WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      446,800
COMMITMENTS
 103,710  116,924  126,631  178,987  156,594  409,328  400,149   37,473   46,651

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    -88,311)
  -8,342   -2,788  -61,682  -17,531  -24,382  -87,555  -88,852     -756      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     26.2     28.3     40.1     35.0     91.6     89.6      8.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     118      117      143       99      110      310      290                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,913
COMMITMENTS
  61,278   70,230   24,018   88,242   76,014  173,538  170,262   22,375   25,651

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    -16,128)
    -989    1,697  -12,039   -2,844   -5,354  -15,872  -15,695     -256     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     35.8     12.3     45.0     38.8     88.6     86.9     11.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      52       60       50       72       69      151      159                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,685,206
COMMITMENTS
 387,400  236,099  409,653  740,271  774,910  1537324  1420661  147,882  264,545

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:   -227,042)
 -11,949  -19,200 -156,165  -52,796  -53,323 -220,910 -228,687   -6,132    1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     14.0     24.3     43.9     46.0     91.2     84.3      8.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      769)
     184      168      232      337      340      641      640                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,175
COMMITMENTS
     590    2,638    1,012    5,491    3,421    7,094    7,071    2,082    2,105

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -947)
    -222     -137      131     -841     -895     -932     -901      -15      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     28.7     11.0     59.8     37.3     77.3     77.1     22.7     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        7       18       13       27       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      887,819
COMMITMENTS
 136,507  112,167  288,654  404,712  389,783  829,872  790,603   57,947   97,216

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    -11,929)
 -19,812    7,592   -4,278    9,246  -22,143  -14,844  -18,828    2,915    6,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     12.6     32.5     45.6     43.9     93.5     89.1      6.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     171      185      244      167      202      476      516                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      447,591
COMMITMENTS
 105,216  100,709  107,146  204,954  206,537  417,315  414,391   30,275   33,199

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:     17,745)
  -4,430   -5,498   12,249    9,172    9,173   16,990   15,925      755    1,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     22.5     23.9     45.8     46.1     93.2     92.6      6.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      93       84      106       94       75      252      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      648,683
COMMITMENTS
  42,912   56,106   53,922  394,028  379,076  490,862  489,103  157,821  159,580

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    -29,186)
 -13,894    5,701  -27,305   -2,256  -11,684  -43,455  -33,288   14,269    4,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      8.6      8.3     60.7     58.4     75.7     75.4     24.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      29       25       33       69       74      111      119                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      622,564
COMMITMENTS
  57,034  101,649   14,176  415,570  397,973  486,780  513,798  135,784  108,766

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:     10,262)
   1,664    6,907    2,793   -5,669  -12,805   -1,212   -3,105   11,474   13,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     16.3      2.3     66.8     63.9     78.2     82.5     21.8     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      15       14       13       50       50       71       71                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,089
COMMITMENTS
   1,333       59      788    2,617    3,900    4,738    4,747      351      342

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -422)
    -269       53     -245       89     -164     -425     -356        3      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      1.2     15.5     51.4     76.6     93.1     93.3      6.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        2        6       13       14       28       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      441,427
COMMITMENTS
 118,415   42,081   84,045  184,611  281,107  387,071  407,233   54,357   34,194

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:     -5,085)
  -5,662  -12,866   -3,502    4,507    9,879   -4,657   -6,489     -428    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      9.5     19.0     41.8     63.7     87.7     92.3     12.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      92       57      100       98       91      252      204                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,260
COMMITMENTS
   1,350    3,273    2,959    5,289    4,762    9,598   10,994    2,662    1,267

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -133)
    -419        7     -179      601      209        3       37     -136     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     26.7     24.1     43.1     38.8     78.3     89.7     21.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       19       25       17       11       53       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,401,458
COMMITMENTS
 401,853  258,395   51,987  811,123  921,893  1264963  1232275  136,495  169,183

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:   -101,383)
 -27,747  -61,452  -32,493  -67,471  -27,949 -127,711 -121,893   26,328   20,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     18.4      3.7     57.9     65.8     90.3     87.9      9.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      62       59       38      100      138      180      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,468,808
COMMITMENTS
 388,166  389,633  284,931  2332489  2242567  3005585  2917130  463,222  551,677

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:      7,285)
 -52,698  -15,995  -24,376  -40,366  -31,436 -117,440  -71,807  124,725   79,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     11.2      8.2     67.2     64.6     86.6     84.1     13.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      71       88       91      165      174      292      298                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,661,933
COMMITMENTS
 419,061  549,708  195,313  1721973  1493312  2336347  2238332  325,586  423,601

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    125,060)
   2,812   46,115   -1,744   75,603   41,015   76,671   85,387   48,389   39,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     20.7      7.3     64.7     56.1     87.8     84.1     12.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      51       63       52      113      140      197      222                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      900,024
COMMITMENTS
  51,686  133,276  136,966  689,947  579,111  878,599  849,353   21,425   50,671

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:     31,404)
  -1,177  -14,678   10,823   21,467   35,726   31,114   31,872      290     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     14.8     15.2     76.7     64.3     97.6     94.4      2.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      18       35       34       56       67       94      120                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,900
COMMITMENTS
  10,000   17,726    1,595   30,135   22,402   41,730   41,723    7,170    7,177

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:        489)
    -373    2,204     -195     -390     -749     -958    1,259    1,447     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     36.2      3.3     61.6     45.8     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       27        8       33       21       59       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,800
COMMITMENTS
  20,001   35,452    3,190   60,270   44,805   83,460   83,446   14,340   14,354

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:        977)
    -745    4,407     -391     -780   -1,498   -1,916    2,519    2,893   -1,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     36.2      3.3     61.6     45.8     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       27        8       33       21       59       51                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,270
COMMITMENTS
  18,356   20,475       63    2,420      678   20,839   21,216      431       54

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -265)
    -723     -284       17      400        0     -306     -267       41        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.3     96.3      0.3     11.4      3.2     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      20       12        1        2        1       22       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,008
COMMITMENTS
  39,859   30,670       21   13,288   23,250   53,168   53,941      840       67

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -372)
    -469        8        0     -656     -385   -1,125     -377      753        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.8     56.8      0.0     24.6     43.0     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       19        1        5       17       11       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,914
COMMITMENTS
  24,136   15,320    2,068   11,474   20,421   37,678   37,809      236      105

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:       -242)
    -469     -770      -31      210      545     -290     -256       48       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.7     40.4      5.5     30.3     53.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       17        2        5       11       12       29                  



Updated August 28, 2015