WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      535,111
COMMITMENTS
 112,052  119,713  188,313  196,517  180,975  496,882  489,001   38,229   46,110

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -3,968)
    -258   -6,623    3,555   -4,503   -1,152   -1,206   -4,220   -2,762      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     22.4     35.2     36.7     33.8     92.9     91.4      7.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     126      128      163      108      114      337      319                  
 
 
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                  Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,157
COMMITMENTS
   3,356    5,622    1,281    3,152      935    7,790    7,838      367      319

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:          3)
     302       85      -52     -273      -36      -23       -4       26        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1     68.9     15.7     38.6     11.5     95.5     96.1      4.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        9        9        4        4       16       16                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      212,041
COMMITMENTS
  62,267   68,532   36,057   91,086   81,368  189,410  185,957   22,631   26,083

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,807)
   2,221     -678      707      -52    3,404    2,876    3,434      -69     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     32.3     17.0     43.0     38.4     89.3     87.7     10.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      56       65       58       71       74      158      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,912,247
COMMITMENTS
 399,349  255,298  565,817  793,068  828,232  1758234  1649348  154,013  262,899

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -26,536)
 -10,476   23,574  -21,696    9,704  -26,586  -22,468  -24,708   -4,068   -1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     13.4     29.6     41.5     43.3     91.9     86.3      8.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      806)
     200      178      249      345      353      675      670                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,123
COMMITMENTS
     812    2,774      881    6,332    4,316    8,026    7,972    2,097    2,151

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        339)
     -45       87      200      165        2      320      289       19       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     27.4      8.7     62.6     42.6     79.3     78.8     20.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       13        7       18       12       28       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      899,748
COMMITMENTS
 156,319  104,574  292,932  395,466  411,925  844,716  809,431   55,031   90,316

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     40,638)
  -7,729   36,169   22,850   26,705  -21,770   41,826   37,249   -1,188    3,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     11.6     32.6     44.0     45.8     93.9     90.0      6.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     185      182      247      167      214      483      532                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       15,928
COMMITMENTS
  11,763      454       15        8    4,348   11,786    4,817    4,142   11,111

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -175)
       6        5       -1        4      -92        9      -88     -184      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.9      2.9      0.1      0.1     27.3     74.0     30.2     26.0     69.8

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 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      429,846
COMMITMENTS
 109,646  106,206   94,897  195,782  197,363  400,325  398,467   29,521   31,379

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     16,523)
     125   12,786    7,063    8,311   -1,777   15,498   18,071    1,025   -1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     24.7     22.1     45.5     45.9     93.1     92.7      6.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      99       92      102       97       72      255      231                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      677,870
COMMITMENTS
  56,806   50,405   81,227  396,284  390,759  534,317  522,392  143,552  155,478

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -16,465)
  -1,353      100   -4,474   -7,818    5,349  -13,646      976   -2,819  -17,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      7.4     12.0     58.5     57.6     78.8     77.1     21.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      33       30       41       80       83      131      136                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      612,302
COMMITMENTS
  55,370   94,742   11,383  421,239  410,778  487,992  516,903  124,310   95,399

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,623)
   6,299   10,236    1,822   -3,655   -6,159    4,466    5,898   -2,843   -4,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     15.5      1.9     68.8     67.1     79.7     84.4     20.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       12       11       52       52       70       70                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,511
COMMITMENTS
   1,602        6    1,033    2,528    4,064    5,163    5,103      348      408

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        -13)
       3     -104       13       15       81       31      -10      -44       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      0.1     18.7     45.9     73.7     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        1        6       11       15       29       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      446,512
COMMITMENTS
 124,077   54,947   87,547  180,104  271,228  391,728  413,722   54,785   32,790

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -3,396)
 -13,725    4,408    2,014    7,087  -13,347   -4,624   -6,926    1,229    3,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     12.3     19.6     40.3     60.7     87.7     92.7     12.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      96       65       93       96       92      247      212                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,393
COMMITMENTS
   1,769    3,266    3,138    4,688    4,552    9,595   10,956    2,799    1,437

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        223)
     117       30      165     -157       57      125      251       97      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     26.4     25.3     37.8     36.7     77.4     88.4     22.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       20       23       17       12       55       45                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,502,841
COMMITMENTS
 429,600  319,847   84,480  878,594  949,842  1392674  1354168  110,167  148,673

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -7,798)
 -47,269    7,974   -1,806   45,162  -10,385   -3,913   -4,217   -3,885   -3,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     21.3      5.6     58.5     63.2     92.7     90.1      7.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      60       73       45      110      146      194      240                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,461,523
COMMITMENTS
 440,865  405,628  309,307  2372854  2274003  3123026  2988937  338,498  472,586

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -59,937)
 -45,120   -5,319   -6,802   -9,479  -20,043  -61,402  -32,165    1,464  -27,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     11.7      8.9     68.5     65.7     90.2     86.3      9.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      70      100       96      176      198      309      332                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,536,873
COMMITMENTS
 416,249  503,593  197,057  1646370  1452296  2259676  2152946  277,197  383,928

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -15,267)
  -6,108    5,461    8,633    3,001  -30,274    5,527  -16,180  -20,794      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     19.9      7.8     64.9     57.2     89.1     84.9     10.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      48       63       53      121      150      198      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      868,620
COMMITMENTS
  52,862  147,954  126,142  668,480  543,385  847,485  817,481   21,135   51,140

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -17,023)
 -23,812  -18,848  -13,738   23,483   17,660  -14,067  -14,926   -2,956   -2,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     17.0     14.5     77.0     62.6     97.6     94.1      2.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       40       31       53       62       86      115                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,411
COMMITMENTS
  10,373   15,523    1,790   30,525   23,151   42,688   40,464    5,723    7,947

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -740)
    -158     -468    1,211   -1,002   -2,757       52   -2,014     -792    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     32.1      3.7     63.1     47.8     88.2     83.6     11.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       22        7       34       21       69       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,823
COMMITMENTS
  20,746   31,045    3,581   61,050   46,302   85,376   80,928   11,446   15,895

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -1,480)
    -315     -936    2,423   -2,003   -5,513      104   -4,027   -1,584    2,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     32.1      3.7     63.1     47.8     88.2     83.6     11.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       22        7       34       21       69       47                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,535
COMMITMENTS
  19,079   20,759       46    2,020      678   21,145   21,483      390       52

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        513)
     941      823     -323     -100        0      518      500       -5       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.6     96.4      0.2      9.4      3.1     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      21       14        1        2        1       23       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,380
COMMITMENTS
  40,328   30,662       21   13,944   23,635   54,293   54,318       87       62

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        876)
     156      528        0      735      360      891      888      -15      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.2     56.4      0.0     25.6     43.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       21        1        5       17       12       39                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,156
COMMITMENTS
  24,605   16,090    2,099   11,264   19,876   37,968   38,065      188       91

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,015)
  -1,346      400      997    2,341      608    1,992    2,005       23       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.5     42.2      5.5     29.5     52.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       20        2        4       11       11       32                  



Updated August 21, 2015