WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,412
COMMITMENTS
  93,191  129,622  133,053  186,370  145,869  412,614  408,544   39,798   43,868

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      5,612)
 -10,519   12,698    6,422    7,383  -10,725    3,287    8,395    2,325   -2,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     28.7     29.4     41.2     32.2     91.2     90.3      8.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     111      124      145      105      110      313      301                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      189,701
COMMITMENTS
  61,174   68,364   20,488   88,827   76,507  170,489  165,358   19,212   24,343

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -6,212)
    -105   -1,866   -3,530      585      492   -3,049   -4,904   -3,162   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     36.0     10.8     46.8     40.3     89.9     87.2     10.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      54       55       46       72       72      149      156                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,641,364
COMMITMENTS
 385,270  236,112  412,965  702,225  740,910  1500460  1389986  140,905  251,378

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -43,842)
  -2,130       13    3,312  -38,046  -34,000  -36,865  -30,674   -6,977  -13,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     14.4     25.2     42.8     45.1     91.4     84.7      8.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      768)
     203      158      222      291      329      595      625                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,782
COMMITMENTS
     751    2,625    1,353    5,644    3,742    7,749    7,721    2,033    2,061

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        607)
     161      -13      341      152      321      655      650      -48      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     26.8     13.8     57.7     38.3     79.2     78.9     20.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       12        7       20       13       29       30                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      896,140
COMMITMENTS
 134,056  124,310  299,401  406,844  378,535  840,301  802,245   55,840   93,895

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      8,321)
  -2,451   12,143   10,747    2,132  -11,248   10,428   11,642   -2,107   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     13.9     33.4     45.4     42.2     93.8     89.5      6.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     179      182      247      172      201      484      521                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      441,807
COMMITMENTS
 104,095  103,423  108,702  198,336  196,245  411,133  408,370   30,674   33,437

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -5,784)
  -1,121    2,714    1,556   -6,618  -10,292   -6,182   -6,021      399      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     23.4     24.6     44.9     44.4     93.1     92.4      6.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      95       95      111       88       72      251      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      640,786
COMMITMENTS
  44,127   53,196   68,946  380,749  375,091  493,822  497,232  146,963  143,553

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -7,898)
   1,215   -2,911   15,024  -13,279   -3,985    2,960    8,129  -10,858  -16,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      8.3     10.8     59.4     58.5     77.1     77.6     22.9     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      27       29       33       72       77      113      125                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      623,116
COMMITMENTS
  54,969   97,926   39,667  408,668  381,075  503,304  518,668  119,812  104,448

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        553)
  -2,065   -3,723   25,491   -6,902  -16,898   16,524    4,870  -15,971   -4,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     15.7      6.4     65.6     61.2     80.8     83.2     19.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       14       13       51       53       71       73                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,998
COMMITMENTS
   1,506       61      675    2,460    3,872    4,641    4,608      357      390

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        -91)
     173        2     -113     -157      -28      -97     -139        6       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1      1.2     13.5     49.2     77.5     92.9     92.2      7.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12        1        4       12       14       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      425,046
COMMITMENTS
 112,349   46,771   79,159  179,878  261,834  371,386  387,764   53,660   37,282

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -16,381)
  -6,065    4,689   -4,886   -4,733  -19,273  -15,685  -19,470     -696    3,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     11.0     18.6     42.3     61.6     87.4     91.2     12.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      86       60       90       96       89      237      199                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,867
COMMITMENTS
   1,442    3,078    1,533    5,310    4,875    8,284    9,486    2,582    1,381

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -1,394)
      91     -195   -1,426       21      113   -1,313   -1,508      -80      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     28.3     14.1     48.9     44.9     76.2     87.3     23.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       18       16       19       11       48       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,258,499
COMMITMENTS
 353,385  241,675   41,492  734,239  829,374  1129116  1112542  129,382  145,957

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:   -142,959)
 -48,468  -16,720  -10,494  -76,884  -92,519 -135,847 -119,733   -7,113  -23,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     19.2      3.3     58.3     65.9     89.7     88.4     10.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      58       56       39       93      130      170      206                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,330,612
COMMITMENTS
 387,839  413,605  302,089  2277169  2150116  2967097  2865810  363,516  464,803

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:   -138,195)
    -327   23,973   17,158  -55,320  -92,451  -38,489  -51,321  -99,707  -86,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     12.4      9.1     68.4     64.6     89.1     86.0     10.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      73       85       89      171      186      296      308                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,539,479
COMMITMENTS
 380,511  583,347  189,573  1689546  1404879  2259630  2177799  279,849  361,680

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:   -122,454)
 -38,550   33,639   -5,740  -32,427  -88,433  -76,717  -60,533  -45,737  -61,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     23.0      7.5     66.5     55.3     89.0     85.8     11.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      56       65       57      117      146      204      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      827,389
COMMITMENTS
  43,632  120,023  140,401  619,965  514,548  803,997  774,971   23,392   52,418

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:    -72,635)
  -8,054  -13,254    3,435  -69,983  -64,563  -74,602  -74,382    1,967    1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     14.5     17.0     74.9     62.2     97.2     93.7      2.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      18       36       34       56       67       94      121                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,244
COMMITMENTS
   8,447   14,196    1,956   29,405   20,632   39,808   36,784    5,436    8,460

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -3,656)
  -1,553   -3,530      361     -730   -1,770   -1,922   -4,939   -1,734    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     31.4      4.3     65.0     45.6     88.0     81.3     12.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       20        7       33       21       58       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,487
COMMITMENTS
  16,894   28,392    3,912   58,811   41,264   79,616   73,568   10,871   16,919

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -7,313)
  -3,107   -7,060      722   -1,459   -3,540   -3,844   -9,878   -3,469    2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     31.4      4.3     65.0     45.6     88.0     81.3     12.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       20        7       33       21       58       44                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,841
COMMITMENTS
  17,978   19,657      455    2,020      678   20,453   20,790      388       51

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -429)
    -378     -818      392     -400        0     -386     -426      -43       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.3     94.3      2.2      9.7      3.3     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       13        2        2        1       24       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,801
COMMITMENTS
  41,401   30,489      841   11,673   23,414   53,915   54,744      886       57

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        793)
   1,542     -181      820   -1,615      164      747      803       46      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.5     55.6      1.5     21.3     42.7     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       19        2        5       17       12       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,472
COMMITMENTS
  23,477   13,844    1,435   10,365   20,125   35,277   35,404      195       68

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     -2,442)
    -659   -1,476     -633   -1,109     -296   -2,401   -2,405      -41      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.2     39.0      4.0     29.2     56.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       14        2        5       12       14       27                  



Updated September 4, 2015