       23       17       10       55       44                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,510,639
COMMITMENTS
 476,869  311,873   86,286  833,432  960,227  1396587  1358385  114,052  152,254

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     52,664)
  52,150  -11,075   -1,416    3,263   60,863   53,997   48,372   -1,333    4,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     20.6      5.7     55.2     63.6     92.5     89.9      7.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      65       67       43      104      145      189      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,521,460
COMMITMENTS
 485,985  410,947  316,109  2382333  2294046  3184427  3021102  337,033  500,358

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     72,788)
  27,884   -4,623  -12,938   48,244   82,028   63,191   64,468    9,597    8,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     11.7      9.0     67.7     65.1     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      73      102       95      184      203      320      337                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    2,552,140
COMMITMENTS
 422,357  498,132  188,424  1643369  1482571  2254149  2169126  297,991  383,014

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     31,309)
 -11,134  -53,605   20,327    8,424   75,077   17,618   41,800   13,692  -10,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     19.5      7.4     64.4     58.1     88.3     85.0     11.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      48       67       56      124      150      206      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      885,644
COMMITMENTS
  76,674  166,801  139,880  644,998  525,725  861,552  832,407   24,091   53,237

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     79,783)
  25,016   27,801   -1,485   52,207   48,627   75,737   74,942    4,046    4,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     18.8     15.8     72.8     59.4     97.3     94.0      2.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      19       41       34       54       62       91      121                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       49,152
COMMITMENTS
  10,531   15,991      579   31,527   25,908   42,636   42,477    6,515    6,674

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -471)
    -377    3,879      -91      221   -4,745     -247     -957     -224      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     32.5      1.2     64.1     52.7     86.7     86.4     13.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       22        5       35       22       65       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       98,303
COMMITMENTS
  21,061   31,981    1,158   63,053   51,815   85,273   84,955   13,030   13,348

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -941)
    -755    7,758     -182      443   -9,491     -493   -1,914     -448      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     32.5      1.2     64.1     52.7     86.7     86.4     13.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       22        5       35       22       65       46                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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