WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      437,298
COMMITMENTS
 120,523  183,516   94,054  184,705  116,075  399,282  393,645   38,016   43,653

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:      3,938)
  -5,277    4,914    4,450    3,440   -5,037    2,613    4,327    1,325     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     42.0     21.5     42.2     26.5     91.3     90.0      8.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     126      131      140       96       92      313      295
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      155,898
COMMITMENTS
  44,051   53,652   23,604   70,889   54,873  138,544  132,129   17,354   23,769

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:        459)
    -300   -7,446    2,176   -1,547    5,175      329      -95      130      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     34.4     15.1     45.5     35.2     88.9     84.8     11.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      35       59       56       68       61      142      149
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,434,318
COMMITMENTS
 424,955  479,404  205,207  677,083  538,414  1307245  1223025  127,073  211,293

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     34,652)
  16,023   17,434    1,263   12,657    7,581   29,943   26,278    4,709    8,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     33.4     14.3     47.2     37.5     91.1     85.3      8.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      715)
     170      176      164      234      265      496      547
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,894
COMMITMENTS
   1,722    1,216      106    5,561    5,770    7,389    7,092    1,505    1,802

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:        269)
      58       66      -16      236      150      278      200       -9       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     13.7      1.2     62.5     64.9     83.1     79.7     16.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       12        5       18       14       27       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      710,533
COMMITMENTS
 180,528  235,482  113,979  370,173  249,716  664,680  599,177   45,853  111,356

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     18,138)
    -948    8,155   13,701    3,053   -6,431   15,806   15,425    2,332    2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     33.1     16.0     52.1     35.1     93.5     84.3      6.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      629)
     153      230      202      153      188      439      508
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,850
COMMITMENTS
 133,809   70,978   76,768  154,442  222,858  365,019  370,604   35,831   30,246

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:      2,189)
  -4,991    4,298     -148    7,160   -4,063    2,021       87      168    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     17.7     19.2     38.5     55.6     91.1     92.5      8.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     105       78      113       75       72      255      220
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      496,128
COMMITMENTS
  64,176   55,707   12,042  269,132  268,375  345,350  336,124  150,778  160,004

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:       -693)
 -20,159   -3,793   -1,679      808   -3,060  -21,030   -8,532   20,337    7,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     11.2      2.4     54.2     54.1     69.6     67.7     30.4     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      27       20       24       52       67       87      103
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      623,616
COMMITMENTS
  38,724   86,683   17,508  438,951  410,030  495,183  514,221  128,433  109,395

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     47,815)
  -3,321    7,763   12,091   17,361   22,318   26,131   42,172   21,684    5,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     13.9      2.8     70.4     65.8     79.4     82.5     20.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       8       16       13       54       54       71       77
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,859
COMMITMENTS
   3,010      164    1,629    2,757    5,880    7,396    7,673      463      186

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:       -728)
       2     -151     -196     -505     -269     -699     -616      -29     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      2.1     20.7     35.1     74.8     94.1     97.6      5.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        4        6       13       15       35       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      378,102
COMMITMENTS
 104,856   90,037   50,526  179,469  201,792  334,851  342,355   43,251   35,747

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     25,130)
   3,384    3,764    7,086   15,655   13,780   26,125   24,630     -995      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     23.8     13.4     47.5     53.4     88.6     90.5     11.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      84       90       85       85       71      222      204
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,572
COMMITMENTS
     882    5,982    1,946    6,351    1,693    9,179    9,621    2,393    1,951

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:        403)
      11       41      156       89      197      256      394      147        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     51.7     16.8     54.9     14.6     79.3     83.1     20.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13       31       14       19       11       43       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,434,553
COMMITMENTS
 424,600  261,692   57,409  822,156  933,952  1304165  1253053  130,388  181,500

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     72,781)
  39,763  -22,609   -3,224   25,866   70,408   62,405   44,575   10,376   28,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     18.2      4.0     57.3     65.1     90.9     87.3      9.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      52       51       30       94      126      162      194
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,186,319
COMMITMENTS
 356,623  440,157  301,008  2180624  1956178  2838255  2697343  348,064  488,976

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:    313,513)
  -6,812   -9,116  194,857   70,581   83,431  258,626  269,172   54,887   44,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     13.8      9.4     68.4     61.4     89.1     84.7     10.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      63       91       73      154      164      262      283
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,253,914
COMMITMENTS
 341,753  384,027   96,408  1519169  1370038  1957330  1850473  296,584  403,441

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:    265,568)
  22,446  -28,652   70,677  122,969  181,388  216,092  223,413   49,476   42,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     17.0      4.3     67.4     60.8     86.8     82.1     13.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      38       57       38      102      129      168      199
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      854,237
COMMITMENTS
  37,162  183,363  168,585  623,174  442,446  828,921  794,394   25,316   59,843

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:      5,274)
   2,365    5,400    1,882    2,075   -5,029    6,322    2,253   -1,048    3,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     21.5     19.7     73.0     51.8     97.0     93.0      3.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      13       46       32       56       71       90      131
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,676
COMMITMENTS
  17,146   10,024      555   30,371   39,075   48,071   49,654    8,605    7,022

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     -4,027)
  -4,086      129      -72      859   -3,429   -3,299   -3,372     -728     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     17.7      1.0     53.6     68.9     84.8     87.6     15.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       28        5       28       27       61       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      113,351
COMMITMENTS
  34,291   20,048    1,110   60,741   78,150   96,142   99,308   17,209   14,043

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     -8,054)
  -8,172      258     -144    1,718   -6,858   -6,598   -6,744   -1,456   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     17.7      1.0     53.6     68.9     84.8     87.6     15.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       28        5       28       27       61       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,261
COMMITMENTS
  14,220   15,739      844    2,114      678   17,178   17,261       83        0

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:     -2,013)
  -1,965   -1,961      -52        0        0   -2,017   -2,013        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.4     91.2      4.9     12.2      3.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14       13        2        2        1       17       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       49,704
COMMITMENTS
  42,034   19,810       21    7,525   29,780   49,580   49,611      124       93

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:      1,086)
   1,084    1,154        0      -41      -55    1,043    1,099       43      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.6     39.9      0.0     15.1     59.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       15        1        6       18       13       34
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,947
COMMITMENTS
  33,515   11,525        0    4,311   26,334   37,826   37,859      121       88

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:      1,384)
   2,549      -42        0   -1,175    1,466    1,374    1,424       10      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.3     30.4      0.0     11.4     69.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       16        0        4       17       17       33



Updated May 29, 2015