WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      394,933
COMMITMENTS
 120,057  115,704   83,329  156,675  156,912  360,061  355,945   34,872   38,988

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -14,375)
 -14,681   -5,741    5,750    3,147  -10,903   -5,784  -10,894   -8,591   -3,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     29.3     21.1     39.7     39.7     91.2     90.1      8.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     122      113      128       92      109      289      291                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,075
COMMITMENTS
  57,875   57,689   24,951   90,853   85,768  173,679  168,408   21,396   26,667

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -4,066)
    -538    8,198   -4,589     -691   -6,187   -5,818   -2,578    1,752   -1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     29.6     12.8     46.6     44.0     89.0     86.3     11.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      43       52       47       68       75      139      156                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,350,791
COMMITMENTS
 444,321  138,640  209,712  579,715  775,779  1233748  1124131  117,043  226,660

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -35,217)
 -40,095  -22,282    5,058   -2,007  -13,532  -37,044  -30,756    1,827   -4,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     10.3     15.5     42.9     57.4     91.3     83.2      8.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     180      144      162      227      313      499      555                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,503
COMMITMENTS
   1,057    2,350      141    5,520    3,988    6,718    6,479    1,785    2,024

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        263)
      39      156      -40      221       40      220      156       43      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     27.6      1.7     64.9     46.9     79.0     76.2     21.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       11        3       17       10       26       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      634,083
COMMITMENTS
 175,889   83,918  106,657  306,012  362,696  588,558  553,271   45,525   80,812

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -45,639)
 -25,286   -3,336    1,770  -14,927  -42,647  -38,443  -44,213   -7,196   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     13.2     16.8     48.3     57.2     92.8     87.3      7.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     152      139      153      164      198      403      425                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      376,093
COMMITMENTS
 111,292   81,073   61,754  171,703  201,035  344,749  343,862   31,344   32,231

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        645)
  -5,421   15,846   -6,329   14,097  -15,575    2,347   -6,058   -1,702    6,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     21.6     16.4     45.7     53.5     91.7     91.4      8.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     100       69       98       85       66      240      200                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      507,926
COMMITMENTS
  60,237   59,079    7,692  313,881  293,223  381,810  359,994  126,116  147,932

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:       -254)
  -2,518   -8,947       30     -363    3,016   -2,851   -5,901    2,597    5,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     11.6      1.5     61.8     57.7     75.2     70.9     24.8     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      25       27       22       59       66       96      103                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      612,314
COMMITMENTS
  54,589  101,138    7,781  443,485  412,371  505,855  521,290  106,459   91,024

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      4,349)
   2,423    3,309   -1,239    4,583    2,952    5,767    5,022   -1,418     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.5      1.3     72.4     67.3     82.6     85.1     17.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      12       16       11       54       53       71       75                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,722
COMMITMENTS
   2,210      174      836    2,294    4,363    5,340    5,373      382      349

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:       -385)
    -328      -94      -57       21     -374     -364     -525      -21      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      3.0     14.6     40.1     76.2     93.3     93.9      6.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        3        5       12       16       30       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      394,219
COMMITMENTS
 146,970   46,872   44,531  156,169  271,749  347,670  363,152   46,549   31,067

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -18,250)
  -2,342    2,043  -10,723   -1,847  -12,672  -14,912  -21,352   -3,338    3,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.9     11.3     39.6     68.9     88.2     92.1     11.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     103       54       77       86       83      236      182                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,697
COMMITMENTS
   1,226    4,346      450    4,822    2,576    6,498    7,372    2,199    1,325

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        -29)
    -159     -227        6        6       91     -147     -130      118      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     50.0      5.2     55.4     29.6     74.7     84.8     25.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11       27        7       14        6       32       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,309,009
COMMITMENTS
 439,378  319,735   27,975  727,999  814,651  1195352  1162361  113,657  146,648

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     10,219)
    -545   -3,865    1,528    6,634   11,813    7,617    9,476    2,602      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     24.4      2.1     55.6     62.2     91.3     88.8      8.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      51       65       27       96      132      161      210                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,798,316
COMMITMENTS
 491,516  425,874   55,535  1958693  1865623  2505744  2347032  292,572  451,284

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     65,373)
  31,941   -6,301   -9,567   28,652   65,022   51,026   49,154   14,347   16,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     15.2      2.0     70.0     66.7     89.5     83.9     10.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      68       94       48      143      171      246      278                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,297,943
COMMITMENTS
 415,722  577,689   76,017  1550907  1302094  2042646  1955800  255,297  342,143

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     69,166)
  15,451   49,966    4,558   43,633   25,605   63,642   80,129    5,524  -10,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     25.1      3.3     67.5     56.7     88.9     85.1     11.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      47       74       34      104      136      174      221                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      903,332
COMMITMENTS
  42,796  182,466  146,499  692,117  518,841  881,412  847,806   21,920   55,526

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     15,225)
   2,369   -7,695    5,018    6,678   18,198   14,065   15,521    1,160     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     20.2     16.2     76.6     57.4     97.6     93.9      2.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      21       42       29       54       67       88      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,258
COMMITMENTS
   9,772   12,826      563   29,337   26,906   39,672   40,295    6,586    5,963

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -1,175)
    -799    3,526      253     -517   -4,631   -1,062     -853     -113     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     27.7      1.2     63.4     58.2     85.8     87.1     14.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       22        4       35       19       61       42                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,515
COMMITMENTS
  19,543   25,652    1,126   58,674   53,811   79,343   80,589   13,172   11,926

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -2,350)
  -1,597    7,051      506   -1,033   -9,262   -2,124   -1,705     -226     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     27.7      1.2     63.4     58.2     85.8     87.1     14.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       22        4       35       19       61       42                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,094
COMMITMENTS
  17,363   19,013      378    1,981      678   19,722   20,069      372       25

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        -86)
     -18      -46      -42       20        0      -40      -88      -46        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.4     94.6      1.9      9.9      3.4     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      19       12        2        2        1       21       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,735
COMMITMENTS
  38,898   27,542       21   11,722   23,109   50,641   50,672       94       63

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        381)
    -383    2,016        0      740   -1,554      357      462       24      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.7     54.3      0.0     23.1     45.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       21        1        4       17        8       39                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,167
COMMITMENTS
  27,629   14,865      897    6,512   19,339   35,038   35,101      129       66

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        868)
     276    1,532      -39      599     -621      836      872       32       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6     42.3      2.6     18.5     55.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       18        2        3       12       13       31                  



Updated July 31, 2015